# EDGAR Filing Document

**Accession Number:** 0000088525
**File Stem:** 0000940400-26-022558
**Filing Date:** 2026-6
**Character Count:** 686716
**Document Hash:** 93293b6289c84c6e2d06ae513aa6d885
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022558.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-022558

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01136
- **FILM NUMBER:** 261048168

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** ROCKVILLE

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**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:** $13573439077.52

**Total Liabilities:** $4329777640.93

**Net Assets:** $9243661436.59

**Amount of Assets Invested in Other Investment Companies:** $117695642.60

**Delayed Delivery Securities:** $22772900.00

**Stand-by Commitments:** $4009527724.29

**Cash Not Reported:** $17584654.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 97883.67528050 | **1-Year:** 279377.33279670 | **5-Year:** 662705.15912700 | **10-Year:** 1065918.80712980 | **30-Year:** 263056.65867460

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

- **3-Month:** 96936.65221350 | **1-Year:** 196407.29897780 | **5-Year:** 813292.97273060 | **10-Year:** 232904.80519980 | **30-Year:** 180921.84588130

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000152104 | 0.64%                | 0.14%                | -1.21%               |
| Class ID C000136522 | 0.55%                | 0.05%                | -1.31%               |
| Class ID C000136521 | 0.58%                | 0.11%                | -1.24%               |
| Class ID C000155969 | 0.61%                | 0.11%                | -1.27%               |
| Class ID C000136523 | 0.60%                | 0.14%                | -1.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3686708.17              | $-3531430.45                               |
| Month 2  | $7811111.10              | $-52738087.58                              |
| Month 3  | $13479156.19             | $-191880971.69                             |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                 | Title                                                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KINETIC ABS ISSUER LLC                                                               | UNITK 2026-1A A2                                                                                                                                       | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1396011.54   | 0.02%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                                                       | PSHNA 5.5 10/28/32 144A                                                                                                                                | CUSIP: 71531QAG6<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |    2000000 | PA      | $1982906.36   | 0.02%             | 2032-10-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 53 LLC                                                         | CERB 2025-4A D                                                                                                                                         | CUSIP: 15674YAG3<br>LEI: 635400YQBXB1DKX6JK08 | Long             | ABS-CBDO         | CORP              | US        |   10750000 | PA      | $10635602.80  | 0.12%             | 2038-01-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                    | VENTGL 3.875 08/15/29 144A                                                                                                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     510000 | PA      | $484774.84    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 04/23/26                                                                                                                                           | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3100000 | PA      | $3093123.80   | 0.03%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| athenahealth                                                                         | athenahealth Term Loan B 300 2029-02-01                                                                                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    1029848 | PA      | $1009251.15   | 0.01%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                             | NIDDA HEALTHCARE HOLDING                                                                                                                               | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |   17347239 | PA      | $19985653.83  | 0.22%             | 2032-12-09      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM5 TRUST                                                                 | GCAT 2022-NQM5 A3                                                                                                                                      | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6946739 | PA      | $6925449.88   | 0.07%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                                     | MODENA BUYER LLC                                                                                                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |   21949227 | PA      | $19638412.66  | 0.21%             | 2031-07-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM10                            | MSRM 2025-NQM10 AIOS                                                                                                                                   | CUSIP: 617955AM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  252640630 | PA      | $2489444.98   | 0.03%             | 2070-11-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| STWD 2022-FL3 LTD                                                                    | STWD 2022-FL3 D                                                                                                                                        | CUSIP: 78485KAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11900000 | PA      | $11741750.23  | 0.13%             | 2038-11-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Insurance Co. Ltd. (The)                                               | DAIL V6.2 PERP 144A                                                                                                                                    | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    8150000 | PA      | $8198500.65   | 0.09%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BOLUDA TOWAGE SL                                                                     | BOLUDA TOWAGE SL                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    7215385 | PA      | $8342572.91   | 0.09%             | 2030-01-31      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                          | OAKC 2012-7A ER4                                                                                                                                       | CUSIP: 67102UAK5<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2156555.48   | 0.02%             | 2038-02-22      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                         | AA 6.125 05/15/28 144A                                                                                                                                 | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    7450000 | PA      | $7416042.08   | 0.08%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                                   | FFML 2006-FF16 2A4                                                                                                                                     | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6492955 | PA      | $2522588.81   | 0.03%             | 2036-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB6475                                                                                                                                              | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6677090 | PA      | $6619754.21   | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AASET MT-1 LTD                                                                       | AASET 2025-3A A                                                                                                                                        | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     637367 | PA      | $628592.26    | 0.01%             | 2050-02-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE SPARC HOLDINGS LTD                                                   | Pershing Square Sparc Hldgs Ltd SPECIAL PURPOSE ACQUISITION RIGHTS                                                                                     | CUSIP: 714920113<br>LEI: 5493000J0QXAU1Z8FB80 | Long             | EC               | CORP              | US        |    1716232 | NS      | $171.62       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INTERNATIONAL ENTERTAINM                                                             | INTERNATIONAL ENTERTAINM                                                                                                                               | CUSIP: 000000000<br>LEI: 254900C44ND8RC7Z9K20 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1149204.97   | 0.01%             | 2032-04-19      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        988 | NC      | $-1712347.49  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ascensus                                                                             | Ascensus Term Loan B 300 2028-08-01                                                                                                                    | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2359412 | PA      | $2318853.47   | 0.03%             | 2032-11-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                               | Culligan International Term Loan B 275 2028-07-01                                                                                                      | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    2319199 | PA      | $2312310.82   | 0.03%             | 2028-07-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| HV STRUCTURED SOLUTIONS IV                                                           | HV STRUCTURED SOLUTIONS IV                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36122195 | PA      | $35860693.05  | 0.39%             | 2030-09-15      | Floating      | 6.85%                 | No            |                  3 | On Loan: No      |
| MILL CITY SECURITIES 2024-RS2 LTD                                                    | MCMLT 2024-RS2 A1                                                                                                                                      | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5527761 | PA      | $5243014.85   | 0.06%             | 2069-08-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2020-1 LTD                                                            | CGMS 2020-1A DRR                                                                                                                                       | CUSIP: 14315UAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $460009.20    | 0.00%             | 2038-01-20      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                    | UPBOUND GROUP INC                                                                                                                                      | CUSIP: 000000000<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |   19286978 | PA      | $19246861.16  | 0.21%             | 2032-08-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                              | Asurion First-lien Term Loan B-12 425 2030-09-01                                                                                                       | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   15119750 | PA      | $14946931.26  | 0.16%             | 2030-09-19      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT V6.7 PERP J                                                                                                                                        | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    9590000 | PA      | $9854041.47   | 0.11%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ZEPHYR MIDCO 2 LTD                                                                   | ZEPHYR MIDCO 2 LTD                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   20850000 | PA      | $25914414.50  | 0.28%             | 2028-07-31      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                           | BSPRT 2025-FL12 B                                                                                                                                      | CUSIP: 05619BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3750000 | PA      | $3741328.50   | 0.04%             | 2043-01-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Home Eqty Ln Tst                                                                     | HELT 2007-FRE1 1AV1                                                                                                                                    | CUSIP: 43710XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4569967 | PA      | $4358420.52   | 0.05%             | 2037-04-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| PRECISE BIDCO BV                                                                     | PRECISE BIDCO BV                                                                                                                                       | CUSIP: 000000000<br>LEI: 254900JUNTY42P1KL224 | Long             | LON              | CORP              | NL        |   11400000 | PA      | $12684738.99  | 0.14%             | 2030-11-22      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V6.5 PERP OO                                                                                                                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20522700.00  | 0.22%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FACILITY TL                                                            | QTS GOOD NEWS FACILITY TL                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19150000 | PA      | $19140868.15  | 0.21%             | 2028-10-09      | Floating      | 6.70%                 | No            |                  3 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 04/21/26                                                                                                                                           | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51000000 | PA      | $50897220.84  | 0.55%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PetSmart                                                                             | PetSmart Term Loan B 400 2032-08-02                                                                                                                    | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   12185000 | PA      | $12090566.25  | 0.13%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Sunrise UPC                                                                          | Sunrise UPC Term Loan B - (AAA) 250 2032-02-01                                                                                                         | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    2650000 | PA      | $2629303.50   | 0.03%             | 2032-02-17      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| CHEST 2023-1                                                                         | CHEST 2023-1                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5255339.89   | 0.06%             | 2043-03-23      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| United Pacific (Apro)                                                                | United Pacific (Apro) Term Loan B 375 2031-06-11                                                                                                       | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    8548927 | PA      | $8559613.38   | 0.09%             | 2031-07-09      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                    | HRI 6.625 06/15/29 144A                                                                                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     175000 | PA      | $177874.73    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                                             | BETCLIC EVEREST GROUP SAS                                                                                                                              | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |    7000000 | PA      | $7948326.75   | 0.09%             | 2031-12-09      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                    | HRI 7 06/15/30 144A                                                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3476000.91   | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -40718750 | NC      | $-166264.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                          | SUMILF V5.875 09/10/55 144A                                                                                                                            | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $3913715.60   | 0.04%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                    | SFRFP 6.5 04/15/32 144A                                                                                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   10099095 | PA      | $9568730.83   | 0.10%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC4                                       | JPMAC 2006-WMC4 A4                                                                                                                                     | CUSIP: 46630BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19027499 | PA      | $9691496.75   | 0.10%             | 2036-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Allwyn International                                                                 | Allwyn International Term Loan B (Incremental) 250 2032-10-25                                                                                          | CUSIP: 02008EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6000000 | PA      | $5880000.00   | 0.06%             | 2032-11-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   47572000 | NC      | $260117.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINCO UTILITAS BV                                                                    | FINCO UTILITAS BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 699400OA31YDOOASVM61 | Long             | LON              | CORP              | BE        |    5350000 | PA      | $6144351.28   | 0.07%             | 2030-09-27      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                           | ACCINV 5.375 05/15/30 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    2850000 | PA      | $3224456.66   | 0.03%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                          | SKX L 09/13/32 1                                                                                                                                       | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    1935150 | PA      | $1937568.94   | 0.02%             | 2032-09-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE8 ISSUER LLC                                                        | LNCR 2025-CRE8 C                                                                                                                                       | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5750000 | PA      | $5720586.45   | 0.06%             | 2042-08-18      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                  | HWIRE 2023-1A C                                                                                                                                        | CUSIP: 44148HAE3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   20000000 | PA      | $20359394.00  | 0.22%             | 2053-05-20      | Fixed         | 8.84%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC / Brightstar Global Solutions Corp.                           | BRSL 5.75 01/15/33 144A                                                                                                                                | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   11250000 | PA      | $10935865.13  | 0.12%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC3                                       | JPMAC 2006-WMC3 A4                                                                                                                                     | CUSIP: 46629KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7388543 | PA      | $5606621.72   | 0.06%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| TARGUS SELLER REP ACCOUNT 06/18/25                                                   | TARGUS SELLER REP ACCOUNT 06/18/25                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12773 | NS      | $1.28         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CFMT 2022-HB9 LLC                                                                    | CFMT 2022-HB9 M1                                                                                                                                       | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2595000 | PA      | $2520809.21   | 0.03%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage                                                           | Starwood Property Mortgage Term Loan B (Incremental) 225 2032-08-09                                                                                    | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    3990000 | PA      | $3990000.00   | 0.04%             | 2032-09-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                            | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1862887.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                    | SFRFP 6.875 07/15/32 144A                                                                                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    8963423 | PA      | $8493098.48   | 0.09%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IXIS REAL ESTATE CAPITAL TRUST 2007-HE1                                              | IXIS 2007-HE1 A3                                                                                                                                       | CUSIP: 45073DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22229483 | PA      | $4429542.36   | 0.05%             | 2037-05-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| SP TOUCHDOWN HOLDINGS LP EUR                                                         | SP TOUCHDOWN HOLDINGS LP EUR                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $28892500.00  | 0.31%             | 2029-10-26      | Floating      | 6.15%                 | No            |                  3 | On Loan: No      |
| PRPM 2026-1 LLC                                                                      | PRPM 2026-1 A1                                                                                                                                         | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1666826 | PA      | $1649227.51   | 0.02%             | 2031-02-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MANNINGTON MILLS 1L TLB CL                                                           | MANNINGTON MILLS 1L TLB CL                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3702222 | PA      | $3609666.67   | 0.04%             | 2032-03-07      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| Great Lakes Dredge & Dock Corporation                                                | GLDD 5.25 06/01/29 144A                                                                                                                                | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   17160000 | PA      | $17149213.22  | 0.19%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                             | MSRM 2026-NQM1 B3                                                                                                                                      | CUSIP: 61780XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2644730 | PA      | $2301631.56   | 0.02%             | 2070-12-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| AmSpec                                                                               | AmSpec Term Loan B 350 2031-12-01                                                                                                                      | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    2878830 | PA      | $2866825.27   | 0.03%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL XV LTD                                                           | FCBSL 2022-2A CR                                                                                                                                       | CUSIP: 34964WAS1<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | KY        |   11150000 | PA      | $11187232.08  | 0.12%             | 2033-10-18      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO IX LTD                                                                  | OR 2022-9A CR                                                                                                                                          | CUSIP: 69120BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12550000 | PA      | $12484798.99  | 0.14%             | 2037-11-23      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                    | POWSOL 4.75 06/15/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     750000 | PA      | $851059.09    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kestra Advisor Services                                                              | Kestra Advisor Services Term Loan B 300 2031-03-01                                                                                                     | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |    2935139 | PA      | $2911099.75   | 0.03%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                             | MSRM 2025-NQM3 A3                                                                                                                                      | CUSIP: 61778LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     729773 | PA      | $731127.90    | 0.01%             | 2070-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| TEAM.BLUE FINCO SARL                                                                 | TEAM.BLUE FINCO SARL                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |    7500000 | PA      | $8246410.67   | 0.09%             | 2029-09-28      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENT)1L TL CL USD                                                   | AWAYDAY(VACATION RENT)1L TL CL USD                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2549366 | PA      | $2525649.98   | 0.03%             | 2032-05-01      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| Acrec 2026-FL4 LLC                                                                   | ACREC 2026-FL4 C                                                                                                                                       | CUSIP: 004970AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4400000 | PA      | $4371333.56   | 0.05%             | 2043-01-18      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PCI Gaming                                                                           | PCI Gaming Term Loan B 200 2031-05-29                                                                                                                  | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |    7074000 | PA      | $7066430.82   | 0.08%             | 2031-07-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V7.5 PERP X                                                                                                                                         | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $14247904.00  | 0.15%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 ISSUER LTD                                                             | TRTX 2025-FL7 C                                                                                                                                        | CUSIP: 87277LAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $7961092.80   | 0.09%             | 2043-06-18      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL V4.25 11/23/81 144A                                                                                                                             | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    5250000 | PA      | $5182482.38   | 0.06%             | 2081-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                               | CMLTI 2007-AMC3 A2C                                                                                                                                    | CUSIP: 17312EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8180105 | PA      | $7168179.21   | 0.08%             | 2037-03-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                          | BCECN V6.875 09/15/55                                                                                                                                  | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   21020000 | PA      | $21258198.64  | 0.23%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                       | LBMLT 2006-4 2A3                                                                                                                                       | CUSIP: 54251MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9452619 | PA      | $2706286.75   | 0.03%             | 2036-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                 | BOOTFN 5.375 08/31/32 REGs                                                                                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     200000 | PA      | $229966.75    | 0.00%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mile Trust 2025-STNE                                                                 | MILE 2025-STNE B                                                                                                                                       | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $497500.00    | 0.01%             | 2042-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AITX FINCO LLC                                                                       | AITX FINCO LLC                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18400000 | PA      | $18317443.42  | 0.20%             | 2035-10-23      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Level 3                                                                              | Level 3 Term Loan B-4 325 2032-03-01                                                                                                                   | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    6535000 | PA      | $6528203.60   | 0.07%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                          | AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3844569 | PA      | $3808804.51   | 0.04%             | 2032-05-01      | Floating      | 8.95%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM10                            | MSRM 2025-NQM10 B1                                                                                                                                     | CUSIP: 617955AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2582154.12   | 0.03%             | 2070-11-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                  | ARDGRP 6.875 02/15/31 144a                                                                                                                             | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    2100000 | PA      | $2410228.01   | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd. / GS REFT 2026-FL1 Co-issuer LLC                        | GSREFT 2026-FL1 C                                                                                                                                      | CUSIP: 36274DAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14300000 | PA      | $14300000.00  | 0.15%             | 2043-10-19      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3312.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                          | GBLATL V7.25 03/01/56 144A                                                                                                                             | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   26560000 | PA      | $25034454.69  | 0.27%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                                                       | PSHNA 3.25 11/15/30 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |    9480000 | PA      | $8710010.13   | 0.09%             | 2030-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US LBM                                                                               | US LBM Term Loan B (Incremental) 375 2031-05-16                                                                                                        | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     492481 | PA      | $392694.66    | 0.00%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                                     | TITANL F 07/31/31 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     350000 | PA      | $387872.21    | 0.00%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                 | RKT 6.375 08/01/33 144A                                                                                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6822522.00   | 0.07%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                              | VENLNG 9.875 02/01/32 144A                                                                                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3221964.00   | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING 1L ROLL-UP TL-B                                                          | SHO HOLDING 1L ROLL-UP TL-B                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1261154 | PA      | $1248542.47   | 0.01%             | 2029-06-30      | Floating      | 10.46%                | No            |                  3 | On Loan: No      |
| team.blue                                                                            | team.blue Term Loan B 325 2032-07-01                                                                                                                   | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | US        |    4527250 | PA      | $4312205.63   | 0.05%             | 2032-07-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                                         | GRFSM 3.875 10/15/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1353329.55   | 0.01%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 48 LTD                                                                  | SYMP 2025-48A SUB                                                                                                                                      | CUSIP: 87170HAC7<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-CBDO         | CORP              | KY        |   12800000 | PA      | $8051200.00   | 0.09%             | 2038-04-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.95 09/26/55                                                                                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2313494.43   | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LIFT 2024-1 A                                                                        | LIFT 2024-1 A                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     723735 | PA      | $734731.70    | 0.01%             | 2030-12-15      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Osaic                                                                                | Osaic Term Loan B 250 2032-08-01                                                                                                                       | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    1500000 | PA      | $1470570.00   | 0.02%             | 2032-08-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB6862                                                                                                                                              | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18863796 | PA      | $18692523.97  | 0.20%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APAVE SA                                                                             | APAVE SA                                                                                                                                               | CUSIP: 000000000<br>LEI: 96950091VWAYXK8PF876 | Long             | LON              | CORP              | FR        |    4850000 | PA      | $5629695.54   | 0.06%             | 2031-12-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                            | BIFFLN 5.25 06/15/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    6575000 | PA      | $7350886.80   | 0.08%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TRUST                                                                   | AASET 2021-2A B                                                                                                                                        | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11242307 | PA      | $10659845.32  | 0.12%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| PAR HEALTH                                                                           | PAR HEALTH                                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37667 | NS      | $207168.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGW Auto Glass, LLC                                                                  | PGW Auto Glass, LLC Term Loan B 400 2033-02-17                                                                                                         | CUSIP: 67115JAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   13700000 | PA      | $13460250.00  | 0.15%             | 2033-02-17      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                          | TCN V6.625 10/15/55 **                                                                                                                                 | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    7850000 | PA      | $7852873.10   | 0.08%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XLV LLC                                                        | CERB 2024-1A C                                                                                                                                         | CUSIP: 15675FAE8<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |   17150000 | PA      | $17096845.29  | 0.18%             | 2036-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Kennedy Wilson Inc                                                                   | KW 5 03/01/31                                                                                                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   18169000 | PA      | $18126192.38  | 0.20%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 69 (M) -R                                                 | GOCAP 2023-69A CR                                                                                                                                      | CUSIP: 38182GAE4<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1590464.64   | 0.02%             | 2038-11-09      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CoreLogic                                                                            | CoreLogic Term Loan B 350 2028-03-28                                                                                                                   | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    7557432 | PA      | $7212662.23   | 0.08%             | 2028-06-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2006-QO6 TRUST                                                           | RALI 2006-QO6 A1                                                                                                                                       | CUSIP: 75114NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30674403 | PA      | $6120724.45   | 0.07%             | 2046-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 ISSUER LTD                                                             | TRTX 2025-FL6 B                                                                                                                                        | CUSIP: 897764AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17100000 | PA      | $16623414.45  | 0.18%             | 2042-09-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                   | VEGLPL 6.5 06/15/34 144A                                                                                                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2394189.60   | 0.03%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIONE BIDCO LTD                                                                      | DIONE BIDCO LTD                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    5300000 | PA      | $6099667.87   | 0.07%             | 2032-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| RWC COMMERCIAL MORTGAGE 2025-1                                                       | RWC 2025-1 AS                                                                                                                                          | CUSIP: 78348LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $994275.40    | 0.01%             | 2040-06-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                   | POST 6.25 10/15/34 144A                                                                                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1762571.16   | 0.02%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CUBE HEALTHCARE EUROPE B                                                             | CUBE HEALTHCARE EUROPE B                                                                                                                               | CUSIP: 000000000<br>LEI: 969500AYUH6YXBLGCX31 | Long             | LON              | CORP              | FR        |   11400000 | PA      | $13179064.24  | 0.14%             | 2029-10-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Insured Lending 1 Ltd.                                                               | INLEND 6.5 02/04/32 144                                                                                                                                | CUSIP: 000000000<br>LEI: 875500RRX7H6NZ8RYE90 | Long             | DBT              | CORP              | GB        |   41750000 | PA      | $48250475.00  | 0.52%             | 2032-02-04      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| PAINT INTERMEDIATE III LLC                                                           | Wesco Group Term Loan B 300 2031-09-02                                                                                                                 | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    1400000 | PA      | $1392132.00   | 0.02%             | 2031-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                             | JONES DESLAURIERS INSURA                                                                                                                               | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    1150000 | PA      | $1115500.00   | 0.01%             | 2033-02-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST 2022-MINI                                             | SMRT 2022-MINI D                                                                                                                                       | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $9968750.00   | 0.11%             | 2039-01-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| RWC COMMERCIAL MORTGAGE 2025-1                                                       | RWC 2025-1 B                                                                                                                                           | CUSIP: 78348LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $296675.61    | 0.00%             | 2040-06-27      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Atkore Inc                                                                           | ATKR 4.25 06/01/31 144A                                                                                                                                | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7221659.83   | 0.08%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                              | FMMHR 2015-R1 XA3                                                                                                                                      | CUSIP: 35563CAT5<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | USGSE             | US        |  141907736 | PA      | $6543748.87   | 0.07%             | 2052-11-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                      | WHR 4.5 06/01/46                                                                                                                                       | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $2604502.04   | 0.03%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                              | VENLNG V9 PERP 144a                                                                                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   18150000 | PA      | $18078237.99  | 0.20%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                              | Asurion First-lien Term Loan B-11 (incremental) 425 2028-08-01                                                                                         | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      73242 | PA      | $73137.51     | 0.00%             | 2028-08-21      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                   | BX 2024-VLT4 D                                                                                                                                         | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20650000 | PA      | $20443500.00  | 0.22%             | 2041-06-17      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                          | AGKLN 5.375 05/21/30 REGs                                                                                                                              | CUSIP: 000000000<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $463300.29    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                            | ECPG 6.625 04/15/31 144A                                                                                                                               | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3781000.00   | 0.04%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2021-CRE5 ISSUER LTD                                                        | LNCR 2021-CRE5 C                                                                                                                                       | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3400000 | PA      | $3385680.56   | 0.04%             | 2036-07-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Ziggo B.V.                                                                           | ZIGGO 4.875 01/15/30 144a                                                                                                                              | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    1685000 | PA      | $1573594.71   | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                                                                    | CASPER BIDCO SASU                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500OUD0VB2606MD53 | Long             | LON              | CORP              | FR        |   19346376 | PA      | $22151789.59  | 0.24%             | 2031-03-28      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Tripadvisor Inc                                                                      | Tripadvisor Inc Term Loan B 275 2031-06-19                                                                                                             | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   17046597 | PA      | $16109033.86  | 0.17%             | 2031-07-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                                       | OWENS-BROCKWAY                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12334088 | PA      | $12190148.70  | 0.13%             | 2032-09-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CURRICULUM ASSOC REFI 1L TL CL                                                       | CURRICULUM ASSOC REFI 1L TL CL                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4791041 | PA      | $4769381.08   | 0.05%             | 2032-05-07      | Floating      | 8.17%                 | No            |                  3 | On Loan: No      |
| New Age Alpha Funds Trust                                                            | New Age Alpha Funds Trust NAA OPPRTUN INST                                                                                                             | CUSIP: 64157H737<br>LEI: 529900860B9CQ8SDNS27 | Long             | EC               | RF                | US        |    1032035 | NS      | $34862140.07  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                                                                              | BECN 6.75 04/30/32 144A                                                                                                                                | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4972456.13   | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                  | HNDLIN 6.375 08/15/33 144A                                                                                                                             | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   12575000 | PA      | $12334725.70  | 0.13%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA DEVELOPPEMENT S                                                             | ALMAVIVA DEVELOPPEMENT S                                                                                                                               | CUSIP: 000000000<br>LEI: 969500KZM7J0TS9IZN73 | Long             | LON              | CORP              | FR        |   18500000 | PA      | $20743526.39  | 0.22%             | 2031-04-29      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS V8.625 10/27/82                                                                                                                                    | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    4650000 | PA      | $4833117.00   | 0.05%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | BK V5.625 PERP M                                                                                                                                       | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3158274.43   | 0.03%             | 2174-06-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                           | RGA V6.65 09/15/55                                                                                                                                     | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $4440145.86   | 0.05%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |   47560000 | NC      | $217398.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                    | WASPRO 7 02/01/33 144A                                                                                                                                 | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4570854.52   | 0.05%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                          | BCECN V7 09/15/55                                                                                                                                      | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     950000 | PA      | $972343.05    | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |   66020000 | NC      | $454548.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDIUM LLC                                                                           | CNSL 2026-1A B                                                                                                                                         | CUSIP: 315961AJ1<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |    1450000 | PA      | $1430151.39   | 0.02%             | 2056-03-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 50 LLC                                                         | CERB 2025-1A C                                                                                                                                         | CUSIP: 15673UAE7<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |   10800000 | PA      | $10797983.64  | 0.12%             | 2037-07-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ACCEPTANCE CORP 2006-HE3                                                   | JPMAC 2006-HE3 A4                                                                                                                                      | CUSIP: 46629VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4188201 | PA      | $3910927.58   | 0.04%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| NASSAU 2019 CFO LLC                                                                  | CFOZ 2019-1 A                                                                                                                                          | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4753774 | PA      | $4398828.30   | 0.05%             | 2034-08-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| SOCOTEC US HOLDING INC                                                               | SOCOTEC US HOLDING INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8863500 | PA      | $8846925.26   | 0.10%             | 2031-06-02      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Midocean Credit Clo XXI                                                              | MIDO 2025-21A SUB                                                                                                                                      | CUSIP: 59790AAC1<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $2835200.00   | 0.03%             | 2038-10-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -66020000 | NC      | $-150209.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLAM 2024-1 LTD                                                                      | SLAM 2024-1A A                                                                                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8034722 | PA      | $8003924.29   | 0.09%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions (fka Aegion Corporation)                                      | Azuria Water Solutions (fka Aegion Corporation) Term Loan B 300 2028-05-01                                                                             | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    9357391 | PA      | $9254459.74   | 0.10%             | 2028-05-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                                             | Scenic Term Loan B 450 2032-07-06                                                                                                                      | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5386500 | PA      | $5285503.13   | 0.06%             | 2032-08-18      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| PFP 2025-12 LTD                                                                      | PFP 2025-12 B                                                                                                                                          | CUSIP: 69382JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $998609.30    | 0.01%             | 2042-12-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXI LTD                                                        | MDPK 2025-71A E                                                                                                                                        | CUSIP: 558182AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5144275.40   | 0.06%             | 2038-04-23      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                             | COXENT 5.8 12/15/53 144A                                                                                                                               | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1776722.64   | 0.02%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wabash National Corporation                                                          | WNC 4.5 10/15/28 144A                                                                                                                                  | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    8574000 | PA      | $7511741.42   | 0.08%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline                                                                    | Blackfin Pipeline Term Loan B 300 2032-09-21                                                                                                           | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |   12468750 | PA      | $12519373.13  | 0.14%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| QUANTUM BIDCO LTD                                                                    | QUANTUM BIDCO LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: 259400QEGOEU126C6775 | Long             | LON              | CORP              | GB        |   15950000 | PA      | $20835511.67  | 0.23%             | 2028-01-31      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2006-18N                                                      | LXS 2006-18N A3                                                                                                                                        | CUSIP: 52522GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2420412 | PA      | $2453773.29   | 0.03%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.625 PERP                                                                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9130000 | PA      | $9136849.60   | 0.10%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NextEra Energy Capital Holdings Inc PUBLIC OFFERING OF 60NC5 FIXED-FOR-LIFE JUNIOR SUBORDINATED DEBENTURES DUE 15-APR-2086                             | CUSIP: 65339K829<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     241500 | NS      | $6027840.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                                     | CHTR 7 02/01/33 144A                                                                                                                                   | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10027543.00  | 0.11%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS HOLDING                                                               | HUNTER DOUGLAS HOLDING                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300XOR2688C8LK689 | Long             | LON              | CORP              | NL        |   16400000 | PA      | $18713149.87  | 0.20%             | 2032-01-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CFC Group                                                                            | CFC Group Term Loan B 375 2032-05-18                                                                                                                   | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6590000 | PA      | $6276975.00   | 0.07%             | 2032-07-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd. / GS REFT 2026-FL1 Co-issuer LLC                        | GSREFT 2026-FL1 B                                                                                                                                      | CUSIP: 36274DAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6775000 | PA      | $6775000.00   | 0.07%             | 2043-10-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| PILATUS 1 CFO SR NOTES                                                               | PILATUS 1 CFO SR NOTES                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25250000 | PA      | $25250000.00  | 0.27%             | 2040-03-31      | Fixed         | 6.46%                 | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3656.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -40718750 | NC      | $-166264.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK                                                               | WMHE 2007-HE2 2A4                                                                                                                                      | CUSIP: 92926SAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21674434 | PA      | $7725323.08   | 0.08%             | 2037-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   20955000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                           | DRSLF 2015-37X SUB                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    1897598 | PA      | $3387.40      | 0.00%             | 2031-01-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                            | CMC 6 12/15/35 144A                                                                                                                                    | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   16008000 | PA      | $15781414.76  | 0.17%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                                                                | HOPE GAS HOLDINGS LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1694221.91   | 0.02%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       5530 | NC      | $622125.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELE IV ISSUER 2025A-1                                                             | STEELE IV ISSUER 2025A-1                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1275000 | PA      | $0.13         | 0.00%             | 2046-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AUXEY MIDCO LTD                                                                      | AUXEY MIDCO LTD                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   15664303 | PA      | $14458151.85  | 0.16%             | 2027-06-29      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| HLEND CLO 2025-4 LLC                                                                 | HLEND 2025-4A B                                                                                                                                        | CUSIP: 43367AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1595127.20   | 0.02%             | 2037-08-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NextEra Energy Capital Holdings Inc SERIES U JUNIOR SUBORDINATED DEBENTURES DUE JUNE 1, 2085                                                           | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     248975 | NS      | $6177069.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Ltd                                                                               | RR 39 LTD                                                                                                                                              | CUSIP: 74988JAC3<br>LEI: 254900LIH4RE7KQVNK74 | Long             | ABS-CBDO         | CORP              | KY        |   18750000 | PA      | $12150750.00  | 0.13%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                                | MODULA 4.75 11/30/28 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $7610361.79   | 0.08%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                                      | PFP 2024-11 B                                                                                                                                          | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2239942 | PA      | $2220004.95   | 0.02%             | 2039-09-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| LABRADOR AVIATION FINANCE LTD                                                        | LAFL 2016-1A A1                                                                                                                                        | CUSIP: 50543LAA0<br>LEI: 549300FTBC83WH0X4750 | Long             | ABS-O            | CORP              | BM        |    3413655 | PA      | $3498995.87   | 0.04%             | 2042-01-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CAFL 2025-RRTL2 Issuer LP                                                            | CAFL 2025-RRTL2 A2                                                                                                                                     | CUSIP: 12770JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13500000 | PA      | $13515260.40  | 0.15%             | 2040-11-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Belron U.K Finance PLC                                                               | BELRON 4.625 10/15/29 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $810041.20    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gulfeagle Supply                                                                     | Gulfeagle Supply Term Loan B 300 2031-05-16                                                                                                            | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |    3468778 | PA      | $3160923.75   | 0.03%             | 2031-06-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC4                                       | JPMAC 2006-WMC4 A2                                                                                                                                     | CUSIP: 46630BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2769329 | PA      | $1407486.44   | 0.02%             | 2036-12-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| NA RAIL HOLD CO LLC                                                                  | NA RAIL HOLD CO LLC                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4317375 | PA      | $4311978.28   | 0.05%             | 2032-03-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                           | EMECLI 6.375 12/15/30 REGs                                                                                                                             | CUSIP: 000000000<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2235073.94   | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Belron                                                                               | Belron Term Loan B 200 2031-10-01                                                                                                                      | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8560247 | PA      | $8551686.38   | 0.09%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                                                 | SPEEDSTER BIDCO GMBH                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    5700000 | PA      | $6278734.34   | 0.07%             | 2031-12-10      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                   | SUBWAY 2024-3A A23                                                                                                                                     | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8936875 | PA      | $8704400.96   | 0.09%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| ProAmpac                                                                             | ProAmpac Term Loan B 400 2033-02-07                                                                                                                    | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   19378477 | PA      | $18666318.09  | 0.20%             | 2033-02-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                    | CLARIOS GLOBAL LP                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |    7400000 | PA      | $8520964.54   | 0.09%             | 2032-01-14      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXIV LLC                                                                | OR 2026-24A C                                                                                                                                          | CUSIP: 69122KAE3<br>LEI: 254900KMIN8B894DGS50 | Long             | ABS-CBDO         | CORP              | US        |   34650000 | PA      | $34430007.15  | 0.37%             | 2038-01-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 83 M                                                      | GOCAP 2025-83A D                                                                                                                                       | CUSIP: 38182EAJ8<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |   14900000 | PA      | $14490176.99  | 0.16%             | 2038-11-09      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING UNF                                                            | FTAI AIRCRAFT LEASING UNF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    4062500 | NS      | $406.25       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SCIL IV LLC                                                                          | Polynt-Reichhold Group Term Loan B 400 2032-09-27                                                                                                      | CUSIP: 80881LAC3<br>LEI: 9845009F6D37C41A8572 | Long             | LON              | CORP              | US        |    1246875 | PA      | $1239867.56   | 0.01%             | 2032-10-29      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2016-1                                          | AAL 3.575 01/15/28 AA                                                                                                                                  | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     624948 | PA      | $616196.71    | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Medical Solutions                                                                    | Medical Solutions Term Loan B 350 2028-09-19                                                                                                           | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    2183788 | PA      | $433110.58    | 0.00%             | 2028-11-01      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Cengage Learning                                                                     | Cengage Learning Term Loan B 300 2031-03-01                                                                                                            | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    6644332 | PA      | $6495498.67   | 0.07%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Dryden 41 Senior Loan Fund LLC                                                       | DRSLF 2015-41A SUB                                                                                                                                     | CUSIP: 26244LAA2<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   11700000 | PA      | $35439.30     | 0.00%             | 2031-04-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                     | VIX E 2026-05-19 CALL 35                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       3509 | NC      | $650919.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |  142713000 | NC      | $781485.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 4.45 05/06/50                                                                                                                                       | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1304808.04   | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                              | FMMHR 2015-R1 XA2                                                                                                                                      | CUSIP: 35563CAK4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | USGSE             | US        |  130117626 | PA      | $7307405.85   | 0.08%             | 2052-10-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                                | NEENST 5.25 07/15/28 144A                                                                                                                              | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    5870000 | PA      | $5783094.06   | 0.06%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2007-HE2 A2D                                                                                                                                      | CUSIP: 61753EAD2<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |    7011865 | PA      | $3200245.97   | 0.03%             | 2037-01-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 50 Senior Loan Fund                                                           | DRSLF 2017-50A SUB                                                                                                                                     | CUSIP: 262430AA9<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | KY        |    7895000 | PA      | $80134.25     | 0.00%             | 2030-07-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   95419000 | NC      | $354182.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinet Group Inc                                                                     | TNET 7.125 08/15/31 144A                                                                                                                               | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    2232000 | PA      | $2165939.50   | 0.02%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OAK EAGLE ACQUIRECO INC                                                              | OAK EAGLE ACQUIRECO INC                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1918214.81   | 0.02%             | 2033-04-08      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| NCL Corporation Ltd.                                                                 | NCLH 5.875 01/15/31 144A                                                                                                                               | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2500000 | PA      | $2428914.58   | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2026-1                                          | CLAST 2026-1A A                                                                                                                                        | CUSIP: 148924AA1<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-O            | CORP              | US        |    3350000 | PA      | $3288325.50   | 0.04%             | 2051-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3911.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XVI LLC                                                                 | OR 2024-16A C                                                                                                                                          | CUSIP: 69120YAE5<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-CBDO         | CORP              | US        |   10150000 | PA      | $10123137.01  | 0.11%             | 2036-04-21      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING 1L TL-A                                                                  | SHO HOLDING 1L TL-A                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     412027 | PA      | $412027.48    | 0.00%             | 2029-06-30      | Floating      | 10.46%                | No            |                  3 | On Loan: No      |
| UWM HOLDINGS LLC                                                                     | UWMC 6.625 02/01/30 144A                                                                                                                               | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6130617.03   | 0.07%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                     | VIX E 2026-04-15 PUT 20                                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -3509 | NC      | $-92988.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRATED POWER 1L TL CL                                                            | INTEGRATED POWER 1L TL CL                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3354135 | PA      | $3347793.18   | 0.04%             | 2028-11-22      | Floating      | 8.53%                 | No            |                  3 | On Loan: No      |
| OneAmerica Financial Partners Inc.                                                   | ONEAM 4.25 10/15/50 144A                                                                                                                               | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |    3184000 | PA      | $2352107.88   | 0.03%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BIB MERCHANT VOUCHER RECEIVABLES LTD                                                 | BIB Merchant Voucher Receivables Limited. 4.18% NTS 07/04/2028 USD (ACRD/ REG D) (2018-1)                                                              | CUSIP: 08866TAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    5769974 | PA      | $5731252.38   | 0.06%             | 2028-04-07      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                                                                                                 | CUSIP: 62916WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7850018 | PA      | $7863038.32   | 0.09%             | 2071-02-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Rfna LP                                                                              | RFNALP 7.875 02/15/30 144A                                                                                                                             | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $2890971.08   | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                                    | TIBX 6.5 03/31/29 144A                                                                                                                                 | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5170522.59   | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SL0785                                                                                                                                              | CUSIP: 31427M2T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27240735 | PA      | $27428126.58  | 0.30%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ascot Group Limited                                                                  | ASCOTG V6.349 06/15/35 144A                                                                                                                            | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    7450000 | PA      | $7601809.84   | 0.08%             | 2035-06-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                                                        | CTNOPM L 04/01/32 10                                                                                                                                   | CUSIP: 17737EAD5<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |     980000 | PA      | $939575.01    | 0.01%             | 2032-04-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO V3.75 09/15/51 21-A                                                                                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1126675.65   | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |   47476000 | NC      | $176224.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS Rialto 2024-Fl9 Issuer LLC                                                        | FSRIA 2024-FL9 C                                                                                                                                       | CUSIP: 30338WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10450000 | PA      | $10361578.37  | 0.11%             | 2039-10-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 TRUST                                                                 | OBX 2025-NQM13 A3                                                                                                                                      | CUSIP: 67121UAC0<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-O            | CORP              | US        |    1246058 | PA      | $1249926.90   | 0.01%             | 2065-05-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                             | JANEST 7.125 04/30/31 144A                                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   33375000 | PA      | $34308031.50  | 0.37%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kkr Core Holding Company Llc                                                         | Kkr Core Holding Company Llc 4% SNR NTS 12/08/2031 USD (SEC REGD)                                                                                      | CUSIP: 48255KAA4<br>LEI: 5493007DXHDGV3QWWI42 | Long             | DBT              | CORP              | KY        |   19968383 | PA      | $18554358.75  | 0.20%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER HOLDING III BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | N/A       |    5000000 | PA      | $5754634.79   | 0.06%             | 2032-10-29      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Tortuga Resorts (Turquoise)                                                          | Tortuga Resorts (Turquoise) Term Loan B 325 2032-08-02                                                                                                 | CUSIP: 89776TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9465000 | PA      | $9151519.20   | 0.10%             | 2032-08-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                        | SURCEN 7.25 04/15/32 144A                                                                                                                              | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    9130000 | PA      | $8967242.14   | 0.10%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V6.125 PERP GG                                                                                                                                     | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20700000 | PA      | $20777908.38  | 0.22%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALLIANCE SECURITIES CORP MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERIES 2007-OA1   | ALBT 2007-OA1 A1                                                                                                                                       | CUSIP: 01852TAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1590820 | PA      | $1427732.32   | 0.02%             | 2037-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Versuni Group BV                                                                     | PHIDOM 3.125 06/15/28 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 549300NZZFLYK83VVT71 | Long             | DBT              | CORP              | NL        |    7050000 | PA      | $7858215.92   | 0.09%             | 2028-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                     | VBTEL 2026-1A D                                                                                                                                        | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23950000 | PA      | $23547527.44  | 0.25%             | 2056-03-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Hunt Companies, Inc.                                                                 | HUNTCO 5.25 04/15/29 144A                                                                                                                              | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $12852197.42  | 0.14%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNPP IP CLO 2014-II LLC                                                              | BNPIP 2014-2A E                                                                                                                                        | CUSIP: 05580HAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4760752 | PA      | $269220.51    | 0.00%             | 2025-10-30      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                                     | TITANL F 07/01/32 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   17700000 | PA      | $19227840.08  | 0.21%             | 2032-07-01      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 TRUST                                                                 | GCAT 2025-NQM1 A3                                                                                                                                      | CUSIP: 36171GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8677642 | PA      | $8689574.22   | 0.09%             | 2069-11-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-NYAH                       | JPMCC 2021-NYAH G                                                                                                                                      | CUSIP: 46654EAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $11868907.50  | 0.13%             | 2038-06-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| ELVIS UK HOLDCO LTD                                                                  | ELVIS UK HOLDCO LTD                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   10600000 | PA      | $12247602.40  | 0.13%             | 2031-10-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                 | KALU 4.5 06/01/31 144A                                                                                                                                 | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13250000 | PA      | $12517761.28  | 0.14%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                           | ACACN 5.25 04/01/29 144A                                                                                                                               | CUSIP: 00909DAA1<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-O            | CORP              | CA        |     550379 | PA      | $557499.52    | 0.01%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                                                          | RED SPV LLC                                                                                                                                            | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10173125 | PA      | $10147692.19  | 0.11%             | 2032-03-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                             | GRA 7 08/01/33 144A                                                                                                                                    | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    4385000 | PA      | $4258602.38   | 0.05%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING DDTL UNF                                                       | FTAI AIRCRAFT LEASING DDTL UNF                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9841872 | PA      | $9.84         | 0.00%             | 2031-03-27      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                     | ALIANT 7 01/15/31 144A                                                                                                                                 | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3504579.44   | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alumina Pty Ltd.                                                                     | AA 6.375 09/15/32 144A                                                                                                                                 | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    6700000 | PA      | $6882487.90   | 0.07%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST    | WMALT 2006-AR9 2A                                                                                                                                      | CUSIP: 939346AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3094710 | PA      | $2703298.98   | 0.03%             | 2046-11-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CDK Global                                                                           | CENTRAL PARENT INC                                                                                                                                     | CUSIP: 15477BAE7<br>LEI: 5493000L10CYRTHIJ385 | Long             | LON              | CORP              | US        |     289233 | PA      | $205381.13    | 0.00%             | 2029-07-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                                       | AMMC CLO XI Ltd                                                                                                                                        | CUSIP: 001747AE4<br>LEI: 5493004OOK6VXHQ8DQ60 | Long             | ABS-CBDO         | CORP              | KY        |    5650000 | PA      | $41245.00     | 0.00%             | 2031-04-30      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SAFIC - ALCAN SAS                                                                    | SAFIC - ALCAN SAS                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500O0FCNLBB65QM29 | Long             | LON              | CORP              | FR        |    1500000 | PA      | $1728141.32   | 0.02%             | 2029-06-29      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SITECORE 1L TL EUR                                                                   | SITECORE 1L TL EUR                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |   10635108 | PA      | $11490851.04  | 0.12%             | 2029-03-12      | Floating      | 8.66%                 | No            |                  3 | On Loan: No      |
| BIP PIPECO HOLDINGS LLC                                                              | AL NGPL FUND VIII FUNDIN                                                                                                                               | CUSIP: 05554DAB6<br>LEI: 254900VCXW4EPI0VC343 | Long             | LON              | CORP              | US        |    3323032 | PA      | $3324428.11   | 0.04%             | 2030-12-09      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 57 LTD                                            | NEUB 2024-57A SUB                                                                                                                                      | CUSIP: 64135YAC3<br>LEI: 2549000I5N6JRKAGRP48 | Long             | ABS-CBDO         | CORP              | KY        |    4250000 | PA      | $2388882.50   | 0.03%             | 2038-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Primo Brands (BlueTriton Brands/Nestl Waters NA)                                     | Primo Brands (BlueTriton Brands/Nestl Waters NA) Term Loan B 275 2031-03-15                                                                            | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    4725000 | PA      | $4730150.25   | 0.05%             | 2031-03-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                  | GRADE 2023-FIG4 B                                                                                                                                      | CUSIP: 79581UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3060258 | PA      | $3132394.99   | 0.03%             | 2053-11-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1                                                                 | FIGRE 2025-HE1 C                                                                                                                                       | CUSIP: 30191LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2928265 | PA      | $2938671.56   | 0.03%             | 2055-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                              | CDEL 6.78 01/13/55 144A                                                                                                                                | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    6950000 | PA      | $7360189.00   | 0.08%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                       | LBMLT 2006-8 2A2                                                                                                                                       | CUSIP: 54251UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4129856 | PA      | $1012800.82   | 0.01%             | 2036-09-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L CL REV UNFUND                                                   | KROLL (DEERFIELD) 1L CL REV UNFUND                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     466856 | PA      | $466856.05    | 0.01%             | 2032-09-13      | Floating      | 8.48%                 | No            |                  3 | On Loan: No      |
| CURRICULUM 1L DDTL CL UNFUNDED                                                       | CURRICULUM 1L DDTL CL UNFUNDED                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2867375 | PA      | $2867375.39   | 0.03%             | 2032-05-07      | Floating      | 8.17%                 | No            |                  3 | On Loan: No      |
| CLIMATER BIDCO II SAS                                                                | CLIMATER BIDCO II SAS                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500ATB753O57B5L36 | Long             | LON              | CORP              | FR        |    5250000 | PA      | $6082593.56   | 0.07%             | 2032-03-22      | Floating      | 6.13%                 | No            |                  3 | On Loan: No      |
| BOOTS GROUP FINCO L.P.                                                               | BOOTFN L 08/30/32 3                                                                                                                                    | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | N/A       |    6150000 | PA      | $6165375.00   | 0.07%             | 2032-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DOGWOOD TERM LOAN                                                                    | DOGWOOD TERM LOAN                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36926298 | PA      | $37019423.79  | 0.40%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| BLUE OWL IV (FKA DYAL IV) SR SEC B                                                   | BLUE OWL IV (FKA DYAL IV) SR SEC B                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5304000 | PA      | $5176807.93   | 0.06%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| WEC Energy Group Inc.                                                                | WEC V5.625 05/15/56                                                                                                                                    | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $7177254.02   | 0.08%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sammontana Italia S.p.A.                                                             | SAMMNT F 10/15/31 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 815600E3DBF7B132BA82 | Long             | DBT              | CORP              | IT        |    4900000 | PA      | $5650652.09   | 0.06%             | 2031-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| OCTAGON LOAN FUNDING LTD                                                             | OCTLF 2014-1A SUB                                                                                                                                      | CUSIP: 67590TAC5<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |   19435737 | PA      | $49561.13     | 0.00%             | 2031-11-18      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SHO EQUITY                                                                           | SHO EQUITY                                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1150 | NS      | $903398.05    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| INTEGRATED POWER SERVICES 1L TL CL                                                   | INTEGRATED POWER SERVICES 1L TL CL                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4813648 | PA      | $4804545.74   | 0.05%             | 2028-11-22      | Floating      | 8.53%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                             | MSRM 2026-NQM1 XS                                                                                                                                      | CUSIP: 61780XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  233505004 | PA      | $9620522.93   | 0.10%             | 2070-12-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES V6.35 08/15/56 B                                                                                                                                    | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    7875000 | PA      | $7768341.32   | 0.08%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.875 PERP GG                                                                                                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14050000 | PA      | $14149164.90  | 0.15%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                         | MET V5.85 03/15/56 .                                                                                                                                   | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   11985000 | PA      | $11763180.18  | 0.13%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                      | PRPM 2025-2 A1                                                                                                                                         | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14829189 | PA      | $14794186.11  | 0.16%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                                                                                                 | CUSIP: 62916WAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   71700000 | PA      | $2460797.69   | 0.03%             | 2071-02-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                            | AES 2.45 01/15/31                                                                                                                                      | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2426000 | PA      | $2146234.04   | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LRECS 2025-CRE1 LLC                                                                  | LRECS 2025-CRE1 B                                                                                                                                      | CUSIP: 50230AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5650000 | PA      | $5610934.77   | 0.06%             | 2043-08-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| STEIV 2025 A 1                                                                       | STEIV 2025 A 1                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3950000 | PA      | $3852673.59   | 0.04%             | 2046-04-15      | Fixed         | 6.82%                 | No            |                  3 | On Loan: No      |
| Cushman & Wakefield U S Borrower LLC                                                 | CWK 6.75 05/15/28 144A                                                                                                                                 | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    5303000 | PA      | $5310656.37   | 0.06%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   66021000 | NC      | $454555.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2024-38                                                                  | OCP 2024-38A SUB                                                                                                                                       | CUSIP: 67120JAC6<br>LEI: 213800HPO38YAQ7A5G07 | Long             | ABS-CBDO         | CORP              | KY        |    8250000 | PA      | $4622475.00   | 0.05%             | 2038-01-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                              | SAZKAG 7.875 04/30/29 144A                                                                                                                             | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    3052000 | PA      | $3119561.85   | 0.03%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 60 LTD                                            | NEUB 2025-60A SUB                                                                                                                                      | CUSIP: 640974AC5<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-CBDO         | CORP              | KY        |    4650000 | PA      | $2922525.00   | 0.03%             | 2039-04-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                                           | Hanger Inc Term Loan B 350 2031-10-06                                                                                                                  | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    5011936 | PA      | $5020707.20   | 0.05%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| LIGHTNING 2022-1 B FUNDED                                                            | LIGHTNING 2022-1 B FUNDED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6604551.31   | 0.07%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                             | JBS 4.375 02/02/52                                                                                                                                     | CUSIP: 46590XAQ9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    6500000 | PA      | $4948134.10   | 0.05%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Acore 2026-FL1 Issuer LLC                                                            | ACORE 2026-FL1 C                                                                                                                                       | CUSIP: 00485EAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3750000 | PA      | $3736340.63   | 0.04%             | 2043-08-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| API HEAT 2ND OUT 1L TL                                                               | API HEAT 2ND OUT 1L TL                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     773084 | PA      | $773083.82    | 0.01%             | 2029-11-28      | Floating      | 10.46%                | No            |                  3 | On Loan: No      |
| BXMT 2020-FL2 LTD                                                                    | BXMT 2020-FL2 C                                                                                                                                        | CUSIP: 12434LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15640000 | PA      | $15588793.08  | 0.17%             | 2038-02-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D V6 02/15/56 **                                                                                                                                       | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3924826.26   | 0.04%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN V7 04/15/55                                                                                                                                      | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   19450000 | PA      | $19526613.55  | 0.21%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                              | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  142250000 | PA      | $124809893.95 | 1.35%             | 2056-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP / Suburban Energy Finance Corporation                   | SPH 5 06/01/31 144A                                                                                                                                    | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |   15216000 | PA      | $14316405.73  | 0.15%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2019-1                                     | UAL 4.15 08/25/31 AA                                                                                                                                   | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     278157 | PA      | $272075.80    | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                            | SR V6.25 06/01/56                                                                                                                                      | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2610557.93   | 0.03%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUS                                                  | CLAST 2025-2A A                                                                                                                                        | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13602399 | PA      | $13596751.09  | 0.15%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1440.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SITECORE 1L TL USD                                                                   | SITECORE 1L TL USD                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |   13904835 | PA      | $12999630.00  | 0.14%             | 2029-03-12      | Floating      | 10.34%                | No            |                  3 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                                    | CONGLO 5 02/28/30 REGs                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     800000 | PA      | $924513.19    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                     | VBTEL 2022-1A F                                                                                                                                        | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39650000 | PA      | $38859010.26  | 0.42%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | TRS GSVLFRT1 INDEX                                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-2831550.77  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                   | WEN 2018-1A A2II                                                                                                                                       | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     128407 | PA      | $125972.20    | 0.00%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEGID GROUP SA                                                                       | CEGID GROUP SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 969500P65RIUGCL3D981 | Long             | LON              | CORP              | FR        |   10000000 | PA      | $10958462.97  | 0.12%             | 2030-01-31      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 51 LLC                                                         | CERB 2025-2A C                                                                                                                                         | CUSIP: 15675QAE4<br>LEI: 635400BNBEZ5CT8GJB24 | Long             | ABS-CBDO         | CORP              | US        |   10100000 | PA      | $10048022.37  | 0.11%             | 2037-10-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                       | LBMLT 2006-8 2A3                                                                                                                                       | CUSIP: 54251UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15240376 | PA      | $3749353.57   | 0.04%             | 2036-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| BMC Software                                                                         | BMC Software Term Loan B 300 2031-07-01                                                                                                                | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   14055662 | PA      | $12997129.92  | 0.14%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FLORIDA FOOD PRODUCTS LLC                                                            | FLORIDA FOOD PRODUCTS LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1373197 | PA      | $1345733.14   | 0.01%             | 2030-10-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN 24 LTD/LLC                                                             | GLM 2025-24A E                                                                                                                                         | CUSIP: 38139WAA1<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | KY        |    8650000 | PA      | $8297906.94   | 0.09%             | 2038-10-20      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| TMF SAPPHIRE BIDCO BV                                                                | TMF SAPPHIRE BIDCO BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |     567812 | PA      | $567528.59    | 0.01%             | 2028-05-03      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                     | BCULC 4 10/15/30 144A                                                                                                                                  | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    9333000 | PA      | $8772321.89   | 0.09%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                     | VIX E 2026-05-19 PUT 19                                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -3509 | NC      | $-245630.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 04/07/26                                                                                                                                           | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31764000 | PA      | $31744772.58  | 0.34%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1 B FUNDED                                                          | THUNDERBIRD 2022-1 B FUNDED                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6604551.31   | 0.07%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| ARES DIRECT LENDING CLO 2 LLC                                                        | ARESDL 2024-2A D                                                                                                                                       | CUSIP: 04021CAJ9<br>LEI: 254900G0OBAGPDEAK422 | Long             | ABS-CBDO         | CORP              | US        |   13050000 | PA      | $12718804.05  | 0.14%             | 2036-10-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 2020-1                                   | AASET 2020-1A A                                                                                                                                        | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1554928 | PA      | $1544385.44   | 0.02%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                     | VIX E 2026-04-15 CALL 50                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -3509 | NC      | $-115797.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD3039                                                                                                                                              | CUSIP: 3132DQLU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23832657 | PA      | $23726730.77  | 0.26%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC & Valor Co-Issuer Inc.                                                | VIRT 7.5 06/15/31 144A                                                                                                                                 | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |    7150000 | PA      | $7346682.20   | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                     | UWMC 6.25 03/15/31 144A                                                                                                                                | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16385000 | PA      | $14921581.92  | 0.16%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow                                                                | Madison Safety & Flow Term Loan B 250 2031-09-01                                                                                                       | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    1260913 | PA      | $1260131.29   | 0.01%             | 2031-09-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER INC                                                                     | MERLIN BUYER INC                                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |   22945000 | PA      | $22945000.00  | 0.25%             | 2033-03-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVIII LTD                                                      | MDPK 2021-48A D1R                                                                                                                                      | CUSIP: 55821UAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16750000 | PA      | $16442285.75  | 0.18%             | 2039-01-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-44 LTD                                                                  | OCP 2025-44A SUB                                                                                                                                       | CUSIP: 67570VAC4<br>LEI: 2138008X5U1G9VOKLJ76 | Long             | ABS-CBDO         | CORP              | KY        |    9800000 | PA      | $6908020.00   | 0.07%             | 2038-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| IMC Global                                                                           | IMC Global Term Loan B 350 2032-05-25                                                                                                                  | CUSIP: 44967NAB4<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | US        |    4581161 | PA      | $4586887.00   | 0.05%             | 2032-06-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2025-PF1 C                                                                                                                                       | CUSIP: 316922AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     948844 | PA      | $954998.57    | 0.01%             | 2055-06-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                      | DAVLLO F 11/20/32 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    8450000 | PA      | $9741922.23   | 0.11%             | 2032-11-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                          | AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1842611 | PA      | $1825470.05   | 0.02%             | 2032-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Lehman XS Trust Series 2006-10N                                                      | LXS 2006-10N 1A3A                                                                                                                                      | CUSIP: 525229AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1752830 | PA      | $1736786.47   | 0.02%             | 2046-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| MB2 1L DDTL TRANCHE 1 CL FUNDED                                                      | MB2 1L DDTL TRANCHE 1 CL FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2946515 | PA      | $2926003.66   | 0.03%             | 2031-02-13      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| Residential Accredit Loans Inc                                                       | RALI 2006-QO2 A2                                                                                                                                       | CUSIP: 761118VZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5947913 | PA      | $975372.72    | 0.01%             | 2046-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                   | POST 6.5 03/15/36 144A                                                                                                                                 | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   13950000 | PA      | $13661526.56  | 0.15%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                     | INTMAT 6.5 08/01/29 144A                                                                                                                               | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   19477000 | PA      | $18938231.12  | 0.20%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERATIVE 1L TL CL                                                                    | MERATIVE 1L TL CL                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10992534 | PA      | $10992533.94  | 0.12%             | 2032-09-30      | Floating      | 8.20%                 | No            |                  3 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.IG.45.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-9737370.93  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                          | TCN V6.375 06/09/56 .                                                                                                                                  | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    8180000 | PA      | $8098096.11   | 0.09%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |   -1450447 | NC      | $-69989.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INSPIRED EDUCATION US HO                                                             | INSPIRED EDUCATION US HO                                                                                                                               | CUSIP: 000000000<br>LEI: 213800X9E8N2AXUVDM80 | Long             | LON              | CORP              | US        |    8100000 | PA      | $8074728.00   | 0.09%             | 2031-02-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                     | SEE 6.875 07/15/33 144A                                                                                                                                | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    6585000 | PA      | $6289890.59   | 0.07%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER HOLDING III BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    1000000 | PA      | $1151007.86   | 0.01%             | 2031-11-24      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2                             | MSRM 2026-NQM2 AIOS                                                                                                                                    | CUSIP: 617949AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  251037608 | PA      | $2488786.84   | 0.03%             | 2071-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 69 (M) -R                                                 | GOCAP 2023-69A DR                                                                                                                                      | CUSIP: 38182GAG9<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   38312500 | PA      | $37257461.87  | 0.40%             | 2038-11-09      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC                                                  | MIWIDO 6.75 04/01/32 144A                                                                                                                              | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7455000 | PA      | $7140050.11   | 0.08%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Asmodee Group AB                                                                     | ASMDEE 4.25 12/15/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 636700G5993BBAFDYD02 | Long             | DBT              | CORP              | SE        |    5155000 | PA      | $5851343.00   | 0.06%             | 2031-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES8                                                        | RCKT 2025-CES8 A2                                                                                                                                      | CUSIP: 74939WAC4<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |    7550000 | PA      | $7558826.71   | 0.08%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                           | DVA 3.75 02/15/31 144A                                                                                                                                 | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    4892000 | PA      | $4485702.47   | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RR 41 LTD                                                                            | RRAM 2025-41A SUB                                                                                                                                      | CUSIP: 749754AC1<br>LEI: 254900MKRTHN5MG3CP95 | Long             | ABS-CBDO         | CORP              | KY        |    9700000 | PA      | $6729181.00   | 0.07%             | 2040-10-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises                                                                      | DXP Enterprises Term Loan B 325 2030-10-01                                                                                                             | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   13842867 | PA      | $13897684.78  | 0.15%             | 2030-10-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                            | XYZ 0 05/01/26                                                                                                                                         | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   21951000 | PA      | $21863196.00  | 0.24%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOWTIE GERMANY BIDCO GMB                                                             | BOWTIE GERMANY BIDCO GMBH                                                                                                                              | CUSIP: 000000000<br>LEI: 254900F23Z2F8RRW1Q10 | Long             | LON              | CORP              | DE        |    2100000 | PA      | $2376416.21   | 0.03%             | 2031-08-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CTL - AZ BATTERY PROPERTY LLC                                                        | CTL - AZ BATTERY PROPERTY LLC                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11494269.61  | 0.12%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU V5.125 03/01/52                                                                                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2631406.53   | 0.03%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE                                          | GSMS 2020-DUNE D                                                                                                                                       | CUSIP: 36258BAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2242749 | PA      | $2185756.26   | 0.02%             | 2036-12-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2007-HE4 A2C                                                                                                                                      | CUSIP: 61753VAD4<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |    3525406 | PA      | $1092499.04   | 0.01%             | 2037-02-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                         | USFOOD 6.875 09/15/28 144A                                                                                                                             | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3960467.00   | 0.04%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                                             | FLTR 6.125 06/04/31 144a                                                                                                                               | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    9000000 | PA      | $11517859.88  | 0.12%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management                                          | Dreyfus Treasury Securities Cash Management INSTL SHS                                                                                                  | CUSIP: 261941108<br>LEI: 549300U78VESCW509025 | Long             | STIV             | RF                | US        |    2400375 | NS      | $2400375.37   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Nlc Trust 2005-2                                                               | FNLC 2007-1 A4                                                                                                                                         | CUSIP: 32115BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5724527 | PA      | $2873093.60   | 0.03%             | 2037-08-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FDG XLIV 2024-44                                                       | CERB 2023-5A C                                                                                                                                         | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |   22800000 | PA      | $22790533.44  | 0.25%             | 2036-01-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| NODE ACQUICO GMBH                                                                    | NODE ACQUICO GMBH                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    9825000 | PA      | $11292528.46  | 0.12%             | 2032-08-04      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| TARGUS LITIGATION CLAIMS 10/18/24                                                    | TARGUS LITIGATION CLAIMS 10/18/24                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12773 | NS      | $225.99       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cars Db4 LP                                                                          | CAUTO 2020-1A B3                                                                                                                                       | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27799000 | PA      | $26172055.19  | 0.28%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ML Mtg Inv Mtg LA                                                                    | MLMI 2007-HE2 A2B                                                                                                                                      | CUSIP: 59024LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6412144 | PA      | $1759768.64   | 0.02%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Moran Foods Llc                                                                      | MORFOD L 12/31/26 6                                                                                                                                    | CUSIP: 61647DAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     425337 | PA      | $61906.14     | 0.00%             | 2026-06-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Kaseya                                                                               | Kaseya First-lien Term Loan 325 2032-02-23                                                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   22970125 | PA      | $21390928.91  | 0.23%             | 2032-03-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Michael Baker International                                                          | Michael Baker International Term Loan B 400 2028-12-01                                                                                                 | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17854297 | PA      | $17831979.29  | 0.19%             | 2028-12-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| New Age Alpha Funds Trust                                                            | New Age Alpha Funds Trust NAA RISK MN INST                                                                                                             | CUSIP: 64157H687<br>LEI: 529900860B9CQ8SDNS27 | Long             | EC               | RF                | US        |    1139302 | NS      | $37699488.98  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | TRS GSGGMIDC BESPOKE INDEX                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-96244.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                     | VBTEL 2026-1A F                                                                                                                                        | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4276000 | PA      | $4294049.00   | 0.05%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Liquid Tech                                                                          | Liquid Tech Term Loan B 350 2032-09-09                                                                                                                 | CUSIP: 92917SAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8345511 | PA      | $8329904.73   | 0.09%             | 2032-09-09      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AmWINS Group                                                                         | AmWINS Group Term Loan B 200 2032-01-01                                                                                                                | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    4246250 | PA      | $4213638.80   | 0.05%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRISES INC                                                      | EAF 9.875 12/23/29 144A                                                                                                                                | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6520000 | PA      | $4164299.88   | 0.05%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                            | Caesars Entertainment Inc Term Loan B-1 225 2031-02-01                                                                                                 | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   10000186 | PA      | $9687680.12   | 0.10%             | 2031-02-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC                                                                    | STWD 2025-FL4 C                                                                                                                                        | CUSIP: 863922AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8700000 | PA      | $8645587.59   | 0.09%             | 2042-11-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                                      | PFP 2026-13 C                                                                                                                                          | CUSIP: 716966AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4200000 | PA      | $4203549.00   | 0.05%             | 2043-08-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                     | ESGR V7.5 04/01/45 144A                                                                                                                                | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    9650000 | PA      | $9916812.85   | 0.11%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anticimex                                                                            | Anticimex Term Loan B 300 2031-11-01                                                                                                                   | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | US        |    2290060 | PA      | $2290541.27   | 0.02%             | 2031-11-17      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| AGL CLO 35 LTD                                                                       | AGL 2024-35A E                                                                                                                                         | CUSIP: 00852LAA0<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $277694.10    | 0.00%             | 2038-01-21      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                 | BOOTFN 5.375 08/31/32 144a                                                                                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1839733.98   | 0.02%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIO                                                             | TOTAL WEBHOSTING SOLUTIO                                                                                                                               | CUSIP: 000000000<br>LEI: 98450055H0892EDCB847 | Long             | LON              | CORP              | NL        |   18000000 | PA      | $18080163.74  | 0.20%             | 2031-11-06      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 TRUST                                                                 | STAR 2025-SFR6 C                                                                                                                                       | CUSIP: 85520EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $701383.97    | 0.01%             | 2042-08-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FACILITIES GROUP 1L TL                                                               | FACILITIES GROUP 1L TL                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8068176 | PA      | $7965796.22   | 0.09%             | 2027-11-30      | Floating      | 9.52%                 | No            |                  3 | On Loan: No      |
| VISMA AS 1L TLB3 EUR                                                                 | VISMA AS 1L TLB3 EUR                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |    2500000 | PA      | $2860357.50   | 0.03%             | 2028-12-05      | Floating      | 5.82%                 | No            |                  3 | On Loan: No      |
| SALAS O'BRIEN INC                                                                    | SALAS O'BRIEN INC                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900D503Y41OFSLN80 | Long             | LON              | CORP              | US        |    1682857 | PA      | $1678649.99   | 0.02%             | 2033-01-31      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| Telenet Finance Luxembourg Notes S.A.R.L                                             | TNETBB 5.5 03/01/28 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    7000000 | PA      | $6869240.14   | 0.07%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 1 LLC                                                        | ARESDL 2024-1A B                                                                                                                                       | CUSIP: 04020RAC2<br>LEI: 254900W79C3ALKJIMH12 | Long             | ABS-CBDO         | CORP              | US        |    2750000 | PA      | $2744092.45   | 0.03%             | 2036-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Ecovyst (fka PQ Corp)                                                                | Ecovyst (fka PQ Corp) Term Loan B 225 2031-06-01                                                                                                       | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |     245517 | PA      | $245428.74    | 0.00%             | 2031-06-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO VII LTD                                                                 | OR 2022-7A BR                                                                                                                                          | CUSIP: 69121BAR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12900000 | PA      | $12900000.00  | 0.14%             | 2038-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| APPLE BIDCO LLC                                                                      | APPLE BIDCO LLC                                                                                                                                        | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   12845456 | PA      | $12845455.55  | 0.14%             | 2031-09-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                           | WWW 4 08/15/29 144A                                                                                                                                    | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    3229000 | PA      | $2988822.46   | 0.03%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                        | PRGO 6.125 09/30/32 USD                                                                                                                                | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     632000 | PA      | $576656.30    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SAPIENCIA BIDCO SL                                                                   | SAPIENCIA BIDCO SL                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900VIB4XRJKYIVZ64 | Long             | LON              | CORP              | ES        |    3450000 | PA      | $3967787.38   | 0.04%             | 2033-02-21      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                         | Voya CLO 2013-1 Ltd                                                                                                                                    | CUSIP: 44986TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   28970307 | PA      | $528128.70    | 0.01%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                          | SVC 2023-1A B                                                                                                                                          | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5904135 | PA      | $5857825.14   | 0.06%             | 2053-02-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XLIII LLC                                                      | CERB 2024-3A D                                                                                                                                         | CUSIP: 156945AG2<br>LEI: 6354005VK9L5QCJ8WJ98 | Long             | ABS-CBDO         | CORP              | US        |    3900000 | PA      | $3842069.01   | 0.04%             | 2036-07-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2024-HE6 C                                                                                                                                       | CUSIP: 31684DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3391006 | PA      | $3402970.85   | 0.04%             | 2054-12-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                          | UPXHI 2025-1 A                                                                                                                                         | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1287337 | PA      | $1281992.58   | 0.01%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | TRS MLGGDEFC BESPOKE INDEX                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-301307.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HPS PRIVATE CREDIT CLO 2025-3 LLC                                                    | HPSPR 2025-3A D                                                                                                                                        | CUSIP: 40445YAG9<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $5849263.80   | 0.06%             | 2037-07-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| TEGA MC AUSTRALIA HOLDIN                                                             | TEGA MC AUSTRALIA HOLDIN                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    5425000 | PA      | $5384312.50   | 0.06%             | 2033-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Planview                                                                             | Planview First-lien Term Loan 350 2027-12-01                                                                                                           | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    9591668 | PA      | $7079897.81   | 0.08%             | 2027-12-17      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                     | CHTR 7.375 02/01/36 144A                                                                                                                               | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2638993.68   | 0.03%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United Airlines                                                                      | United Airlines Term Loan B 175 2031-02-01                                                                                                             | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    4317663 | PA      | $4298795.13   | 0.05%             | 2031-02-24      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                           | BLDR 6.375 06/15/32 144A                                                                                                                               | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     800000 | PA      | $798837.12    | 0.01%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -3950 | NC      | $-691250.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                            | JMIKE 2026-1A A2II                                                                                                                                     | CUSIP: 476681AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     950000 | PA      | $933644.42    | 0.01%             | 2056-02-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP                                          | JEFFIN 5 08/15/28                                                                                                                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23000000 | PA      | $21432819.10  | 0.23%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                  | KNTK 6.625 12/15/28 144A                                                                                                                               | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    4164000 | PA      | $4234467.37   | 0.05%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IVI-RMA                                                                              | IVI-RMA Term Loan B 325 2031-04-01                                                                                                                     | CUSIP: 45073SAD7<br>LEI: 549300W13LLU1H85SH07 | Long             | LON              | CORP              | US        |    9919340 | PA      | $9968936.70   | 0.11%             | 2031-04-09      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust 2006-6                                                | LBMLT 2006-6 2A2                                                                                                                                       | CUSIP: 54251RAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2322947 | PA      | $940509.68    | 0.01%             | 2036-07-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Petsmart LLC / Petsmart Financial Corp.                                              | PETM 7.5 09/15/32                                                                                                                                      | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $9797482.50   | 0.11%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                              | FMMHR 2015-R1 XA1                                                                                                                                      | CUSIP: 35563CAB4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | USGSE             | US        |   60971146 | PA      | $3389257.97   | 0.04%             | 2055-11-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                      | PFSI 7.875 12/15/29 144A                                                                                                                               | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3759400.05   | 0.04%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                                                                                                 | CUSIP: 62916WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1362469 | PA      | $1133649.55   | 0.01%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.125 PERP V                                                                                                                                       | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $20220849.45  | 0.22%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPRITE 2021-1 LTD                                                                    | SPRTE 2021-1 A                                                                                                                                         | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3513429 | PA      | $3441423.32   | 0.04%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 04/14/26                                                                                                                                           | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16800000 | PA      | $16778085.68  | 0.18%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                         | ANGINC 6 07/15/35                                                                                                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   16275000 | PA      | $15866271.60  | 0.17%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXI LLC                                                                 | OR 2025-21A C                                                                                                                                          | CUSIP: 69120UAC7<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |   12575000 | PA      | $12511361.70  | 0.14%             | 2034-07-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TransDigm                                                                            | TransDigm Term Loan M (Incremental) 250 2032-08-01                                                                                                     | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    4378000 | PA      | $4376949.28   | 0.05%             | 2032-08-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| AHG FUNDING 2024A1                                                                   | AHG FUNDING 2024A1                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2479195 | PA      | $2498880.31   | 0.03%             | 2044-12-31      | Fixed         | 7.27%                 | No            |                  3 | On Loan: No      |
| Encore Capital Group Inc.                                                            | ECPG 9.25 04/01/29 144A                                                                                                                                | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4655812.50   | 0.05%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LAKE SHORE MM CLO I LTD                                                              | THLLS 2019-1A CR                                                                                                                                       | CUSIP: 510800AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9900000 | PA      | $9872618.58   | 0.11%             | 2033-04-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| ACCURIDE LIQUIDATING TRUST AGRMNT                                                    | ACCURIDE LIQUIDATING TRUST AGRMNT                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        209 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-OA7                                                      | CWALT 2007-OA7 A1A                                                                                                                                     | CUSIP: 126680AA5<br>LEI: 549300QTQ6MX6ER06N64 | Long             | ABS-O            | CORP              | US        |    4962916 | PA      | $4629449.16   | 0.05%             | 2047-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ARCHWEST 2025-RTL1                                                                   | ARCHW 2025-RTL1 A1                                                                                                                                     | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1396988.18   | 0.02%             | 2040-10-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL IV (FKA DYAL IV) SR SEC A                                                   | BLUE OWL IV (FKA DYAL IV) SR SEC A                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5746000 | PA      | $5608208.59   | 0.06%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -57006250 | NC      | $-47130.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                               | BPLN V6.125 PERP                                                                                                                                       | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    4125000 | PA      | $4160627.63   | 0.05%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DYAL IV ISSUER B                                                                     | DYAL IV ISSUER B                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3832500 | PA      | $3494626.75   | 0.04%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                               | BX 2024-AIRC C                                                                                                                                         | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5637133 | PA      | $5642417.35   | 0.06%             | 2041-08-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                               | ARNC 8 10/01/30 144A                                                                                                                                   | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3956434.60   | 0.04%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SSI ABS-2025-1 ISSUER LLC                                                            | SSI 2025-1 A                                                                                                                                           | CUSIP: 78475CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4002302 | PA      | $3965398.50   | 0.04%             | 2065-07-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                            | ECPG 8.5 05/15/30 144A                                                                                                                                 | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $12793499.40  | 0.14%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FR REFUEL LLC 1L DDTL TLB CL FUNDE                                                   | FR REFUEL LLC 1L DDTL TLB CL FUNDE                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      34783 | PA      | $34086.95     | 0.00%             | 2028-11-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   16764000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                           | DRSLF 2015-37A SUB                                                                                                                                     | CUSIP: 26249YAE1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    2838588 | PA      | $5067.16      | 0.00%             | 2031-01-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LSTAR SECURITIES INVESTMENT 2024-1 LTD                                               | LSTRZ 2024-1 A                                                                                                                                         | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6496019 | PA      | $6484266.60   | 0.07%             | 2029-01-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| REDHALO MIDCO UK LTD                                                                 | REDHALO MIDCO UK LTD                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800MKCJ3WQ2PQZI24 | Long             | LON              | CORP              | GB        |    8500000 | PA      | $9257422.81   | 0.10%             | 2031-03-24      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -79283000 | NC      | $-301773.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KERRIDGE(SKYLARK)1L CL UNITRAN GBP                                                   | KERRIDGE(SKYLARK)1L CL UNITRAN GBP                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    7997768 | PA      | $10363522.12  | 0.11%             | 2032-11-25      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| PENN Entertainment Inc                                                               | PENN 6.75 04/01/31 144A                                                                                                                                | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14210000 | PA      | $13801023.41  | 0.15%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SITECORE HOLDING III A/S 1L                                                          | SITECORE HOLDING III A/S 1L                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |    1440847 | PA      | $1347047.83   | 0.01%             | 2029-03-12      | Floating      | 10.34%                | No            |                  3 | On Loan: No      |
| Nippon Life Insurance Co.                                                            | NIPLIF V6.5 04/30/55 144a                                                                                                                              | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    6450000 | PA      | $6650440.20   | 0.07%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                                                | BULLDOG PURCHASER INC                                                                                                                                  | CUSIP: 12021GAH7<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |    1800000 | PA      | $1795500.00   | 0.02%             | 2033-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                  | SIRI 3.125 09/01/26 144A                                                                                                                               | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1540142.78   | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                | AAL 3.15 02/15/32 AA                                                                                                                                   | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     283258 | PA      | $263766.13    | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WAVE 2019-1 LLC                                                                      | WAAV 2019-1 A                                                                                                                                          | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3594297 | PA      | $3525789.44   | 0.04%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -47572000 | NC      | $-180676.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Money Market Obligations Trust                                                       | Money Market Obligations Trust FH US TRSURYINST                                                                                                        | CUSIP: 60934N682<br>LEI: 25490003NTA1P9CI5X97 | Long             | STIV             | RF                | US        |   72399398 | NS      | $72399395.37  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                                         | THC 6.75 05/15/31                                                                                                                                      | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    6924000 | PA      | $7077248.89   | 0.08%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL V4.875 11/23/81 144A                                                                                                                            | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   28200000 | PA      | $26881697.94  | 0.29%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2024-HE4 B                                                                                                                                       | CUSIP: 31684UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2577075 | PA      | $2572308.39   | 0.03%             | 2054-09-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                                                 | WW INTERNATIONAL INC                                                                                                                                   | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | N/A       |    2036123 | PA      | $1457864.14   | 0.02%             | 2030-06-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                               | FAIRIC 6 05/15/33 144A                                                                                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   10640000 | PA      | $10440195.70  | 0.11%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA5880                                                                                                                                              | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     262081 | PA      | $267281.51    | 0.00%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V6.625 PERP                                                                                                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11550000 | PA      | $11841579.75  | 0.13%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                                                             | MB2 DENTAL SOLUTIONS LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   14282135 | PA      | $14261892.57  | 0.15%             | 2031-02-13      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| Virtu Financial                                                                      | Virtu Financial Term Loan B 250 2031-06-01                                                                                                             | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    1237500 | PA      | $1235433.38   | 0.01%             | 2031-06-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| RealPage                                                                             | RealPage First-lien Term Loan 325 2028-02-09                                                                                                           | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   10670141 | PA      | $10204495.69  | 0.11%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                                                                           | XPLORE INC                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |    1056092 | PA      | $954443.02    | 0.01%             | 2029-10-24      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.875 09/26/45                                                                                                                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2372537.28   | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE                                          | GSMS 2020-DUNE E                                                                                                                                       | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5986101 | PA      | $5714260.16   | 0.06%             | 2036-12-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| QTS CORP                                                                             | QTS CORP                                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10648934.87  | 0.12%             | 2032-08-21      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                             | EA 7.25 07/01/33 144A                                                                                                                                  | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5076862.71   | 0.05%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V6.125 PERP Y                                                                                                                                       | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4227888.02   | 0.05%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                      | CVI 7.875 02/15/34 144A                                                                                                                                | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   17220000 | PA      | $17280348.01  | 0.19%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                            | SPRO 2025-1A A2                                                                                                                                        | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29027250 | PA      | $28705233.30  | 0.31%             | 2055-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas                                                                       | Hunter Douglas Term Loan B 325 2032-01-05                                                                                                              | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    3950000 | PA      | $3926971.50   | 0.04%             | 2032-01-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                          | SKX 5.25 07/15/32 144A                                                                                                                                 | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3824057.34   | 0.04%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CERBERUS LN FDG XLVI L P                                                             | CERB 2024-2A C                                                                                                                                         | CUSIP: 15675BAC1<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $7973211.20   | 0.09%             | 2036-07-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics, L.P.                                                               | NSUS 6.375 10/01/30                                                                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    3819000 | PA      | $3948834.54   | 0.04%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                      | DAVLLO 7 11/20/31 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    9150000 | PA      | $11924128.45  | 0.13%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Accident Fund Insurance Co of America                                                | AFICOA 8.5 08/01/32 144A                                                                                                                               | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2998255.56   | 0.03%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                           | ALVGR V6.55 PERP 144a                                                                                                                                  | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   13000000 | PA      | $13024258.00  | 0.14%             | N/A             | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BRSP 2026-FL3 Ltd / BRSP 2026-FL3 LLC                                                | BRSP 2026-FL3 C                                                                                                                                        | CUSIP: 116686AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11066000 | PA      | $11016988.69  | 0.12%             | 2043-08-19      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | PAA 4.7 06/15/44                                                                                                                                       | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2070070.44   | 0.02%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM4 TRUST                                                                  | OBX 2024-NQM4 M1                                                                                                                                       | CUSIP: 67118TAD6<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-O            | CORP              | US        |    5250000 | PA      | $5265752.63   | 0.06%             | 2064-01-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Cross Financial (fka Cross Insurance)                                                | Cross Financial (fka Cross Insurance) Term Loan B 275 2031-10-01                                                                                       | CUSIP: 22750JAG9<br>LEI: 2549008J3I495E70LU05 | Long             | LON              | CORP              | US        |    5770155 | PA      | $5719666.15   | 0.06%             | 2031-10-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Motel One GmbH                                                                       | ONHOGM 7.75 04/02/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |    4120000 | PA      | $4937869.41   | 0.05%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SALAS O'BRIEN INC                                                                    | SALAS O'BRIEN INC                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900D503Y41OFSLN80 | Long             | LON              | CORP              | US        |     217143 | PA      | $216600.01    | 0.00%             | 2033-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                                                  | WD 6.625 04/01/33 144A                                                                                                                                 | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5010613.59   | 0.05%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                 | BOOTFN 7.375 08/31/32 144*                                                                                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1971446.56   | 0.02%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                               | WLSC 7.375 10/01/31 144A                                                                                                                               | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    2747000 | PA      | $2816713.37   | 0.03%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans Inc                                                       | RALI 2006-QO2 A1                                                                                                                                       | CUSIP: 761118VY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     213333 | PA      | $34568.99     | 0.00%             | 2046-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                | SWTCH 2024-2A A2                                                                                                                                       | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17550000 | PA      | $17203190.94  | 0.19%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Orion Advisor Solutions (fka NorthStar Financial Services Group)                     | Orion Advisor Solutions (fka NorthStar Financial Services Group) Term Loan B 325 2030-09-01                                                            | CUSIP: 68627BAK1<br>LEI: 549300R3BS3HTGTSN386 | Long             | LON              | CORP              | US        |    4800555 | PA      | $4706559.91   | 0.05%             | 2030-09-09      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL2 ISSUER LTD                                                        | FSRIA 2021-FL2 D                                                                                                                                       | CUSIP: 30319YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8850000 | PA      | $8832217.70   | 0.10%             | 2038-05-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| NEW UTAR DUTCH BIDCO                                                                 | NEW UTAR DUTCH BIDCO                                                                                                                                   | CUSIP: 000000000<br>LEI: 7245002ROX1TJYP9YA60 | Long             | LON              | CORP              | NL        |    8050000 | PA      | $9309246.13   | 0.10%             | 2032-06-28      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 52 LLC                                                         | CERB 2025-3A C                                                                                                                                         | CUSIP: 15675MAE3<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |   22700000 | PA      | $22574471.27  | 0.24%             | 2037-10-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Company                                                         | CENT 4.125 04/30/31 144A                                                                                                                               | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4938207.16   | 0.05%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC V7.375 09/15/55                                                                                                                                 | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   13285000 | PA      | $12694334.29  | 0.14%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                                                          | INDICO L 11/22/29 13                                                                                                                                   | CUSIP: 77669LAM5<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    6451128 | PA      | $7450945.97   | 0.08%             | 2029-11-22      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                               | PENN 4.125 07/01/29 144A                                                                                                                               | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9665000 | PA      | $9038740.86   | 0.10%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PIONEER ACQUISITIONCO LLC                                                            | PIONEER ACQUISITIONCO LL                                                                                                                               | CUSIP: 72353SAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3050000 | PA      | $3058906.00   | 0.03%             | 2032-10-27      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       3950 | NC      | $1086250.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citrin Cooperman                                                                     | Citrin Cooperman Term Loan B 300 2032-02-23                                                                                                            | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    8525582 | PA      | $8173902.01   | 0.09%             | 2032-04-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                            | Caesars Entertainment Inc Term Loan B 225 2030-02-01                                                                                                   | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    8730539 | PA      | $8468622.75   | 0.09%             | 2030-02-01      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CERVANTES BIDCO SLU                                                                  | CERVANTES BIDCO SL                                                                                                                                     | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |    8100000 | PA      | $9316704.44   | 0.10%             | 2031-12-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo 2025R-1 Ltd.                                                         | SNDPT 2025-1RA C                                                                                                                                       | CUSIP: 83617EAJ9<br>LEI: 25490031SR8APTVC6E71 | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1203876.36   | 0.01%             | 2038-02-22      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLo 2019-1 Ltd.                                                            | BALLY 2019-1A DR                                                                                                                                       | CUSIP: 05875KAE6<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |    3150000 | PA      | $3112969.86   | 0.03%             | 2032-07-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Guggenheim Funds Trust                                                               | Guggenheim Ultra Short Duration Fund                                                                                                                   | CUSIP: 40169J523<br>LEI: 54930033G24U3UGWK691 | Long             | EC               | RF                | US        |    5634091 | NS      | $56622612.62  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BSPDF 2025-FL2 ISSUER LLC                                                            | BSPDF 2025-FL2 AS                                                                                                                                      | CUSIP: 05615KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $499169.15    | 0.01%             | 2042-12-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                               | BPLN V4.875 PERP                                                                                                                                       | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   13079000 | PA      | $12911771.91  | 0.14%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                    | HRI 5.75 03/15/31 144A                                                                                                                                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4875091.65   | 0.05%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                                                                    | EAGLE PARENT CORP                                                                                                                                      | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    8650150 | PA      | $8662779.47   | 0.09%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V6.25 PERP                                                                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11971673.70  | 0.13%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                                        | LNCR 2025-CRE9 B                                                                                                                                       | CUSIP: 538912AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11900000 | PA      | $11875810.87  | 0.13%             | 2042-08-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Focus Financial                                                                      | Focus Financial Term Loan B-8 (add-on) 275 2031-09-01                                                                                                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    7923128 | PA      | $7656514.93   | 0.08%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA5854                                                                                                                                              | CUSIP: 31418FQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1617688 | PA      | $1649018.25   | 0.02%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V6.85 PERP                                                                                                                                         | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8551991.25   | 0.09%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                       | LBMLT 2006-1 2A3                                                                                                                                       | CUSIP: 542514RL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3368137 | PA      | $3018802.00   | 0.03%             | 2036-02-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO XI LTD                                                                   | ELM11 2021-4A ER                                                                                                                                       | CUSIP: 29002MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3613960.50   | 0.04%             | 2038-01-20      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE1                                                                  | ACHM 2025-HE1 A                                                                                                                                        | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2952979 | PA      | $2988218.48   | 0.03%             | 2055-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                            | XYZ 6 08/15/33 144A                                                                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $4514189.36   | 0.05%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ring Container Technologies                                                          | Ring Container Technologies Term Loan B 250 2032-09-03                                                                                                 | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |     698250 | PA      | $690743.81    | 0.01%             | 2032-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CML - FONTAINEBLEAU VEGAS FUNDED                                                     | CML - FONTAINEBLEAU VEGAS FUNDED                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26499999 | PA      | $27160818.14  | 0.29%             | 2028-01-31      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| Fortitude Group Holdings LLC                                                         | FORTRE 6.25 04/01/30 144A                                                                                                                              | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5040892.79   | 0.05%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                              | PrimeSource Term Loan B 450 2031-09-17                                                                                                                 | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |   14350000 | PA      | $13996703.00  | 0.15%             | 2031-03-17      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.375 PERP RR                                                                                                                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9726000 | PA      | $9607915.66   | 0.10%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROJECT AURORA US FINCO                                                              | PROJECT AURORA US FINCO INC                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2300000 | PA      | $2300000.00   | 0.02%             | 2032-12-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                                       | LBMLT 2006-6 2A4                                                                                                                                       | CUSIP: 54251RAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12886943 | PA      | $5235782.08   | 0.06%             | 2036-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Ascend Learning                                                                      | Ascend Learning First-lien Term Loan 300 2028-12-01                                                                                                    | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   16518392 | PA      | $16105432.16  | 0.17%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2006-QO6 TRUST                                                           | RALI 2006-QO6 A2                                                                                                                                       | CUSIP: 75114NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7981062 | PA      | $1630769.52   | 0.02%             | 2046-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.65 03/01/53                                                                                                                                     | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1269696.53   | 0.01%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2408.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES IX CLO LTD                                             | FCO 2017-9A A2TR                                                                                                                                       | CUSIP: 34961JBC7<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    2950000 | PA      | $2957541.68   | 0.03%             | 2033-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US FINCO INC                                                        | SCGALO 6.625 03/01/30 144A                                                                                                                             | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4975000 | PA      | $4279853.70   | 0.05%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                                                             | PROAMPAC PG BORROWER LLC                                                                                                                               | CUSIP: 74274NAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1100000 | PA      | $1250611.86   | 0.01%             | 2033-02-19      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Enviri Corp.                                                                         | NVRI 5.75 07/31/27 144A                                                                                                                                | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    5885000 | PA      | $5870794.20   | 0.06%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance Bv                                                            | DAR 4.5 07/15/32 144A                                                                                                                                  | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |   15800000 | PA      | $18169908.81  | 0.20%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAHSEER HOLDINGS LLC                                                                 | PennAero Term Loan B 325 2033-01-18                                                                                                                    | CUSIP: 56017PAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2543103 | PA      | $2551063.36   | 0.03%             | 2033-02-07      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| QSRP FINCO BV 1L TLB EUR CL                                                          | QSRP FINCO BV 1L TLB EUR CL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BE        |   20150000 | PA      | $22685842.62  | 0.25%             | 2031-06-19      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL15 LLC                                                                    | BDS 2025-FL15 C                                                                                                                                        | CUSIP: 05556EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7450000 | PA      | $7409270.85   | 0.08%             | 2043-03-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                              | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  220801572 | PA      | $217488186.07 | 2.35%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   79283000 | NC      | $362885.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING FUN                                                            | FTAI AIRCRAFT LEASING FUN                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   28196605 | NS      | $29973979.35  | 0.32%             |  |  |  | No            |                  3 | On Loan: No      |
| Sherwood Financing PLC                                                               | ARWLN 7.625 12/15/29 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    3900000 | PA      | $4372629.91   | 0.05%             | 2029-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                | SWTCH 2025-1A A2                                                                                                                                       | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11550000 | PA      | $11127783.98  | 0.12%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS DEFERRAL                                                          | AP GRANGE HOLDINGS DEFERRAL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    3666189 | PA      | $3666189.28   | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Xerox Corp.                                                                          | XRX 10.25 10/15/30 144A                                                                                                                                | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $6600000.00   | 0.07%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| MAMBA PURCHASER INC                                                                  | MDVIP Term Loan B 275 2031-10-01                                                                                                                       | CUSIP: 56150KAK1<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |    1885774 | PA      | $1886169.76   | 0.02%             | 2031-10-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                                | NEENST 9.75 07/15/28 144A                                                                                                                              | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5344583.50   | 0.06%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                     | BMCAUS 6.25 08/01/33 144A                                                                                                                              | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $12062816.73  | 0.13%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group                                                                | Eisner Advisory Group Term Loan B 400 2031-02-05                                                                                                       | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   13049468 | PA      | $12391513.72  | 0.13%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER HOLDING III BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |    3438750 | PA      | $3430153.13   | 0.04%             | 2030-10-28      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                  | SIRI 4.125 07/01/30 144A                                                                                                                               | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8333312.08   | 0.09%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA Holdings LLC                                                  | PLYIM 9.5 07/15/28 144A                                                                                                                                | CUSIP: 000000000<br>LEI: 9845009F6D37C41A8572 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $4167868.63   | 0.05%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2025-PF1 B                                                                                                                                       | CUSIP: 316922AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     593028 | PA      | $596289.85    | 0.01%             | 2055-06-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                             | MSRM 2026-NQM1 AIOS                                                                                                                                    | CUSIP: 61780XAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  233505004 | PA      | $2261145.71   | 0.02%             | 2070-12-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-3 LLC                                                                      | PRPM 2025-3 A1                                                                                                                                         | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11654949 | PA      | $11622106.37  | 0.13%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co (Intrawest)                                                      | Alterra Mountain Co (Intrawest) Term Loan B-9 250 2030-05-01                                                                                           | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    2039750 | PA      | $2037200.31   | 0.02%             | 2030-05-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BR SECONDARIES & LQDITY SOLUTIONS                                                    | BR SECONDARIES & LQDITY SOLUTIONS                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4191172 | PA      | $4191636.15   | 0.05%             | 2030-06-15      | Floating      | 6.60%                 | No            |                  3 | On Loan: No      |
| JCP DIRECT LENDING CLO 2023-1 LTD                                                    | JCPDL 2023-1A BR                                                                                                                                       | CUSIP: 46656TAW6<br>LEI: 254900B78BA7J8JB6X59 | Long             | ABS-CBDO         | CORP              | JE        |    2550000 | PA      | $2542855.67   | 0.03%             | 2037-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ILPEA                                                                                | ILPEA Term Loan B 450 2028-05-24                                                                                                                       | CUSIP: 45236FAF4<br>LEI: 5493002IJGO6IOH86T22 | Long             | LON              | CORP              | US        |    2018212 | PA      | $2015688.86   | 0.02%             | 2028-06-22      | Floating      | 7.67%                 | No            |                  3 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                              | BEACH ACQUISITION BIDCO                                                                                                                                | CUSIP: 07337FAD7<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | N/A       |    1600000 | PA      | $1819848.43   | 0.02%             | 2032-09-13      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SHAW DEVELOPMENT 1L TL                                                               | SHAW DEVELOPMENT 1L TL                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6042638 | PA      | $5714521.78   | 0.06%             | 2029-10-30      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| OCTAGON 78 LTD                                                                       | OCT78 2025-3A SUB                                                                                                                                      | CUSIP: 675963AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16696400 | PA      | $11906202.84  | 0.13%             | 2038-10-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD                                                                     | Bausch Health (fka Valeant) Term Loan B 625 2030-09-17                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     491288 | PA      | $473409.55    | 0.01%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| TAILWIND 2019-1 AVIATION LTD                                                         | TLWND 2019-1 A                                                                                                                                         | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    8112585 | PA      | $7999819.61   | 0.09%             | 2044-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                                     | TITANL F 07/31/31 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     800000 | PA      | $886565.05    | 0.01%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Guggenheim Strategy Funds Trust                                                      | Guggenheim Strategy Fund III                                                                                                                           | CUSIP: 40168Q304<br>LEI: 5493007THUTJ3GMETL84 | Long             | EC               | RF                | US        |    1159774 | NS      | $28808788.10  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES LXXVIII CLO LTD                                                                 | ARES 2025-78A SUB                                                                                                                                      | CUSIP: 03990PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5050000 | PA      | $3848605.00   | 0.04%             | 2039-01-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Entain (fka GVC Holdings)                                                            | Entain (fka GVC Holdings) Term Loan B 225 2032-07-21                                                                                                   | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | US        |    6782957 | PA      | $6770273.26   | 0.07%             | 2032-07-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CEAMER FIN 2 SR SEC NTS                                                              | CEAMER FIN 2 SR SEC NTS                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7742271 | PA      | $7883013.45   | 0.09%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| CAPMARK MILITARY HOUSING TR XXXVII                                                   | CPMRK 2007-AET2 A                                                                                                                                      | CUSIP: 14070AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5292245 | PA      | $5054931.20   | 0.05%             | 2052-10-10      | Fixed         | 6.06%                 | No            |                  3 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                                    | CONGLO 5 02/28/30 144a                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    5900000 | PA      | $6818284.77   | 0.07%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aggreko                                                                              | Aggreko Term Loan B 300 2031-05-01                                                                                                                     | CUSIP: 01330EAD0<br>LEI: 259400QTZA08U7DIP580 | Long             | LON              | CORP              | US        |    4696773 | PA      | $4689445.68   | 0.05%             | 2031-05-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                     | GLD A 2026-04-17 CALL 440                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -583 | NC      | $-537817.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                        | OMF 6.75 09/15/33                                                                                                                                      | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2397131.50   | 0.03%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 21 LTD                                                                  | KLLM 2025-21A SUB                                                                                                                                      | CUSIP: 37150EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11450000 | PA      | $7145487.00   | 0.08%             | 2038-07-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                          | SVC 2026-1A B                                                                                                                                          | CUSIP: 78488JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16250000 | PA      | $16032331.25  | 0.17%             | 2056-03-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                           | DRSLF 2015-37A CR                                                                                                                                      | CUSIP: 26249MAS6<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    3166667 | PA      | $3176856.07   | 0.03%             | 2031-01-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                                              | XPO 6.25 06/01/28 144A                                                                                                                                 | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    9170000 | PA      | $9283414.56   | 0.10%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4072.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metis Issuer 2025-1 LLC                                                              | Metis Issuer 2025-1 LLC 6.892% NTS 15/05/2055 USD (144A)                                                                                               | CUSIP: 59155MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17900000 | PA      | $17804491.32  | 0.19%             | 2055-05-15      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-9                                                        | GSAA 2006-9 A4A                                                                                                                                        | CUSIP: 362382AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6664154 | PA      | $1612813.27   | 0.02%             | 2036-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| STWD 2021-FL2 LTD                                                                    | STWD 2021-FL2 D                                                                                                                                        | CUSIP: 78486BAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3736150.50   | 0.04%             | 2038-04-16      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| VENTURE III CDO LTD                                                                  | VENTR 2013-13A SUB                                                                                                                                     | CUSIP: 92329PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13790000 | PA      | $1379.00      | 0.00%             | 2029-09-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB (publ)                                                           | VERISR 5.5 05/15/30 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    7450000 | PA      | $8787303.93   | 0.10%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL2 LTD                                                                    | BXMT 2020-FL2 D                                                                                                                                        | CUSIP: 12434LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $7904392.00   | 0.09%             | 2038-02-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| OBX TRUST2024-NQM5                                                                   | OBX 2024-NQM5 M1                                                                                                                                       | CUSIP: 67448NAD0<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-O            | CORP              | US        |   12495000 | PA      | $12535058.97  | 0.14%             | 2064-01-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 2021-1                                   | AASET 2021-1A A                                                                                                                                        | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7801160 | PA      | $7523706.59   | 0.08%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Quikrete                                                                             | Quikrete Term Loan B 225 2031-04-01                                                                                                                    | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    7596342 | PA      | $7579934.10   | 0.08%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                                                                                                 | CUSIP: 62916WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   49831177 | PA      | $49909007.72  | 0.54%             | 2071-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                            | CNO Financial Group, Inc. 5.125% SUBORDINATED DEBENTURES DUE NOVEMBER 25, 2060                                                                         | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     321950 | NS      | $5785441.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                              | AZURIA WATER SOLUTIONS INC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    9238235 | PA      | $9134305.15   | 0.10%             | 2033-01-27      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $505331.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG V6.875 PERP                                                                                                                                       | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   12503000 | PA      | $12740269.43  | 0.14%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                         | BRKHEC V6.375 09/15/56                                                                                                                                 | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   21050000 | PA      | $20877983.61  | 0.23%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MAPS 2021-1 TRUST                                                                    | MAPSL 2021-1A A                                                                                                                                        | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1302593 | PA      | $1252296.47   | 0.01%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                         | BHCCN 4.875 06/01/28 144A                                                                                                                              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    4633000 | PA      | $4242484.48   | 0.05%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Grant Thornton                                                                       | Grant Thornton Term Loan B 275 2031-06-01                                                                                                              | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   19118520 | PA      | $17770281.66  | 0.19%             | 2031-06-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                              | AZURIA WATER SOLUTIONS INC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    1231765 | PA      | $1217907.35   | 0.01%             | 2033-01-27      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR 2024-1 AVIATION LIMITED                                                    | NAVTR 2024-1 B                                                                                                                                         | CUSIP: 63943DAB5<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   13303572 | PA      | $13232882.14  | 0.14%             | 2049-08-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Composecure Holdings LLC                                                             | COMPOS 5.625 02/01/33 144A                                                                                                                             | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9655000 | PA      | $9432452.25   | 0.10%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                             | COXENT 2.95 10/01/50 144A                                                                                                                              | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    4709000 | PA      | $2538583.99   | 0.03%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC                                                               | BSTRM 2024-1A B                                                                                                                                        | CUSIP: 09606BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1865041.61   | 0.02%             | 2054-11-20      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.HY.45.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3812943.83  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Wamu Abc Tr 07-He4                                                                   | WMHE 2007-HE4 2A3                                                                                                                                      | CUSIP: 93363XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2427564 | PA      | $1413803.93   | 0.02%             | 2047-07-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1144.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | BK V5.95 PERP                                                                                                                                          | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1650399.30   | 0.02%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 5.9 10/15/40                                                                                                                                      | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2332000 | PA      | $1720590.88   | 0.02%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2022-CRE7 ISSUER LTD                                                        | LNCR 2022-CRE7 D                                                                                                                                       | CUSIP: 53946PAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6400000 | PA      | $6331686.40   | 0.07%             | 2037-01-21      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                           | VMED 6.75 01/15/33 144A                                                                                                                                | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    7800000 | PA      | $6968873.34   | 0.08%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COBHAM ULTRA US CO-BORRO                                                             | Cobham Ultra US Co-Borrower LLC                                                                                                                        | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |    8464868 | PA      | $8479681.88   | 0.09%             | 2029-08-06      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco BV                                                                    | ARDGRP L 02/18/31 3                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   13600000 | PA      | $15595237.69  | 0.17%             | 2031-02-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CERBERUS LN FDG XLVI L P                                                             | CERB 2024-2A D                                                                                                                                         | CUSIP: 15675BAD9<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $980359.40    | 0.01%             | 2036-07-15      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM7                                            | BRAVO 2025-NQM7 A3                                                                                                                                     | CUSIP: 10570TAD7<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-O            | CORP              | US        |    3763732 | PA      | $3772957.66   | 0.04%             | 2065-07-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  127576000 | NC      | $586986.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXII LLC                                                                | OR 2025-22A C                                                                                                                                          | CUSIP: 69121AAE6<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-CBDO         | CORP              | US        |   12150000 | PA      | $12082724.24  | 0.13%             | 2037-10-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET-BACKED CERTIFICATES WAMU SERIES 2007-HE4 TRUST                            | WMHE 2007-HE4 2A4                                                                                                                                      | CUSIP: 93363XAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1733281 | PA      | $1009637.31   | 0.01%             | 2047-07-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Kane Bidco Ltd.                                                                      | TRUEPT 7.75 07/15/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    2850000 | PA      | $3740062.68   | 0.04%             | 2031-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| QUICKTOP HOLDCO AB                                                                   | QUICKT F 03/21/30                                                                                                                                      | CUSIP: 000000000<br>LEI: 984500A1D5DC9ECC7050 | Long             | DBT              | CORP              | SE        |    6000000 | PA      | $7109945.63   | 0.08%             | 2030-03-21      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 9 LTD/LLC                                                  | GLM 2021-9A DR                                                                                                                                         | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   13500000 | PA      | $13538746.35  | 0.15%             | 2037-04-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2025-CES7                                                        | RCKT 2025-CES7 A2                                                                                                                                      | CUSIP: 74943AAC6<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |    3156000 | PA      | $3173146.55   | 0.03%             | 2055-07-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HPS PRIVATE CREDIT CLO 2025-3 LLC                                                    | HPSPR 2025-3A C                                                                                                                                        | CUSIP: 40445YAE4<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |    5900000 | PA      | $5876100.28   | 0.06%             | 2037-07-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | GBP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $160827.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                               | FAIRIC 6.25 09/15/34 144A                                                                                                                              | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   12550000 | PA      | $12343334.13  | 0.13%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                   | SUBWAY 2024-1A A23                                                                                                                                     | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17528125 | PA      | $17546930.93  | 0.19%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                                        | ARESDL 2025-2A D                                                                                                                                       | CUSIP: 039960AJ8<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |   21450000 | PA      | $20873578.44  | 0.23%             | 2037-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                                        | ARESDL 2025-2A C                                                                                                                                       | CUSIP: 039960AG4<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $8949617.10   | 0.10%             | 2037-10-16      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2024-HE5 C                                                                                                                                       | CUSIP: 31684FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5546460 | PA      | $5556149.76   | 0.06%             | 2054-10-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4040.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADMIRAL BIDCO GMBH                                                                   | ADMIRAL BIDCO GMBH                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900O4RJ7PDAMUHY66 | Long             | LON              | CORP              | DE        |    3300000 | PA      | $3792376.39   | 0.04%             | 2032-09-30      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| JB Poindexter & Co Inc                                                               | JBPOIN 8.75 12/15/31 144A                                                                                                                              | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $9400861.75   | 0.10%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Dayforce (Ceridian HCM)                                                              | Dayforce (Ceridian HCM) Term Loan B 300 2032-09-22                                                                                                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10220000 | PA      | $9655038.40   | 0.10%             | 2032-09-22      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2025-FL4 LTD                                                     | GSTNE 2025-FL4 AS                                                                                                                                      | CUSIP: 39810MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2050000 | PA      | $2047001.67   | 0.02%             | 2043-01-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING DDTL FUNDED                                                    | FTAI AIRCRAFT LEASING DDTL FUNDED                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7158128 | PA      | $7158127.54   | 0.08%             | 2031-03-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                             | ALLWYN ENTERTAINMENT FIN                                                                                                                               | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | LON              | CORP              | GB        |   15400000 | PA      | $17535262.74  | 0.19%             | 2032-03-30      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2013-3 LTD                                      | CGMS 2013-3X SUB                                                                                                                                       | CUSIP: 000000000<br>LEI: 6354006XBJTNRUJOLM20 | Long             | ABS-CBDO         | CORP              | KY        |    4938326 | PA      | $35901.63     | 0.00%             | 2030-10-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS V7 03/10/55                                                                                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7770000 | PA      | $8007668.76   | 0.09%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2                             | MSRM 2026-NQM2 B3                                                                                                                                      | CUSIP: 617949AL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2911000 | PA      | $2524344.68   | 0.03%             | 2071-01-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -79284000 | NC      | $-301777.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cidron Atrium SE                                                                     | ALLOHE F 02/15/33 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 2549004YHD7GOLT9Y166 | Long             | DBT              | CORP              | DE        |    3725000 | PA      | $4208120.39   | 0.05%             | 2033-02-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2021-CRE5 ISSUER LTD                                                        | LNCR 2021-CRE5 D                                                                                                                                       | CUSIP: 53947XAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8250000 | PA      | $8151210.38   | 0.09%             | 2036-07-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| HighTower                                                                            | HighTower Term Loan B 275 2032-02-01                                                                                                                   | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   20722934 | PA      | $20476952.31  | 0.22%             | 2032-02-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                      | PSX V6.2 03/15/56 B                                                                                                                                    | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1718000 | PA      | $1710281.54   | 0.02%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corporation                                             | STC 3.6 11/15/31                                                                                                                                       | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    7788000 | PA      | $6885160.52   | 0.07%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE STRATEGIC CAP HLDNG II                                                    | BLACKSTONE STRATEGIC CAP HLDNG II                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   44200000 | PA      | $44200000.00  | 0.48%             | 2033-12-31      | Floating      | 5.64%                 | No            |                  3 | On Loan: No      |
| TransMontaigne Partners LLC                                                          | TLP 8.5 06/15/30 144A                                                                                                                                  | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7040000 | PA      | $7117024.64   | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                    | FDX 4.75 11/15/45                                                                                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1098307.94   | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                     | AEP V6.05 03/15/56 D                                                                                                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    8210000 | PA      | $8136724.11   | 0.09%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                  | KNTK 5.875 06/15/30 144A                                                                                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6122441.90   | 0.07%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK                                                               | WMHE 2007-HE2 2A2                                                                                                                                      | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16515727 | PA      | $5887823.57   | 0.06%             | 2037-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| SILVER AIRCRAFT LEASE INVESTMENT LTD                                                 | SLVRR 2019-1 A                                                                                                                                         | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    4095084 | PA      | $3984516.85   | 0.04%             | 2044-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION 1L TL                                                           | CAPSTONE ACQUISITION 1L TL                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17549951 | PA      | $17479580.75  | 0.19%             | 2029-11-12      | Floating      | 8.27%                 | No            |                  3 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD V8.125 10/31/82                                                                                                                                     | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6300000 | PA      | $6499495.80   | 0.07%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                            | BIFFLN 7.38 06/15/31 144a                                                                                                                              | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    5600000 | PA      | $7236824.75   | 0.08%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                               | GLP 7.125 07/01/33 144A                                                                                                                                | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2137305.56   | 0.02%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                               | UAL 4.625 04/15/29 144A                                                                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1667910.63   | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                           | ACCINV F 05/15/32 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    1400000 | PA      | $1604534.80   | 0.02%             | 2032-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -40718750 | NC      | $-40735.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICEBERG ACQUISITIONSUK                                                               | ICEBERG ACQUISITIONSUK                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1130182.14   | 0.01%             | 2033-02-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                           | CZR 6.5 02/15/32 144A                                                                                                                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395343.24    | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2007-HE1                                         | MABS 2006-WMC3 A4                                                                                                                                      | CUSIP: 55291KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9402817 | PA      | $3190323.03   | 0.03%             | 2036-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                                              | BROWN GROUP HOLDING LLC                                                                                                                                | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    1231289 | PA      | $1232372.60   | 0.01%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                  | MNET 2026-1A A2                                                                                                                                        | CUSIP: 59170JBK3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    1700000 | PA      | $1705497.80   | 0.02%             | 2056-04-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                                       | CARR 2005-NC3 M5                                                                                                                                       | CUSIP: 144531DC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $10515360.90  | 0.11%             | 2035-06-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc.                                          | NAVCOR 6.875 10/01/33 144A                                                                                                                             | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    6325000 | PA      | $5786234.41   | 0.06%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2006-QO6 TRUST                                                           | RALI 2006-QO6 A3                                                                                                                                       | CUSIP: 75114NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5035370 | PA      | $1043947.02   | 0.01%             | 2046-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION 1L DDTL FUND                                                    | CAPSTONE ACQUISITION 1L DDTL FUND                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     480607 | PA      | $478679.65    | 0.01%             | 2029-11-13      | Floating      | 8.27%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2014-3 Ltd.                                     | CGMS 2012-3A SUB                                                                                                                                       | CUSIP: 14309WAC2<br>LEI: 549300KW8WXBEPNZQZ89 | Long             | ABS-CBDO         | CORP              | KY        |    6400000 | PA      | $14583.68     | 0.00%             | 2032-01-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                     | ALIANT 6.5 10/01/31 144A                                                                                                                               | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   14770000 | PA      | $14503366.05  | 0.16%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE3                                                                  | ACHM 2025-HE3 B                                                                                                                                        | CUSIP: 00449VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     665353 | PA      | $658859.60    | 0.01%             | 2055-11-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 7.95 06/15/39                                                                                                                                      | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   12735000 | PA      | $14924184.71  | 0.16%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO VIII LTD                                                                | OR 2022-8A CR                                                                                                                                          | CUSIP: 69121CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16000000 | PA      | $15919041.60  | 0.17%             | 2037-04-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC 1L REV CL FUNDED                                                      | CLIFFWATER LLC 1L REV CL FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1380000 | PA      | $1284857.82   | 0.01%             | 2032-03-09      | Floating      | 3.72%                 | No            |                  3 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                                             | GRAFTECH GLOBAL ENTERPRI                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5221215 | PA      | $4930811.41   | 0.05%             | 2029-12-21      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11615.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                                                     | GALAXY BIDCO LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | LON              | CORP              | GB        |    7500000 | PA      | $8667750.00   | 0.09%             | 2029-12-17      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Lummus Technology                                                                    | Lummus Technology Term Loan B 250 2029-12-01                                                                                                           | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    9792780 | PA      | $9707093.28   | 0.11%             | 2029-12-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kane Bidco Ltd.                                                                      | TRUEPT F 07/15/32 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    2125000 | PA      | $2444290.16   | 0.03%             | 2032-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                     | AMCX 10.5 07/15/32 144A                                                                                                                                | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   20412269 | PA      | $20145360.31  | 0.22%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PHM GROUP HOLDING                                                                    | PHM GROUP HOLDING                                                                                                                                      | CUSIP: 000000000<br>LEI: 7437002P82P6OBDFWT48 | Long             | LON              | CORP              | FI        |   10000000 | PA      | $11406874.57  | 0.12%             | 2032-04-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT V6.45 PERP                                                                                                                                         | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1116055.60   | 0.01%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Xerox                                                                                | Xerox Term Loan B 400 2029-10-28                                                                                                                       | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |     533721 | PA      | $336244.06    | 0.00%             | 2029-11-19      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Citco Group                                                                          | Citco Group Term Loan B 200 2033-01-01                                                                                                                 | CUSIP: 17302JAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3391500 | PA      | $3375593.87   | 0.04%             | 2033-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING 1L TAKEBACK TL-C                                                         | SHO HOLDING 1L TAKEBACK TL-C                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     650982 | PA      | $572863.81    | 0.01%             | 2029-06-30      | Floating      | 10.96%                | No            |                  3 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2006-3                                           | AHMA 2006-3 2A11                                                                                                                                       | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4415938 | PA      | $2935628.10   | 0.03%             | 2046-10-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| LSF12 PHOENIX HOLDCO LLC                                                             | LSF12 PHOENIX HOLDCO LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4275000 | PA      | $4221562.50   | 0.05%             | 2033-03-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC                                                                      | BLUE RIBBON LLC                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |   14206267 | PA      | $8056942.08   | 0.09%             | 2028-05-08      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXV LTD                                                         | MDPK 2025-65A C                                                                                                                                        | CUSIP: 55823FAC9<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |    2150000 | PA      | $2150281.65   | 0.02%             | 2038-07-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2021-FL2 ISSUER LTD                                          | ACRES 2026-FL4 C                                                                                                                                       | CUSIP: 00501XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18600000 | PA      | $18544142.34  | 0.20%             | 2044-08-18      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                | USD/GBP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1541905.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | Three-Month SOFR Futures, Dec-2027,ETH                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       1939 | NC      | $-1918290.25  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES SERIES 2006-M3 INC                                    | Ameriquest Mortgage Securities Trust 2006-M3                                                                                                           | CUSIP: 03076MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12361041 | PA      | $3719698.15   | 0.04%             | 2036-10-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Openlane Inc (fka KAR Auction Services)                                              | Openlane Inc (fka KAR Auction Services) Term Loan B 250 2032-09-21                                                                                     | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    2493750 | PA      | $2490632.81   | 0.03%             | 2032-10-08      | Floating      | 6.14%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-HE6                                      | MSAC 2006-HE6 A2B                                                                                                                                      | CUSIP: 61750FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4045056 | PA      | $1377200.74   | 0.01%             | 2036-09-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services                                                              | Pacific Dental Services Term Loan B 325 2031-02-26                                                                                                     | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |    9800875 | PA      | $9800875.39   | 0.11%             | 2031-03-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                              | Asurion First-lien Term Loan B-13 425 2030-09-01                                                                                                       | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1791000 | PA      | $1768236.39   | 0.02%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Arcis Golf                                                                           | Arcis Golf Term Loan B 275 2028-11-01                                                                                                                  | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |    5290084 | PA      | $5285693.12   | 0.06%             | 2028-11-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2                             | MSRM 2026-NQM2 B1                                                                                                                                      | CUSIP: 617949AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4938000 | PA      | $4828733.42   | 0.05%             | 2071-01-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                          | AGKLN 5.375 05/21/30 144a                                                                                                                              | CUSIP: 000000000<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    3250000 | PA      | $3764314.89   | 0.04%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                             | Belrose Funding Trust II                                                                                                                               | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13050000 | PA      | $13070592.12  | 0.14%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                         | BRKHEC V6.2 12/15/55                                                                                                                                   | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5787099.12   | 0.06%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sherwood Financing PLC                                                               | ARWLN F 12/15/29 REGS                                                                                                                                  | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    2882000 | PA      | $3230237.99   | 0.03%             | 2029-12-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| NORD ANGLIA(FUGUE)1L TLB CL EUR                                                      | NORD ANGLIA(FUGUE)1L TLB CL EUR                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    1700000 | PA      | $1947498.96   | 0.02%             | 2032-01-09      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                             | GRA 6.625 08/15/32 144A                                                                                                                                | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   16120000 | PA      | $15706607.76  | 0.17%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD2313                                                                                                                                              | CUSIP: 3132DPSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   45027652 | PA      | $45911818.50  | 0.50%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -95419000 | NC      | $-278175.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V A-1 B                                                           | BLUE OWL GP STAKES V A-1 B                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2534236.42   | 0.03%             | 2043-08-22      | Fixed         | 7.11%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-2                                 | MSIX 2006-2 A3                                                                                                                                         | CUSIP: 617463AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17628788 | PA      | $5686326.08   | 0.06%             | 2036-11-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| XPLORE INC - CVR                                                                     | XPLORE INC - CVR                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      15561 | NS      | $1.56         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE V6.375 08/15/55                                                                                                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    6676000 | PA      | $6801188.35   | 0.07%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES IX CLO LTD                                             | FCO 2017-9A CR                                                                                                                                         | CUSIP: 34961JBG8<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |   35000000 | PA      | $34888052.50  | 0.38%             | 2033-10-17      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| WONDER LAKE PARK CLO LTD                                                             | WONPK 2025-1A SUB                                                                                                                                      | CUSIP: 97816XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18203000 | PA      | $10958206.00  | 0.12%             | 2038-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COLT 2025-3 MORTGAGE LOAN TRUST                                                      | COLT 2025-3 A3                                                                                                                                         | CUSIP: 12674LAC7<br>LEI: 2138001CIB6QBPMZRF93 | Long             | ABS-O            | CORP              | US        |   10364178 | PA      | $10367730.37  | 0.11%             | 2070-03-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Bcred CLO 2026-1 LLC                                                                 | BCRED 2026-1A C                                                                                                                                        | CUSIP: 05557LAE9<br>LEI: 25490083OXQDCR6C9A06 | Long             | ABS-CBDO         | CORP              | US        |   21200000 | PA      | $21068797.44  | 0.23%             | 2039-04-24      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| SANDY BIDCO BV                                                                       | SANDY BIDCO BV                                                                                                                                         | CUSIP: 000000000<br>LEI: 2549003HW5A2AVSVPG96 | Long             | LON              | CORP              | NL        |    9175000 | PA      | $9905515.97   | 0.11%             | 2029-08-17      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                             | MSRM 2026-NQM1 B2                                                                                                                                      | CUSIP: 61780XAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4565000 | PA      | $4375269.01   | 0.05%             | 2070-12-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| MILL CITY SECURITIES 2024-RS1 LTD                                                    | MCMLT 2024-RS1 A2                                                                                                                                      | CUSIP: 599920AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   23164000 | PA      | $21812403.76  | 0.24%             | 2069-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 5.25 04/01/44                                                                                                                                     | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    6271000 | PA      | $3968143.00   | 0.04%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL ENTERTAINM                                                             | INTERNATIONAL ENTERTAINMENT JJCO US LLC                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2481297 | PA      | $2475093.59   | 0.03%             | 2032-04-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                      | NEXUS BUYER LLC                                                                                                                                        | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   10549158 | PA      | $10122444.97  | 0.11%             | 2031-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                    | POWSOL 6.75 02/15/30 144A                                                                                                                              | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    1050000 | PA      | $1073625.00   | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc.                                                       | Selective Insurance Group Inc. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 4.60% NON-CUMULATIVE PREFERRED STOCK, SERIES B  | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     246000 | NS      | $3891720.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essendi SA                                                                           | ACCINV 5.625 05/15/32 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    2850000 | PA      | $3186405.11   | 0.03%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Babson Clo Ltd                                                                       | BABSN 2014-IA SUB                                                                                                                                      | CUSIP: 05618HAE5<br>LEI: 549300SCEOLR3BTPYX35 | Long             | ABS-CBDO         | CORP              | KY        |   11900000 | PA      | $1190.00      | 0.00%             | 2025-07-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER HOLDING III BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   10289750 | PA      | $10257645.98  | 0.11%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                          | HUM V6.625 09/15/56                                                                                                                                    | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   14550000 | PA      | $13982325.93  | 0.15%             | 2056-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOBBS & ASSOCIATES LLC                                                               | HOBBS & ASSOCIATES LLC                                                                                                                                 | CUSIP: 43385CAB4<br>LEI: 254900FAZYX24PP1RY58 | Long             | LON              | CORP              | US        |   12252632 | PA      | $12147994.61  | 0.13%             | 2031-07-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SNACKING INVESTMENTS US                                                              | SNACKING INVESTMENTS US                                                                                                                                | CUSIP: 000000000<br>LEI: 549300W8K88D3SM86Y18 | Long             | LON              | CORP              | US        |    2300000 | PA      | $2299034.00   | 0.02%             | 2032-10-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                          | MTCHII 6.125 09/15/33 144A                                                                                                                             | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2429533.75   | 0.03%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                        | CWENA 5.75 01/15/34 144A                                                                                                                               | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5404852.75   | 0.06%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 14 LTD                                                                 | BALLY 2020-14A SUB                                                                                                                                     | CUSIP: 05874YAC1<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |    9750000 | PA      | $5483107.50   | 0.06%             | 2037-07-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                                                                 | QTS 2025-1A A2                                                                                                                                         | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1650000 | PA      | $1631630.88   | 0.02%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Phantom 2026-1 Aviation Ltd. / Phantom 2026-1 Aviation LLC                           | PHNTOM 2026-1A A                                                                                                                                       | CUSIP: 71711GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1095742 | PA      | $1074225.47   | 0.01%             | 2051-01-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Par Pacific Holdings                                                                 | Par Pacific Holdings Term Loan B 325 2030-02-01                                                                                                        | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    8838191 | PA      | $8831562.01   | 0.10%             | 2030-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO I LTD                                                                   | MCLO 2013-5A SUB                                                                                                                                       | CUSIP: 56576UAC3<br>LEI: ZQS1X5VM6RB8UXDJ3P66 | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $550.00       | 0.00%             | 2027-11-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EAGLE BIDCO LTD                                                                      | EAGLE BIDCO LTD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800YANPDABTN5JJ43 | Long             | LON              | CORP              | GB        |    8000000 | PA      | $9223410.56   | 0.10%             | 2032-02-27      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ADMIRAL BIDCO GMBH                                                                   | ADMIRAL BIDCO GMBH                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900O4RJ7PDAMUHY66 | Long             | LON              | CORP              | DE        |     200000 | PA      | $229840.99    | 0.00%             | 2032-09-30      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust 2006-HE3                                         | MABS 2006-HE3 A2                                                                                                                                       | CUSIP: 57645JAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8685756 | PA      | $2425277.49   | 0.03%             | 2036-08-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| CUBE INDUSTRIALS BUYER INC                                                           | CIRCOR International Term Loan B 300 2031-10-01                                                                                                        | CUSIP: 22971EAD0<br>LEI: 254900WU707ZFYHRD780 | Long             | LON              | CORP              | US        |    2747319 | PA      | $2742731.35   | 0.03%             | 2031-10-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BP HOLDCO LLC (ASPECT)                                                               | BP HOLDCO LLC (ASPECT)                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37539 | NS      | $22517.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cobham Ultra SeniorCo S.a.r.l.                                                       | COBLN L 08/06/29 1                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |    7000000 | PA      | $8054547.14   | 0.09%             | 2029-08-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 TRUST                                                                   | AASET 2024-1A A2                                                                                                                                       | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3249447 | PA      | $3293586.92   | 0.04%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4011.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2912.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                           | BLDR 6.75 05/15/35 144A                                                                                                                                | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3876282.18   | 0.04%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCTAGON 74 LTD                                                                       | OCT74 2025-2A SUB                                                                                                                                      | CUSIP: 675960AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12750000 | PA      | $6488602.50   | 0.07%             | 2038-04-22      | Variable      | 18.30%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                      | TDG 6.875 12/15/30 144A                                                                                                                                | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     770000 | PA      | $788978.96    | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD                                                           | NAVTR 2021-1 B                                                                                                                                         | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   20030899 | PA      | $19038574.16  | 0.21%             | 2046-11-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| SP TOUCHDOWN HOLDINGS LP USD                                                         | SP TOUCHDOWN HOLDINGS LP USD                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2550000.00   | 0.03%             | 2029-10-26      | Floating      | 6.15%                 | No            |                  3 | On Loan: No      |
| BAYARD PK CLO LTD /LLC                                                               | BYRDPK 2025-1A SUB                                                                                                                                     | CUSIP: 072716AC7<br>LEI: 254900IPTPVQFEN03U12 | Long             | ABS-CBDO         | CORP              | KY        |    3600000 | PA      | $1985832.00   | 0.02%             | 2038-07-26      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                           | DRSLF 2015-37A BR                                                                                                                                      | CUSIP: 26249MAQ0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    3494745 | PA      | $3489903.73   | 0.04%             | 2031-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -66022000 | NC      | $-150213.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -47476000 | NC      | $-138407.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                           | LIBMUT 4.3 02/01/61 144A                                                                                                                               | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   36940000 | PA      | $23023864.94  | 0.25%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | Citigroup Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 6.25% NONCUMULATIVE PREFERRED STOCK, SERIES II                   | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     111600 | NS      | $2750940.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LaserAway                                                                            | LaserAway Term Loan B 575 2027-10-05                                                                                                                   | CUSIP: 51807KAC7<br>LEI: 254900KPMJ49M2JTOZ92 | Long             | LON              | CORP              | US        |   12001816 | PA      | $11896800.41  | 0.13%             | 2027-10-14      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                      | FIHL V7.75 06/15/55                                                                                                                                    | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   20500000 | PA      | $21523770.00  | 0.23%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DRIVE BIDCO BV                                                                       | DRIVE BIDCO BV                                                                                                                                         | CUSIP: 000000000<br>LEI: 254900SO04XJ573VEQ93 | Long             | LON              | CORP              | NL        |    8800000 | PA      | $10161718.77  | 0.11%             | 2031-06-26      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                   | IRM 4.75 01/15/34 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $7043852.58   | 0.08%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -5530 | NC      | $-449312.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                                    | HRI 7.25 06/15/33 144A                                                                                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2428638.54   | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                               | CMS V6.5 06/01/55                                                                                                                                      | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    6710000 | PA      | $6831014.85   | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                 | VIKCRU 5.875 10/15/33 144A                                                                                                                             | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    7080000 | PA      | $6990167.83   | 0.08%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pro Mach                                                                             | Pro Mach Term Loan B 275 2032-10-04                                                                                                                    | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |    2992500 | PA      | $2985018.75   | 0.03%             | 2032-10-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Trust 2018-Rpl5                                                      | LMAT 2021-GS2 A1                                                                                                                                       | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5677720 | PA      | $5687639.29   | 0.06%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MASORANGE FINCO PLC                                                                  | MASORANGE FINCO PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |    6100000 | PA      | $7029114.17   | 0.08%             | 2031-03-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| SHILTON BIDCO LTD                                                                    | SHILTON BIDCO LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300JUUQPK8NFDUB17 | Long             | LON              | CORP              | GB        |   11800000 | PA      | $13522161.53  | 0.15%             | 2030-01-23      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                          | MTCHII 4.125 08/01/30 144A                                                                                                                             | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2511441.99   | 0.03%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cobank ACB                                                                           | COBKAC V4.25 PERP J                                                                                                                                    | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |   24825000 | PA      | $24339030.77  | 0.26%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RWC COMMERCIAL MORTGAGE 2025-1                                                       | RWC 2025-1 C                                                                                                                                           | CUSIP: 78348LAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $296420.34    | 0.00%             | 2040-06-27      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                                                   | AP GRANGE HOLDINGS                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    4900000 | PA      | $5096000.00   | 0.06%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| AUTOSCOUT24 USD 1L TLB CL                                                            | AUTOSCOUT24 USD 1L TLB CL                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    8599982 | PA      | $8218400.57   | 0.09%             | 2031-12-10      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                        | PRGO 5.375 09/30/32 EUR                                                                                                                                | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    3550000 | PA      | $3833759.12   | 0.04%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V A-1 A                                                           | BLUE OWL GP STAKES V A-1 A                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2524119.71   | 0.03%             | 2043-08-22      | Fixed         | 7.11%                 | No            |                  3 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR UNFUNDED                                                    | QTS GOOD NEWS FCLTY REVR UNFUNDED                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6122508 | PA      | $6.12         | 0.00%             | 2028-10-09      | Fixed         | 0.30%                 | No            |                  3 | On Loan: No      |
| ALLO ISSUER LLC                                                                      | ALLO 2025-1A B                                                                                                                                         | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2125240.95   | 0.02%             | 2055-04-20      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Cross 2026 NQM2 Mortgage Trust                                                       | CROSS 2026-NQM3 A3                                                                                                                                     | CUSIP: 227925AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2399508.48   | 0.03%             | 2071-03-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                                                             | GIBRALTAR INDUSTRIES INC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3969231 | PA      | $3944423.08   | 0.04%             | 2033-02-02      | Floating      | 5.92%                 | No            |                  3 | On Loan: No      |
| Sherwood Financing PLC                                                               | ARWLN 7.625 12/15/29 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |   12190000 | PA      | $13667271.45  | 0.15%             | 2029-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                              | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  235670000 | PA      | $236157092.18 | 2.55%             | 2056-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intralot Capital Luxembourg S.A.                                                     | INLOT 6.75 10/15/31 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    6100000 | PA      | $6734022.65   | 0.07%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TACKLE SARL                                                                          | TACKLE SARL                                                                                                                                            | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |   13487022 | PA      | $15549542.48  | 0.17%             | 2028-05-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Farmers Insurance Exchange Inc.                                                      | FARMER V7 10/15/64 144A                                                                                                                                | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $7825845.40   | 0.08%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                          | TCN V6.625 06/09/56 ...                                                                                                                                | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    9505000 | PA      | $9265086.20   | 0.10%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                                  | NATMUT 6.75 05/15/37                                                                                                                                   | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   18119000 | PA      | $17974339.72  | 0.19%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                     | GLD A 2026-04-17 PUT 370                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        583 | NC      | $75207.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                        | OMF 6.125 05/15/30                                                                                                                                     | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   11360000 | PA      | $11108272.62  | 0.12%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                           | ACACN 4.625 08/15/29 144A                                                                                                                              | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    5550000 | PA      | $3935356.60   | 0.04%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO V6 04/01/58                                                                                                                                         | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   30125000 | PA      | $30275984.09  | 0.33%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                               | CITSEC 6.2 06/18/35                                                                                                                                    | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2915754.09   | 0.03%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES CLO 2014-1 LTD                                                           | GRTLK 2014-1A SUB                                                                                                                                      | CUSIP: 39055RAE2<br>LEI: 254900GKX01S4T3NFH46 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $674512.35    | 0.01%             | 2029-10-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Intralot Capital Luxembourg S.A.                                                     | INLOT F 10/15/31 144A                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |   10050000 | PA      | $11091695.04  | 0.12%             | 2031-10-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| CompoSecure/Husky Technologies                                                       | CompoSecure/Husky Technologies Term Loan B 225 2032-12-31                                                                                              | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     600000 | PA      | $597378.00    | 0.01%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| VistaJet                                                                             | VistaJet Term Loan B 375 2031-03-17                                                                                                                    | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   16105499 | PA      | $15914326.64  | 0.17%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                 | RKT 3.875 03/01/31 144A                                                                                                                                | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   21650000 | PA      | $19978145.87  | 0.22%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                  | HWIRE 2024-1A C                                                                                                                                        | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    7250000 | PA      | $7517086.38   | 0.08%             | 2054-06-20      | Fixed         | 9.19%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                                                                                                 | CUSIP: 62916WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2330390 | PA      | $2313721.13   | 0.03%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US Finco Inc                         | SCGALO L 04/04/29 2                                                                                                                                    | CUSIP: 80875CAC1<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    5640000 | PA      | $6358257.83   | 0.07%             | 2029-04-04      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| PROJECT ONYX I                                                                       | PROJECT ONYX I                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13161708 | PA      | $13145410.69  | 0.14%             | 2030-06-26      | Floating      | 6.58%                 | No            |                  3 | On Loan: No      |
| Crocs Inc                                                                            | CROX 4.125 08/15/31 144A                                                                                                                               | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $989816.52    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL16 LLC                                                                    | BDS 2025-FL16 C                                                                                                                                        | CUSIP: 05556XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15208000 | PA      | $15157965.68  | 0.16%             | 2043-07-19      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Kennedy Wilson Inc                                                                   | KW 4.75 02/01/30                                                                                                                                       | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248386.29    | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| First Republic Bank San Francisco                                                    | First Republic Bank San Francisco DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.25% NONCUMULATIVE PERPETUAL SERIES L PREFERRED | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     803675 | NS      | $160.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIT4 GROUP HOLDING BV                                                               | UNIT4 GROUP HOLDING BV                                                                                                                                 | CUSIP: 000000000<br>LEI: 259400UFTFGBNQWX0O86 | Long             | LON              | CORP              | NL        |    6975469 | PA      | $7917973.04   | 0.09%             | 2028-06-30      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| TKO Group Holdings (UFC)                                                             | TKO Group Holdings (UFC) Term Loan B 200 2031-11-01                                                                                                    | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    4295788 | PA      | $4290289.51   | 0.05%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc.                                                           | MTX 5 07/01/28 144A                                                                                                                                    | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    8060000 | PA      | $7923334.72   | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGATTA 34 FUNDING LTD                                                               | REG34 2025-3A SUB                                                                                                                                      | CUSIP: 75904CAC6<br>LEI: 254900DFXK1U6FX6IO06 | Long             | ABS-CBDO         | CORP              | KY        |    9560000 | PA      | $6131784.00   | 0.07%             | 2038-07-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                   | VEGLPL 7.5 05/01/33 144A                                                                                                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    5640000 | PA      | $6199510.56   | 0.07%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Acrec 2025-FL3 LLC                                                                   | ACREC 2025-FL3 C                                                                                                                                       | CUSIP: 00112HAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2675000 | PA      | $2666765.01   | 0.03%             | 2042-08-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                                 | CROSIN 6.5 10/01/30 144A                                                                                                                               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10975000 | PA      | $10460696.46  | 0.11%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC 1L TL CL                                                              | CLIFFWATER LLC 1L TL CL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   14473800 | PA      | $14431761.19  | 0.16%             | 2032-04-22      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| Dominion Energy Inc                                                                  | D V6.2 02/15/56                                                                                                                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5674644.62   | 0.06%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BRANT PT CLO 2025-7 LTD /LLC                                                         | BRTPT 2025-7A SUB                                                                                                                                      | CUSIP: 10548TAC8<br>LEI: 254900SYDO6XHQEXFS10 | Long             | ABS-CBDO         | CORP              | KY        |   12454500 | PA      | $7219375.47   | 0.08%             | 2038-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CELESTE BIDCO BV                                                                     | CELESTE BIDCO BV                                                                                                                                       | CUSIP: 000000000<br>LEI: 984500F89CC5A01B8C37 | Long             | LON              | CORP              | NL        |    3200000 | PA      | $3688994.40   | 0.04%             | 2029-07-02      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                                       | LBMLT 2006-6 2A3                                                                                                                                       | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4012838 | PA      | $1627770.51   | 0.02%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RQ0095                                                                                                                                              | CUSIP: 3142J6C92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   75589738 | PA      | $75978819.25  | 0.82%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEGRA118 WEALTH SOLUTION                                                             | TEGRA118 WEALTH SOLUTIONS INC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900HOKMJFKIA9FR12 | Long             | LON              | CORP              | US        |    3800000 | PA      | $3701846.00   | 0.04%             | 2033-01-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| OBRA LONGEVITY RFF CL A NTS FUNDED                                                   | OBRA LONGEVITY RFF CL A NTS FUNDED                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34300000 | PA      | $35587533.37  | 0.38%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| Sunoco LP                                                                            | SUN 7.25 05/01/32 144A                                                                                                                                 | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1552003.50   | 0.02%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   47570000 | NC      | $260106.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V6.125 PERP TT                                                                                                                                     | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3907169.25   | 0.04%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | TRS MLGGSTRC BESPOKE INDEX                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-80018.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                                                      | MORAN FOODS LLC                                                                                                                                        | CUSIP: 61647DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     199202 | PA      | $0.20         | 0.00%             | 2026-06-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 27 LTD                                            | NEUB 2020-38A ER2                                                                                                                                      | CUSIP: 64133TAN2<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3304826.00   | 0.04%             | 2036-10-20      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOL                                                             | ENGINEERED MACHINERY HOLDINGS INC                                                                                                                      | CUSIP: 000000000<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    8000000 | PA      | $9208987.42   | 0.10%             | 2032-11-26      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2025-1                                            | RMIT 2025-1 C                                                                                                                                          | CUSIP: 75908AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1610814.88   | 0.02%             | 2034-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM 1L DDTL USD UNFUNDED                                                    | HIGGINBOTHAM 1L DDTL USD UNFUNDED                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1750104 | PA      | $1745728.66   | 0.02%             | 2031-05-01      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| ENGINEERED MACHINERY HOLDINGS INC                                                    | ENGINEERED MACHINERY HOL                                                                                                                               | CUSIP: 26658NAT6<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    4267723 | PA      | $4279459.31   | 0.05%             | 2032-11-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-R1                                                                    | CIM 2025-R1 A1                                                                                                                                         | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3788975 | PA      | $3749365.95   | 0.04%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                               | GLP 6.875 01/15/29                                                                                                                                     | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7755781.50   | 0.08%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   95346000 | NC      | $435829.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                              | CHTR 4.5 09/15/42                                                                                                                                      | CUSIP: 88732JBD9<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $814778.71    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POWERGRID SERVICES 1L TL CL                                                          | POWERGRID SERVICES 1L TL CL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7890143 | PA      | $7852311.08   | 0.08%             | 2032-07-01      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.75 PERP EE                                                                                                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5597477.76   | 0.06%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT 1L DDTL FUNDED                                                           | EAGLE POINT 1L DDTL FUNDED                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1050000 | PA      | $1050000.00   | 0.01%             | 2028-03-31      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| Grand River Funding Trust I                                                          | JXN 6.311 02/15/36                                                                                                                                     | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4035342.92   | 0.04%             | 2036-02-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc.                                                                 | BMC L 07/30/31 13                                                                                                                                      | CUSIP: 05988HAP2<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    3278053 | PA      | $3612813.52   | 0.04%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TVL Finance PLC                                                                      | TRAVEL F 06/30/30 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    6150000 | PA      | $6329376.95   | 0.07%             | 2030-06-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                              | SAZKAG 7.25 04/30/30 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |     540000 | PA      | $644859.34    | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Guggenheim Funds Trust                                                               | Guggenheim Limited Duration Fund                                                                                                                       | CUSIP: 40168W129<br>LEI: 54930033G24U3UGWK691 | Long             | EC               | RF                | US        |    5814535 | NS      | $142746825.22 | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BCRED CLO LTD                                                                        | BCRED CLO 2025-1 LLC                                                                                                                                   | CUSIP: 05556FAE3<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | KY        |   21000000 | PA      | $20875652.70  | 0.23%             | 2037-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                            | SR V6.45 06/01/56                                                                                                                                      | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   18085000 | PA      | $18037915.70  | 0.20%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Galaxy Bidco Limited                                                                 | DGGLN 8.125 12/19/29 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 984500645A980C6A3639 | Long             | DBT              | CORP              | JE        |    7500000 | PA      | $10146938.90  | 0.11%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                    | CSCHLD 4.125 12/01/30 144A                                                                                                                             | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   20672000 | PA      | $12405031.33  | 0.13%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                          | ACGB 4.25 03/21/36 172                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |  173840000 | PA      | $113077288.28 | 1.22%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL3 ISSUER LTD                                                        | FSRIA 2021-FL3 D                                                                                                                                       | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   36500000 | PA      | $36005779.05  | 0.39%             | 2036-11-18      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| SAVE-A-LOT                                                                           | SAVE-A-LOT                                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1053728 | NS      | $105.37       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BSPRT 2026-FL13 ISSUER LLC                                                           | BSPRT 2026-FL13 C                                                                                                                                      | CUSIP: 05620GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11928000 | PA      | $11928000.00  | 0.13%             | 2043-10-19      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-2                                                    | VERUS 2025-2 A3                                                                                                                                        | CUSIP: 92540VAE5<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-O            | CORP              | US        |   15237759 | PA      | $15251485.64  | 0.16%             | 2070-03-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | TRS GSGGINFS BESPOKE INDEX                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-62235.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                  | RRR 4.625 12/01/31 144A                                                                                                                                | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3548022.00   | 0.04%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CML - CBS STUDIO CENTER                                                              | CML - CBS STUDIO CENTER                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22000000 | PA      | $19692585.90  | 0.21%             | 2026-12-31      | Floating      | 6.76%                 | No            |                  3 | On Loan: No      |
| United Wholesale Mortgage LLC                                                        | UWMLLC 5.75 06/15/27 144A                                                                                                                              | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4478156.41   | 0.05%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    3701000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ML Mtg Inv Mtg LA                                                                    | MLMI 2007-HE2 A2C                                                                                                                                      | CUSIP: 59024LAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4641473 | PA      | $1273748.86   | 0.01%             | 2037-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| REGATTA 33 FUNDING LTD                                                               | REG33 2025-2A SUB                                                                                                                                      | CUSIP: 75890CAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9420000 | PA      | $6384876.00   | 0.07%             | 2038-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                         | ANGINC V7 12/01/55                                                                                                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7159831.10   | 0.08%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -47560000 | NC      | $-138117.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAGNETITE LII LIMITED                                                                | MAGNE 2025-52A SUB                                                                                                                                     | CUSIP: 559929AC8<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |    4100000 | PA      | $3139370.00   | 0.03%             | 2039-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CUBE SAFETY BIDCO AB                                                                 | CUBE SAFETY BIDCO AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900VV71UO3IOOQZ21 | Long             | LON              | CORP              | SE        |    5850000 | PA      | $6694453.50   | 0.07%             | 2033-02-21      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                                 | CROSIN 6.75 12/01/32 144A                                                                                                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11200000 | PA      | $10538645.60  | 0.11%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2018-1                                          | CLAST 2018-1 A                                                                                                                                         | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2851137 | PA      | $2836935.35   | 0.03%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC                                                               | BSTRM 2023-1A B                                                                                                                                        | CUSIP: 09606BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3437853.22   | 0.04%             | 2053-05-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR 2025-1 AVIATION LTD                                                        | NAVTR 2025-1 A                                                                                                                                         | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |     926119 | PA      | $907399.26    | 0.01%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -40718750 | NC      | $-40735.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                                               | AMPBEV 6.25 01/30/31 144A                                                                                                                              | CUSIP: 03969YAD0<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3296447.89   | 0.04%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                      | CVI 5.75 02/15/28 144A                                                                                                                                 | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    1404000 | PA      | $1388542.52   | 0.02%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                      | NEXUS BUYER LLC                                                                                                                                        | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    3142125 | PA      | $3036518.18   | 0.03%             | 2031-07-31      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans Inc                                                       | RALI 2006-QO2 A3                                                                                                                                       | CUSIP: 761118WA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3182638 | PA      | $524051.30    | 0.01%             | 2046-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -95346000 | NC      | $-276891.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELDRIDGE CLO 2025-1 LTD                                                              | ELD 2025-1A C                                                                                                                                          | CUSIP: 284913AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6200000 | PA      | $6211024.84   | 0.07%             | 2038-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SAPHILUX SARL                                                                        | SAPHILUX SARL                                                                                                                                          | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |   22554650 | PA      | $22503902.05  | 0.24%             | 2028-07-27      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                                          | SCIL IV LLC                                                                                                                                            | CUSIP: 80881LAB5<br>LEI: 9845009F6D37C41A8572 | Long             | LON              | CORP              | GB        |    4550000 | PA      | $5214632.24   | 0.06%             | 2032-10-29      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   79284000 | NC      | $362890.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AASET 2024-2 LTD                                                                     | AASET 2024-2A A                                                                                                                                        | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   12915409 | PA      | $13010545.20  | 0.14%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    8257000 | NC      | $3153.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA FOOD PRODUCTS LLC                                                            | FLORIDA FOOD PRODUCTS LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7242282 | PA      | $5237111.55   | 0.06%             | 2030-10-18      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Sunrise Finco I BV                                                                   | SUNN 4.875 07/15/31 144A                                                                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   20200000 | PA      | $19231208.00  | 0.21%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CPI CG Inc.                                                                          | CPICAR 10 07/15/29 144A                                                                                                                                | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |   11652000 | PA      | $12297054.72  | 0.13%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Sothebys / Bidfair Holdings Inc.                                                     | BID 5.875 06/01/29 144a                                                                                                                                | CUSIP: 83600GAA2<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8825261.44   | 0.10%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                      | PSX V5.875 03/15/56 A                                                                                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1718000 | PA      | $1691814.42   | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHECKERS TOPCO LLC CLASS A UNITS                                                     | CHECKERS TOPCO LLC CLASS A UNITS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     158620 | NS      | $631307.60    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                                                                | HOPE GAS HOLDINGS LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2595765.42   | 0.03%             | 2035-09-01      | Fixed         | 6.08%                 | No            |                  3 | On Loan: No      |
| Five Guys Funding LLC                                                                | GUYS 2023-1A A2                                                                                                                                        | CUSIP: 33830JAE5<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |    9233125 | PA      | $9404159.41   | 0.10%             | 2054-01-25      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| SunSource Holdings                                                                   | STS OPERATING INC                                                                                                                                      | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |   16426940 | PA      | $16409855.70  | 0.18%             | 2031-03-25      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| OSAT 2021-RPL1 TRUST                                                                 | OSAT 2021-RPL1 A1                                                                                                                                      | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5536162 | PA      | $5539265.88   | 0.06%             | 2065-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM10                            | MSRM 2025-NQM10 XS                                                                                                                                     | CUSIP: 617955AN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  252640630 | PA      | $9873145.29   | 0.11%             | 2070-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM6 TRUST                                                                  | OBX 2024-NQM6 M1                                                                                                                                       | CUSIP: 67118XAD7<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-O            | CORP              | US        |    6901000 | PA      | $6954170.82   | 0.08%             | 2064-02-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                                                             | MB2 DENTAL SOLUTIONS LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      40400 | PA      | $36890.04     | 0.00%             | 2031-02-13      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| OWL ROCK CLO I LLC                                                                   | OR 2019-1A C                                                                                                                                           | CUSIP: 69121XAD8<br>LEI: 254900UH3TN3NOFGWD32 | Long             | ABS-CBDO         | CORP              | US        |   17250000 | PA      | $17244266.10  | 0.19%             | 2036-02-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                              | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  859688428 | PA      | $845981839.40 | 9.15%             | 2056-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2003-W5          | ARSI 2006-W5 A1A                                                                                                                                       | CUSIP: 04012XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7522591 | PA      | $4978036.18   | 0.05%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| KREF 2021-Fl2 Ltd.                                                                   | KREF 2021-FL2 AS                                                                                                                                       | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   11000000 | PA      | $10852154.50  | 0.12%             | 2039-02-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM2 TRUST                                                                 | GCAT 2023-NQM2 A3                                                                                                                                      | CUSIP: 36169DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1963895 | PA      | $1956959.25   | 0.02%             | 2067-11-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST 2022-MHIL                                              | MHP 2022-MHIL E                                                                                                                                        | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7200000 | PA      | $7195500.00   | 0.08%             | 2039-01-18      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Dye & Durham Corp.                                                                   | DNDCN 8.625 04/15/29 144A                                                                                                                              | CUSIP: 267486AA6<br>LEI: 549300XUQDPIC5QRY347 | Long             | DBT              | CORP              | CA        |   14745000 | PA      | $12341565.00  | 0.13%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| RL DATIX 1L TL FACILITY B GBP                                                        | RL DATIX 1L TL FACILITY B GBP                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   12072000 | PA      | $15627806.15  | 0.17%             | 2031-04-30      | Floating      | 8.97%                 | No            |                  3 | On Loan: No      |
| RALI SERIES 2006-QO8 TRUST                                                           | RALI 2006-QO8 1A3A                                                                                                                                     | CUSIP: 75115FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2111002 | PA      | $2059487.86   | 0.02%             | 2046-10-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        | -142713000 | NC      | $-543205.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Sheet Ingot GmbH                                                             | HNDLIN 3.375 04/15/29 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    4500000 | PA      | $4934821.95   | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                                                       | PSHNA 3.25 10/01/31 144A                                                                                                                               | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   31500000 | PA      | $28277418.02  | 0.31%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H6 MORTGAGE TRUST                                                         | CROSS 2025-H6 A3                                                                                                                                       | CUSIP: 22758TAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1199331 | PA      | $1198477.11   | 0.01%             | 2070-07-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        | -127576000 | NC      | $-370489.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2025-3                                          | CLAST 2025-3A A                                                                                                                                        | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1071075 | PA      | $1057265.26   | 0.01%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                                                          | Gold Futures, Jun-2026,ETH                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        107 | NC      | $2417925.01   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN V7.125 04/15/55                                                                                                                                  | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2100000 | PA      | $2148904.82   | 0.02%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Quikrete                                                                             | Quikrete Term Loan B-3 (Incremental) 225 2032-01-23                                                                                                    | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    7583400 | PA      | $7564441.50   | 0.08%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AASET 2025-1 LTD                                                                     | AASET 2025-1A A                                                                                                                                        | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    7122995 | PA      | $7165446.78   | 0.08%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE11 LTD                                                                 | AREIT 2025-CRE11 B                                                                                                                                     | CUSIP: 04002DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7231000 | PA      | $7207117.45   | 0.08%             | 2043-07-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ATLAS SP AIRCRAFT LOAN PARTICIPATI                                                   | ATLAS SP AIRCRAFT LOAN PARTICIPATI                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17550000 | PA      | $17550000.00  | 0.19%             | 2030-12-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA8764                                                                                                                                              | CUSIP: 3133KQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16357386 | PA      | $16204239.39  | 0.18%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                  | FSK 3.25 07/15/27                                                                                                                                      | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $20173684.86  | 0.22%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EASY STREET MORTGAGE LOAN TRUST 2025-RTL2                                            | EASY 2025-RTL2 A1                                                                                                                                      | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24450000 | PA      | $24475794.75  | 0.26%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO 1 LP                                                                 | EVERGREEN ACQCO 1 LP                                                                                                                                   | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |    2281458 | PA      | $2282416.55   | 0.02%             | 2032-09-17      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| DYAL IV ISSUER A                                                                     | DYAL IV ISSUER A                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7117500 | PA      | $6490021.10   | 0.07%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD                              | JCPDL 2025-1A D                                                                                                                                        | CUSIP: 47235BAJ2<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |   17600000 | PA      | $17030826.56  | 0.18%             | 2037-10-15      | Floating      | 7.01%                 | No            |                  3 | On Loan: No      |
| Kane Bidco Ltd.                                                                      | TRUEPT 7.75 07/15/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    1625000 | PA      | $2132491.88   | 0.02%             | 2031-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2006-HE8 A2D                                                                                                                                      | CUSIP: 61750SAF9<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |   17346198 | PA      | $7512598.32   | 0.08%             | 2036-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Golden Nugget                                                                        | Golden Nugget Term Loan B 400 2029-01-03                                                                                                               | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   18490100 | PA      | $18104211.43  | 0.20%             | 2029-01-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC3 TRUS                                                                 | HOMES 2025-AFC3 A3                                                                                                                                     | CUSIP: 43762AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11219476 | PA      | $11185981.41  | 0.12%             | 2060-08-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2006-1                                           | AHMA 2006-1 1A2                                                                                                                                        | CUSIP: 02660WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4784362 | PA      | $4521250.52   | 0.05%             | 2046-05-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| RAINBOW UK BIDCO LTD                                                                 | Rainbow UK Bidco Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    9750000 | PA      | $12862892.17  | 0.14%             | 2029-02-01      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                   | BX 2025-VOLT A                                                                                                                                         | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3350000 | PA      | $3339531.25   | 0.04%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES SERIES 2006-M3 INC                                    | ARSI 2006-M3 A1                                                                                                                                        | CUSIP: 03076MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17060178 | PA      | $9604631.39   | 0.10%             | 2036-10-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |   -1436613 | NC      | $-1587.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Copper River CLO Ltd                                                                 | Copper River CLO Ltd                                                                                                                                   | CUSIP: 217563AC9<br>LEI: 5493005HHHXVM8NBWY47 | Long             | ABS-CBDO         | CORP              | KY        |    8150000 | PA      | $815.00       | 0.00%             | 2021-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc.                                                  | CMP 8 07/01/30 144A                                                                                                                                    | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   20360000 | PA      | $21068853.76  | 0.23%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Ixis Real Estate Cap                                                  | MSIX 2006-2 A4                                                                                                                                         | CUSIP: 617463AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20047393 | PA      | $6466178.42   | 0.07%             | 2036-11-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 4.9 08/15/44                                                                                                                                      | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1797000 | PA      | $1116885.82   | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.3 01/15/56                                                                                                                                        | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4510000 | PA      | $4440937.87   | 0.05%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM3 TRUST                                                                 | GCAT 2025-NQM3 A3                                                                                                                                      | CUSIP: 36171MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18227580 | PA      | $18287025.43  | 0.20%             | 2070-05-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                                               | PRM 6.25 01/15/34 144A                                                                                                                                 | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10570000 | PA      | $10366531.73  | 0.11%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                                                 | Ingenovis Health Inc                                                                                                                                   | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12093618 | PA      | $3305548.63   | 0.04%             | 2028-03-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Miter Brands (MI Windows and Doors)                                                  | Miter Brands (MI Windows and Doors) Term Loan B 300 2031-03-01                                                                                         | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    3538440 | PA      | $3249455.36   | 0.04%             | 2031-03-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower Inc.                                                               | CVT 8 06/15/30 144A                                                                                                                                    | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $5087930.47   | 0.06%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RE-REMIC TRUST                                                        | MSRR 2010-R5 4B                                                                                                                                        | CUSIP: 61759HBA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     288519 | PA      | $290790.83    | 0.00%             | 2036-06-26      | Variable      | 7.07%                 | No            |                  3 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                                                                                                 | CUSIP: 62916WAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1865030 | PA      | $1788916.91   | 0.02%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust 2015-4r                                                | NMRR 2015-4R 5A1                                                                                                                                       | CUSIP: 65540WCC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     306561 | PA      | $302203.22    | 0.00%             | 2036-03-26      | Variable      | 3.66%                 | No            |                  3 | On Loan: No      |
| Rockies Express Pipeline LLC                                                         | ROCKIE 6.875 04/15/40 144A                                                                                                                             | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1916273.13   | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3024.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIGHTNING 2022-1 A FUNDED                                                            | LIGHTNING 2022-1 A FUNDED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   34800000 | PA      | $32984970.19  | 0.36%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| MAST 2026-1 LTD / MAST 2026-1 LLC                                                    | MASTT 2026-1A A                                                                                                                                        | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3330059 | PA      | $3273362.53   | 0.04%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VDK GROEP BV                                                                         | VDK GROEP BV                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    1900000 | PA      | $2189945.18   | 0.02%             | 2032-02-19      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3072.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                   | VOD V5.125 06/04/81                                                                                                                                    | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   16875000 | PA      | $13116196.69  | 0.14%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| At&T Mobility II LLC                                                                 | At&T Mobility II LLC 6.8% PFD INT SER B                                                                                                                | CUSIP: 04651L305<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      27000 | NS      | $27723778.61  | 0.30%             |  |  |  | No            |                  3 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2025-1                                                 | SGR 2025-1 A3                                                                                                                                          | CUSIP: 81880NAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6178870 | PA      | $6144418.03   | 0.07%             | 2065-12-26      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                 | ASUCOR 8 12/31/32 144A                                                                                                                                 | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $6302496.54   | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD                                            | NEUB 2019-32RA C                                                                                                                                       | CUSIP: 64135XAE1<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |    5800000 | PA      | $5803700.98   | 0.06%             | 2039-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB6311                                                                                                                                              | CUSIP: 3140QSAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30193527 | PA      | $29928682.33  | 0.32%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                                                | CSV 4.25 05/15/29 144A                                                                                                                                 | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4564670.77   | 0.05%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Darktrace                                                                            | Darktrace First-lien Term Loan 325 2031-06-12                                                                                                          | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17526159 | PA      | $16739760.29  | 0.18%             | 2031-10-09      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                                                                                                 | CUSIP: 62916WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5233945 | PA      | $5242320.53   | 0.06%             | 2071-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                               | NFICN 9.25 07/01/30 144A                                                                                                                               | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5932066.50   | 0.06%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| State Street Spdr S&p 500 Etf Trust                                                  | State Street Spdr S&p 500 Etf Trust TR UNIT                                                                                                            | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      25000 | NS      | $16258500.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RALI SERIES 2007-QO2 TRUST                                                           | RALI 2007-QO2 A1                                                                                                                                       | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12616122 | PA      | $3657856.56   | 0.04%             | 2047-02-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| ACCURIDE 1L EXIT TL                                                                  | ACCURIDE 1L EXIT TL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2589312 | PA      | $4769691.39   | 0.05%             | 2030-03-07      | Floating      | 4.08%                 | No            |                  3 | On Loan: No      |
| Pennymac Financial Services Inc                                                      | PFSI 7.125 11/15/30 144A                                                                                                                               | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $9217261.27   | 0.10%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                        | SAZGR F 10/15/32 144A                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    1900000 | PA      | $2178352.01   | 0.02%             | 2032-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Gen II Fund Services (PEX Holdings)                                                  | Gen II Fund Services (PEX Holdings) Term Loan B 275 2031-11-07                                                                                         | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    6237000 | PA      | $6153860.79   | 0.07%             | 2031-11-19      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| First Nlc Trust 2005-2                                                               | FNLC 2007-1 A1                                                                                                                                         | CUSIP: 32115BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4341092 | PA      | $2178910.37   | 0.02%             | 2037-08-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| First Republic Bank San Francisco                                                    | First Republic Bank San Francisco DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.5% NONCUMULATIVE PERPETUAL SERIES N PREFERRED  | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     238300 | NS      | $47.66        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                             | JANEST 6.125 11/01/32 144A                                                                                                                             | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4944443.50   | 0.05%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| POWERGRID SERVICES 1L REV CL UNFUN                                                   | POWERGRID SERVICES 1L REV CL UNFUN                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     345255 | PA      | $345255.38    | 0.00%             | 2030-03-31      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| XPLORE INC - SYNDICATED LNS                                                          | XPLORE INC - SYNDICATED LNS                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     204119 | NS      | $146753.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOPPER MERGER SUB INC                                                                | HOPPER MERGER SUB INC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |   14850000 | PA      | $14664375.00  | 0.16%             | 2033-01-14      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| BIDCO SB SAS                                                                         | BIDCO SB SAS                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     200000 | PA      | $228338.58    | 0.00%             | 2032-07-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON 1L TLB CL EURO                                                        | GRANT THORNTON 1L TLB CL EURO                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4800000 | PA      | $5415610.20   | 0.06%             | 2032-09-11      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| VISMA ASA                                                                            | VISMA ASA                                                                                                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXB1YO53 | Long             | LON              | CORP              | NO        |   13796596 | PA      | $15785278.74  | 0.17%             | 2028-12-05      | Floating      | 5.82%                 | No            |                  3 | On Loan: No      |
| American Airlines Pass Through Trust 2017-1AA                                        | AAL 3.65 02/15/29 AA                                                                                                                                   | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295100 | PA      | $286911.56    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                           | DVA 4.625 06/01/30 144A                                                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    8678000 | PA      | $8344028.91   | 0.09%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust 2006-HE3                                         | MABS 2006-HE3 A3                                                                                                                                       | CUSIP: 57645JAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7302643 | PA      | $2039022.94   | 0.02%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                              | SSNC 6.5 06/01/32 144A                                                                                                                                 | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4500153.00   | 0.05%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTISAN NEWCO BV                                                                     | ARTISAN NEWCO BV                                                                                                                                       | CUSIP: 000000000<br>LEI: 7245009YIYR683H17R35 | Long             | LON              | CORP              | NL        |   11325000 | PA      | $12998385.86  | 0.14%             | 2032-03-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                                | Jackson Financial Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED-RATE RESET NONCUMULATIVE PERPETUAL PREFERRED STOCK | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     284000 | NS      | $7085800.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetwater Sound                                                                     | Sweetwater Sound Term Loan B 400 2033-02-01                                                                                                            | CUSIP: 87168EAD6<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |   10546759 | PA      | $10540220.19  | 0.11%             | 2033-02-11      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MIRABELA NICKEL LTD                                                                  | MBNAU 9.5 06/24/19 144A                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1885418 | PA      | $4713.55      | 0.00%             | 2019-06-24      | Fixed         | 9.50%                 | Yes           |                  3 | On Loan: No      |
| BXMT 2026-FL6 LTD                                                                    | BXMT 2026-FL6 B                                                                                                                                        | CUSIP: 05620AAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $991462.70    | 0.01%             | 2043-08-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | TRS SPY US EQUITY                                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $2654289.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                      | PFSI 6.75 02/15/34 144A                                                                                                                                | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6082949.80   | 0.07%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MACH 1 CAYMAN LTD                                                                    | MAACH 2019-1 A                                                                                                                                         | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2489990 | PA      | $2469198.26   | 0.03%             | 2039-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 7.15 01/15/51                                                                                                                                      | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1876380.45   | 0.02%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| TransMontaigne                                                                       | TransMontaigne Term Loan B 250 2028-11-01                                                                                                              | CUSIP: 89376WAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1000000 | PA      | $997750.00    | 0.01%             | 2028-11-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |   -1453430 | NC      | $-521063.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 Trust                                                                 | GCAT 2025-NQM4 A3                                                                                                                                      | CUSIP: 367923AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11156737 | PA      | $11181238.14  | 0.12%             | 2070-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FACILITIES GROUP 1L DDTL FUNDED                                                      | FACILITIES GROUP 1L DDTL FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8222497 | PA      | $8118158.87   | 0.09%             | 2027-11-30      | Floating      | 9.52%                 | No            |                  3 | On Loan: No      |
| Focus Financial Partners LLC                                                         | FOCS 6.75 09/15/31 144A                                                                                                                                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   14685000 | PA      | $14584355.32  | 0.16%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STADA (NIDDA HEALTH) 1L TLB CL GBP                                                   | STADA (NIDDA HEALTH) 1L TLB CL GBP                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    1000000 | PA      | $1321467.84   | 0.01%             | 2030-02-21      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MB2 1L DDTL CL TRANCHE 2 FUNDED                                                      | MB2 1L DDTL CL TRANCHE 2 FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2068194 | PA      | $2039398.99   | 0.02%             | 2031-02-13      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                 | AREIT 2025-CRE10 B                                                                                                                                     | CUSIP: 00193DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5200000 | PA      | $5151884.92   | 0.06%             | 2030-01-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Symetra Life Insurance Co.                                                           | SYA 6.55 10/01/55 144A                                                                                                                                 | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3256392.69   | 0.04%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BSPRT 2024-FL11 ISSUER LLC                                                           | BSPRT 2024-FL11 C                                                                                                                                      | CUSIP: 05613RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7825000 | PA      | $7816002.03   | 0.08%             | 2039-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Keenova                                                                              | Keenova                                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37667 | NS      | $3245652.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -66021000 | NC      | $-150211.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1                                          | CLAST 2019-1A A                                                                                                                                        | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    1221979 | PA      | $1209802.99   | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES SERIES 2006-M3 INC                                    | Ameriquest Mortgage Securities Trust 2006-M3                                                                                                           | CUSIP: 03076MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29734166 | PA      | $8946945.15   | 0.10%             | 2036-10-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| IMAGEFIRST HOLDINGS LLC                                                              | IMAGEFIRST HOLDINGS LLC                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2238750 | PA      | $2227556.25   | 0.02%             | 2032-03-12      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Gen Digital (fka NortonLifelock)                                                     | Gen Digital (fka NortonLifelock) Term Loan B (Incremental) 175 2032-02-09                                                                              | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    5657250 | PA      | $5561812.19   | 0.06%             | 2032-02-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                                                                 | DS ADMIRAL BIDCO LLC                                                                                                                                   | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |   19673166 | PA      | $18406804.55  | 0.20%             | 2031-06-26      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                     | VBTEL 2024-1A F                                                                                                                                        | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5950000 | PA      | $6103334.48   | 0.07%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                 | NCLH 6.25 09/15/33 144A                                                                                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2200000 | PA      | $2134744.48   | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2026-HE2                                                                 | FIGRE 2026-HE2 C                                                                                                                                       | CUSIP: 31684VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13600000 | PA      | $13496467.28  | 0.15%             | 2056-01-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                               | GLP 8.25 01/15/32 144A                                                                                                                                 | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2273590.00   | 0.02%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                       | AMSIND 6.375 03/15/33 144A                                                                                                                             | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     254000 | PA      | $255257.30    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                               | Arconic Rolled Products Corp Term Loan B 275 2030-08-01                                                                                                | CUSIP: 04287KAG6<br>LEI: 254900G9F9HA5EP57J39 | Long             | LON              | CORP              | US        |    3524877 | PA      | $3529282.85   | 0.04%             | 2030-08-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FIRSTDIGITAL 1L TL                                                                   | FIRSTDIGITAL 1L TL                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10327475 | PA      | $10164269.49  | 0.11%             | 2026-12-17      | Floating      | 8.53%                 | No            |                  3 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                                                   | TERMINAL INVESTMENT LIMITED HOLDIN                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    9800000 | PA      | $9735465.57   | 0.11%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| CHRYSAOR BIDCO SARL                                                                  | CHRYSAOR BIDCO SARL                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | US        |    5532658 | PA      | $5518826.32   | 0.06%             | 2031-10-30      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                    | CLARIOS GLOBAL LP                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | N/A       |    1155375 | PA      | $1150684.18   | 0.01%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                        | OMF 7.875 03/15/30                                                                                                                                     | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2296149.47   | 0.02%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                                                                | HOPE GAS HOLDINGS LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2192522.47   | 0.02%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| PARTS EUROPE SA                                                                      | PARTS EUROPE SA                                                                                                                                        | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |    3550000 | PA      | $4096457.82   | 0.04%             | 2031-02-03      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Flow Control Group                                                                   | Flow Control Group Term Loan B 325 2033-02-17                                                                                                          | CUSIP: 30260UAM7<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |   18648601 | PA      | $18625289.86  | 0.20%             | 2033-02-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                      | WHR 4.6 05/15/50                                                                                                                                       | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     990000 | PA      | $658292.62    | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Gibson Brands                                                                        | Gibson Brands Term Loan B 500 2028-06-12                                                                                                               | CUSIP: 37476YAB8<br>LEI: 549300KU4ACNZQGB7J14 | Long             | LON              | CORP              | US        |    7968000 | PA      | $7327691.52   | 0.08%             | 2028-08-14      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                     | ARETEC GROUP INC                                                                                                                                       | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |   22360927 | PA      | $22058160.17  | 0.24%             | 2030-08-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                                                            | MIDCAP FUNDING XLVI TRUST                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19600000 | PA      | $19600000.00  | 0.21%             | 2028-04-15      | Floating      | 6.49%                 | No            |                  3 | On Loan: No      |
| White Cap                                                                            | White Cap Term Loan B 325 2029-10-01                                                                                                                   | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    1283750 | PA      | $1231925.01   | 0.01%             | 2029-10-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| EP Wealth Advisors                                                                   | EP Wealth Advisors Term Loan B 300 2032-09-22                                                                                                          | CUSIP: 29416NAB2<br>LEI: 254900EMIFA00FZWU856 | Long             | LON              | CORP              | US        |    1000000 | PA      | $1000000.00   | 0.01%             | 2032-10-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Nassau Companies Of New York                                                         | NASSAU 7.875 07/15/30 144A                                                                                                                             | CUSIP: 63155AAA6<br>LEI: 549300Q3ENSFI87YLC32 | Long             | DBT              | CORP              | US        |   11442000 | PA      | $10451907.72  | 0.11%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.HY.43.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1943878.44  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                                                      | MORAN FOODS LLC                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     459424 | PA      | $0.46         | 0.00%             | 2026-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC                                                       | FSRIA 2026-FL11 C                                                                                                                                      | CUSIP: 30343TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9289000 | PA      | $9249597.92   | 0.10%             | 2044-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V6.85 PERP                                                                                                                                          | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4069000 | PA      | $4147584.60   | 0.04%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FLORIDA FOOD 1L FLFO TL CL INCR                                                      | FLORIDA FOOD 1L FLFO TL CL INCR                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1441700 | PA      | $1412865.64   | 0.02%             | 2030-10-18      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                                             | BETCLIC EVEREST GROUP SA                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   13150000 | PA      | $14950496.36  | 0.16%             | 2031-12-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2021-CRE6 ISSUER LTD                                                        | LNCR 2021-CRE6 D                                                                                                                                       | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11300000 | PA      | $11287715.77  | 0.12%             | 2038-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Cab                                                                                  | BIOGRP 3.375 02/01/28 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |    4100000 | PA      | $4588131.59   | 0.05%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT 1L TL                                                                    | EAGLE POINT 1L TL                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1050000.00   | 0.01%             | 2028-03-31      | Floating      | 7.62%                 | No            |                  3 | On Loan: No      |
| HOMES 2025-AFC2 TRUST                                                                | HOMES 2025-AFC2 A2                                                                                                                                     | CUSIP: 43761YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1506059 | PA      | $1506638.68   | 0.02%             | 2060-06-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 52 LLC                                                         | CERB 2025-3A D                                                                                                                                         | CUSIP: 15675MAG8<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |    6800000 | PA      | $6731095.60   | 0.07%             | 2037-10-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                         | American National Group Inc. DEPOSITARY SHARE REPRESENTING 1/1000TH, 7.375% FIXED-RATE NON-CUMULATIVE PREFERRED STOCK SERIES D                         | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     369000 | NS      | $8708400.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings Inc                                                              | ZAYO L 03/11/30 1                                                                                                                                      | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    3939826 | PA      | $3862369.19   | 0.04%             | 2030-03-11      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group (Citrix/TIBCO)                                                  | Cloud Software Group (Citrix/TIBCO) Term Loan B 325 2031-03-01                                                                                         | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   15535965 | PA      | $14184335.97  | 0.15%             | 2031-03-24      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                                                              | MOTEL ONE GMBH/MUENCHEN                                                                                                                                | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | LON              | CORP              | DE        |    3000000 | PA      | $3447961.61   | 0.04%             | 2032-06-30      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Electronic Arts                                                                      | Electronic Arts Term Loan B 350 2033-03-14                                                                                                             | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    4300000 | PA      | $4273125.00   | 0.05%             | 2033-03-14      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                                                                | TIGER ACQUISITION LLC                                                                                                                                  | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    4169050 | PA      | $4170092.26   | 0.05%             | 2032-08-23      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings                                                           | Blackhawk Network Holdings Term Loan B 350 2029-03-01                                                                                                  | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |   14490397 | PA      | $14283908.84  | 0.15%             | 2029-03-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE LLC 3.69 03/24/2031                                                   | CEAMER FINANCE LLC 3.69 03/24/2031                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2066292 | PA      | $1999227.78   | 0.02%             | 2031-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| Congruex Group LLC                                                                   | Congruex Group LLC Term Loan B 575 2029-04-04                                                                                                          | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |    2977923 | PA      | $2002146.90   | 0.02%             | 2029-05-03      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| TAILWIND 2019-1 AVIATION LTD                                                         | TLWND 2019-1 B                                                                                                                                         | CUSIP: 87404LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    4716821 | PA      | $4650030.88   | 0.05%             | 2044-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Kane Bidco Ltd.                                                                      | TRUEPT F 07/15/32 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    5700000 | PA      | $6556448.89   | 0.07%             | 2032-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Froneri                                                                              | Froneri Term Loan B 200 2031-09-02                                                                                                                     | CUSIP: 000000000<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | US        |    3168000 | PA      | $3100363.20   | 0.03%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| GD TOWERS (SALSA HLDG) 1L TL EUR                                                     | GD TOWERS (SALSA HLDG) 1L TL EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   19650000 | PA      | $22437959.00  | 0.24%             | 2032-11-18      | Floating      | 5.68%                 | No            |                  3 | On Loan: No      |
| AASET MT-1 LTD                                                                       | AASET 2025-2A A                                                                                                                                        | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    7996714 | PA      | $7976991.05   | 0.09%             | 2050-02-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                                                  | RECESS HOLDINGS INC                                                                                                                                    | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   23331710 | PA      | $23356674.73  | 0.25%             | 2030-02-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Savage Enterprises                                                                   | Savage Enterprises Term Loan B 250 2032-07-19                                                                                                          | CUSIP: 80465JAJ7<br>LEI: 549300OONATO5UYKLU88 | Long             | LON              | CORP              | US        |    3631750 | PA      | $3627791.39   | 0.04%             | 2032-08-05      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cidron Atrium SE                                                                     | ALLOHE 5.625 02/15/33 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 2549004YHD7GOLT9Y166 | Long             | DBT              | CORP              | DE        |    3700000 | PA      | $4062285.50   | 0.04%             | 2033-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                                                | CAPSTONE BORROWER INC                                                                                                                                  | CUSIP: 14071CAE8<br>LEI: 254900YSP2BAI3YKIX08 | Long             | LON              | CORP              | US        |   16756918 | PA      | $15902314.74  | 0.17%             | 2030-06-17      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                                           | ENTAIN PLC                                                                                                                                             | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | GB        |    3295850 | PA      | $3815831.75   | 0.04%             | 2028-06-30      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SOLRR AIRCRAFT 2021-1 LTD                                                            | SOLRR 2021-1 B                                                                                                                                         | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   11202029 | PA      | $10671772.30  | 0.12%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR FUNDED                                                      | QTS GOOD NEWS FCLTY REVR FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5798613 | PA      | $5798613.27   | 0.06%             | 2028-10-09      | Floating      | 6.95%                 | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -79283000 | NC      | $-301773.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIORITY 1 ISSUER LOGISTICS DAC                                                      | PRPM 2025-RCF3 A2                                                                                                                                      | CUSIP: 69392PAB1<br>LEI: 635400FLODFXG5M9HI42 | Long             | ABS-O            | CORP              | IE        |     200000 | PA      | $198944.92    | 0.00%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| TSG SOLUTIONS HOLDING                                                                | TSG SOLUTIONS HOLDING                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500LKBUJJXR2GYZ38 | Long             | LON              | CORP              | FR        |    3000000 | PA      | $3454098.37   | 0.04%             | 2032-05-28      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Pacific Bells                                                                        | Pacific Bells Term Loan B (Add-on) 375 2028-11-10                                                                                                      | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |   21176122 | PA      | $21202591.87  | 0.23%             | 2028-11-10      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BRANT POINT CLO 2025-8 LTD                                                           | BRTPT 2025-8A SUB                                                                                                                                      | CUSIP: 10548BAC7<br>LEI: 254900QLG6324SEVZ278 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $2848800.00   | 0.03%             | 2038-03-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                                            | Federal Agricultural Mortgage Corporation 5.750% NON-CUMULATIVE PREFERRED STOCK, SERIES E                                                              | CUSIP: 313148850<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |     272820 | NS      | $5892912.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG Inc.                                                              | VENLNG 9.5 02/01/29 144A                                                                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $9407261.28   | 0.10%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TALBOT PARTICIPATION SAS                                                             | TALBOT PARTICIPATION SAS                                                                                                                               | CUSIP: 000000000<br>LEI: 213800YELAANTUZKN615 | Long             | LON              | CORP              | FR        |    7750000 | PA      | $8907681.99   | 0.10%             | 2032-07-27      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-2 LLC                                                                      | PRPM 2026-2 A1                                                                                                                                         | CUSIP: 74390XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1240594 | PA      | $1236651.06   | 0.01%             | 2031-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                                    | CONGLO 6.75 02/28/30 144A                                                                                                                              | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    4800000 | PA      | $4853952.00   | 0.05%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                        | FUN 6.625 05/01/32 144A                                                                                                                                | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5436909.65   | 0.06%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2006-6                                           | AHMA 2006-6 A2A                                                                                                                                        | CUSIP: 008684AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5879402 | PA      | $5269041.53   | 0.06%             | 2046-12-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                            | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6480.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BSPDF 2026-FL3 ISSUER LLC                                                            | BSPDF 2026-FL3 C                                                                                                                                       | CUSIP: 05594VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6150000 | PA      | $6110632.62   | 0.07%             | 2043-09-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                   | MTN 5.625 07/15/30 144A                                                                                                                                | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6247883.25   | 0.07%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US Fertility                                                                         | US Fertility Term Loan B 350 2032-11-29                                                                                                                | CUSIP: 90356EAG5<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |    6869211 | PA      | $6843450.99   | 0.07%             | 2032-12-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6.05 05/15/56                                                                                                                                     | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4543919.44   | 0.05%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | 5-Year T-Note Futures, Jun-2026,ETH                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1051 | NC      | $-88997.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Obsidian Issuer 2025-1 LLC                                                           | OBSI 2025-1A A                                                                                                                                         | CUSIP: 67449HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21900000 | PA      | $21667344.36  | 0.23%             | 2055-05-15      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Telus Corp.                                                                          | TCN V7 10/15/55                                                                                                                                        | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    6350000 | PA      | $6482391.15   | 0.07%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Grand River Funding Trust II                                                         | JXN 7.28 02/15/56 144A                                                                                                                                 | CUSIP: 38644CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6694402.69   | 0.07%             | 2056-02-15      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2021-1A B                                                                                                                                          | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4925000 | PA      | $4869897.13   | 0.05%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                  | GRADE 2025-LOC4 M1                                                                                                                                     | CUSIP: 79589VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1003496.50   | 0.01%             | 2055-06-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| SNF Group SA                                                                         | SNFF 5.626 03/31/31 144A                                                                                                                               | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    3500000 | PA      | $3541300.00   | 0.04%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST 2021-FILM                                                                | BXHPP 2021-FILM C                                                                                                                                      | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21644000 | PA      | $18776170.00  | 0.20%             | 2036-08-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC                                                                      | Blue Ribbon Llc                                                                                                                                        | CUSIP: 69382EAB8<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |    5635360 | PA      | $5297238.09   | 0.06%             | 2028-05-08      | Floating      | 5.82%                 | No            |                  3 | On Loan: No      |
| Cerberus Loan Funding XL LLC                                                         | CERB 2023-1A C                                                                                                                                         | CUSIP: 15675AAE9<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |   12750000 | PA      | $12751139.85  | 0.14%             | 2035-03-22      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                    | FDX 3.875 08/01/42 *                                                                                                                                   | CUSIP: 31428XDM5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     285000 | PA      | $225080.80    | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2025-NQM3                                        | GSMBS 2025-NQM3 A3                                                                                                                                     | CUSIP: 36274TAC3<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-O            | CORP              | US        |    4851925 | PA      | $4856552.35   | 0.05%             | 2065-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-1                                                         | YAK BLOCKER 2 LLC SERIES C-1                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      74424 | NS      | $66442.66     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ANCHOR MORTGAGE TRUST 2025-RTL1                                                      | ANCHR 2025-RTL1 A1                                                                                                                                     | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $998834.80    | 0.01%             | 2040-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER INC                                                                     | MERLIN BUYER INC                                                                                                                                       | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |   22355354 | PA      | $22355353.86  | 0.24%             | 2028-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| INVALID ASSETMARK FIN (GTCR) 1L TLB CL USD                                           | ASSETMARK FIN (GTCR) 1L TLB CL USD                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4911495 | PA      | $4872399.98   | 0.05%             | 2031-09-05      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                         | MEXPCP 5.5 08/17/30 144A                                                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |   10700000 | PA      | $10756175.00  | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE BIDCO LTD                                                                      | EAGLE BIDCO LTD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800YANPDABTN5JJ43 | Long             | LON              | CORP              | GB        |     950000 | PA      | $1095170.21   | 0.01%             | 2032-02-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ZUORA INC                                                                            | ZODIAC PURCHASER LLC                                                                                                                                   | CUSIP: 98980XAC9<br>LEI: 549300ISVGC1YZWQJ420 | Long             | LON              | CORP              | US        |   18868903 | PA      | $17335804.81  | 0.19%             | 2032-02-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| SNF Group SA                                                                         | SNFF 4.5 03/15/32 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |   12500000 | PA      | $14656520.66  | 0.16%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET-BACKED CERTIFICATES WAMU SERIES 2007-HE4 TRUST                            | WMHE 2007-HE4 1A                                                                                                                                       | CUSIP: 93363XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5463276 | PA      | $4154125.35   | 0.04%             | 2047-07-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| QUIMPER AB                                                                           | QUIMPER AB                                                                                                                                             | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |    7620000 | PA      | $8664474.28   | 0.09%             | 2030-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ARES LXXVII CLO LTD                                                                  | ARES 2025-77A SUB                                                                                                                                      | CUSIP: 03990LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14970000 | PA      | $11023758.30  | 0.12%             | 2038-07-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COGNITA (LERNEN) 1L TLB3 CL USD                                                      | COGNITA (LERNEN) 1L TLB3 CL USD                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8425635 | PA      | $8081616.67   | 0.09%             | 2031-10-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                     | VIX E 2026-05-19 CALL 50                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -3509 | NC      | $-338618.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                      | DUBAEE 4.95 01/15/33 144A                                                                                                                              | CUSIP: 23371DAM6<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    6230000 | PA      | $5906868.28   | 0.06%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -65150000 | NC      | $-273248.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Series Trust-1 Trust                                                                 | GMACN 2025-WPAFB A                                                                                                                                     | CUSIP: 817935AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3064200 | PA      | $3264194.95   | 0.04%             | 2036-08-10      | Fixed         | 7.15%                 | No            |                  3 | On Loan: No      |
| Pershing Square Tontine Holdings Ltd                                                 | Pershing Square Tontine Holdings Ltd SHS                                                                                                               | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |    6864930 | NS      | $686.49       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Scientific Games Lottery                                                             | Scientific Games Lottery Term Loan B 300 2029-04-01                                                                                                    | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   21157799 | PA      | $20819908.71  | 0.23%             | 2029-04-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HLEND CLO 2025-3 LLC                                                                 | HLEND 2025-3A B                                                                                                                                        | CUSIP: 403961AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18400000 | PA      | $18336939.52  | 0.20%             | 2037-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                        | OMF 4 09/15/30                                                                                                                                         | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6547351.75   | 0.07%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   79283000 | NC      | $434147.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                                           | MHED 5.75 08/01/28 144A                                                                                                                                | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4548518.55   | 0.05%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -57006250 | NC      | $-261851.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.HY.43.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3725630.82  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HAMLIN PARK CLO LTD                                                                  | HAMLN 2024-1A SUB                                                                                                                                      | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5550000 | PA      | $3115270.50   | 0.03%             | 2037-10-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L TLB CL USD                                                      | KROLL (DEERFIELD) 1L TLB CL USD                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   21980671 | PA      | $21901525.07  | 0.24%             | 2032-09-13      | Floating      | 4.72%                 | No            |                  3 | On Loan: No      |
| IXIS REAL ESTATE CAPITAL TRUST 2007-HE1                                              | IXIS 2007-HE1 A4                                                                                                                                       | CUSIP: 45073DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15749276 | PA      | $3137778.70   | 0.03%             | 2037-05-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1592209.51  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-CP1                                                             | NYMT 2025-CP1 A2                                                                                                                                       | CUSIP: 67121VAB0<br>LEI: 254900JF85A0S614L988 | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $747550.32    | 0.01%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   66022000 | NC      | $454562.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AHG FUNDING 2024A UNFUNDED                                                           | AHG FUNDING 2024A UNFUNDED                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1.00         | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Outcomes Group Holdings Inc                                                          | Outcomes Group Holdings Inc                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4274282 | PA      | $4269623.23   | 0.05%             | 2031-05-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NLT 2025-NQM1 TRUST                                                                  | NLT 2025-NQM1 PT                                                                                                                                       | CUSIP: 629154AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   58171871 | PA      | $60778843.91  | 0.66%             | 2070-10-25      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                                                 | WW International Inc COM NEW                                                                                                                           | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      20023 | NS      | $275116.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLORE INC                                                                           | XPLORE INC                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |    3620762 | PA      | $2285605.97   | 0.02%             | 2031-10-24      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.2 09/26/35                                                                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6472165.22   | 0.07%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                   | WEN 2025-1A A2I                                                                                                                                        | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    1596000 | PA      | $1579719.36   | 0.02%             | 2055-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Dealer Tire                                                                          | Dealer Tire Term Loan B 300 2031-07-01                                                                                                                 | CUSIP: 24228HAR9<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |   16463624 | PA      | $16381305.60  | 0.18%             | 2031-07-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MAPS TRUST 2026-1                                                                    | MAPSL 2026-1A A                                                                                                                                        | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20696045 | PA      | $20215958.81  | 0.22%             | 2051-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Women's Care                                                                         | Women's Care First-lien Term Loan 450 2028-01-03                                                                                                       | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   29891782 | PA      | $27948816.45  | 0.30%             | 2028-01-18      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-NC1                                                                 | GSAMP 2007-NC1 A1                                                                                                                                      | CUSIP: 3622MGAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16056416 | PA      | $8440491.78   | 0.09%             | 2046-12-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                   | MSM 2006-9AR A2                                                                                                                                        | CUSIP: 61748JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7286952 | PA      | $1496173.80   | 0.02%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM10                            | MSRM 2025-NQM10 B3                                                                                                                                     | CUSIP: 617955AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2945200 | PA      | $2808658.76   | 0.03%             | 2070-11-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                          | CAUTO 2023-1A A2                                                                                                                                       | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11031625 | PA      | $11079823.27  | 0.12%             | 2053-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nexture S.p.A.                                                                       | NXTURE F 07/30/32 144a                                                                                                                                 | CUSIP: 000000000<br>LEI: 815600EF527DCD52E910 | Long             | DBT              | CORP              | IT        |    8600000 | PA      | $9771364.54   | 0.11%             | 2032-07-30      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co (Intrawest)                                                      | Alterra Mountain Co (Intrawest) Term Loan B-8 250 2028-08-01                                                                                           | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    3574898 | PA      | $3568213.39   | 0.04%             | 2028-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Atlas Mara Limited                                                                   | ATMALN 8 12/31/20 ATMa                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800R42RHUZR883M76 | Long             | DBT              | CORP              | VG        |    1183303 | PA      | $1.18         | 0.00%             | 2020-12-31      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| ASP Dream (DBA FullBloom)                                                            | ASP Dream (DBA FullBloom) Term Loan B 425 2028-11-27                                                                                                   | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |    4354756 | PA      | $3995488.43   | 0.04%             | 2028-12-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOLDINGS LLC                                                               | PRM 5 10/30/29 144A                                                                                                                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11525000 | PA      | $11241128.88  | 0.12%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                     | AMEPIP 7.625 08/15/33 144A                                                                                                                             | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15090000 | PA      | $15576607.23  | 0.17%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                             | ALLWYN ENTERTAINMENT FINANCING US LLC                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1940634 | PA      | $1877563.47   | 0.02%             | 2031-06-11      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.9 06/01/52                                                                                                                                      | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1191000 | PA      | $758178.11    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                                      | SLAM 2021-1A B                                                                                                                                         | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2520000 | PA      | $2404904.54   | 0.03%             | 2046-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                     | CHTR 4.5 06/01/33 144A                                                                                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7683000 | PA      | $6689000.35   | 0.07%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                    | VENTGL 3.875 11/01/33 144A                                                                                                                             | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2198000 | PA      | $1947639.67   | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   66020000 | NC      | $454548.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 6.9 05/15/53                                                                                                                                       | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1990587.77   | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                              | FMMHR 2015-R1 XB2                                                                                                                                      | CUSIP: 35563CAN8<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | USGSE             | US        |   21686271 | PA      | $1217900.98   | 0.01%             | 2052-10-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                            | AES 3.95 07/15/30 144A                                                                                                                                 | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    7554000 | PA      | $7222000.87   | 0.08%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HealthChannels                                                                       | HealthChannels Term Loan B 450 2025-03-04                                                                                                              | CUSIP: 81104BAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4746833 | PA      | $1898733.38   | 0.02%             | 2025-03-04      | Floating      | 4.50%                 | No            |                  3 | On Loan: No      |
| Secretariat Advisors                                                                 | Secretariat Advisors Term Loan B 400 2032-02-05                                                                                                        | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3330977 | PA      | $3264357.87   | 0.04%             | 2032-02-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Tacala LLC                                                                           | Tacala LLC Term Loan B 300 2031-02-01                                                                                                                  | CUSIP: 87339PAE3<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |    3538792 | PA      | $3535005.62   | 0.04%             | 2031-02-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -47570000 | NC      | $-180668.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XLIII LLC                                                      | CERB 2024-3A C                                                                                                                                         | CUSIP: 156945AE7<br>LEI: 6354005VK9L5QCJ8WJ98 | Long             | ABS-CBDO         | CORP              | US        |   20150000 | PA      | $20056562.44  | 0.22%             | 2036-07-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| RL DATIX 1L TL FACILITY B USD                                                        | RL DATIX 1L TL FACILITY B USD                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3430000 | PA      | $3355226.00   | 0.04%             | 2031-04-30      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| MADISON PARK FUNDING LVIII LTD                                                       | MDPK 2024-58A D                                                                                                                                        | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6600000 | PA      | $6499016.70   | 0.07%             | 2037-04-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE8                                                                 | FIGRE 2025-HE8 C                                                                                                                                       | CUSIP: 30191WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9219527 | PA      | $9135353.54   | 0.10%             | 2055-11-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| JOL Air Limited                                                                      | JOLAR 2019-1 A                                                                                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    2368988 | PA      | $2365671.65   | 0.03%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc.                                                                | EAF 4.625 12/23/29 144A                                                                                                                                | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $5542838.00   | 0.06%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-CES2                                            | BRAVO 2025-CES2 A2                                                                                                                                     | CUSIP: 10568RAB9<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1241156.38   | 0.01%             | 2055-07-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| LERNEN US FINCO LLC (COGNITA)                                                        | LERNEN US FINCO LLC (COGNITA)                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |    4950000 | PA      | $5556816.52   | 0.06%             | 2031-10-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                               | EQH V6.7 03/28/55                                                                                                                                      | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $20688415.50  | 0.22%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES IX CLO LTD                                             | FCO 2017-9A DR                                                                                                                                         | CUSIP: 34961JBJ2<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    7750000 | PA      | $7656010.33   | 0.08%             | 2033-10-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RQ0057                                                                                                                                              | CUSIP: 3142J6B36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     447396 | PA      | $456061.04    | 0.00%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -65150000 | NC      | $-273248.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SURF INTERNET 2026-1 A2                                                              | SURF INTERNET 2026-1 A2                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10550000 | PA      | $10550000.00  | 0.11%             | 2056-03-20      | Floating      | 5.56%                 | No            |                  3 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-1                                                     | TPMT 2025-1 A1B                                                                                                                                        | CUSIP: 89190KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     875079 | PA      | $867129.63    | 0.01%             | 2065-06-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI V5.75 07/15/56                                                                                                                                      | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $7213555.25   | 0.08%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                                                                                                 | CUSIP: 62916WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3226971 | PA      | $3231862.99   | 0.03%             | 2071-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Guggenheim Strategy Funds Trust                                                      | Guggenheim Strategy Fund II                                                                                                                            | CUSIP: 40168Q205<br>LEI: 5493007THUTJ3GMETL84 | Long             | EC               | RF                | US        |     994396 | NS      | $24601346.50  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2024-HE4 C                                                                                                                                       | CUSIP: 31684UAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2216912 | PA      | $2208974.80   | 0.02%             | 2054-09-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| LUXCO3                                                                               | LUXCO3                                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     113237 | NS      | $1884499.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDING INC                                           | BBCP 7.5 02/01/32 144A                                                                                                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1515685.50   | 0.02%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                       | FSRIA 2025-FL10 C                                                                                                                                      | CUSIP: 30340KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9800000 | PA      | $9760847.04   | 0.11%             | 2042-08-19      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1146 | NC      | $-383668.78   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cobank ACB                                                                           | COBKAC V7.125 PERP M                                                                                                                                   | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    2500000 | PA      | $2571875.00   | 0.03%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                                                   | TERMINAL INVESTMENT LIMITED HOLDIN                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   10200000 | PA      | $10132831.51  | 0.11%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-2                                                         | YAK BLOCKER 2 LLC SERIES C-2                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68788 | NS      | $61410.90     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AQUILA FDG 2024-1 A                                                                  | AQUILA FDG 2024-1 A                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17302331.72  | 0.19%             | 2045-09-30      | Fixed         | 7.40%                 | No            |                  3 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER HOLDING III BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | N/A       |    1000000 | PA      | $1150591.81   | 0.01%             | 2031-06-26      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                           | RGA V6.375 09/15/56                                                                                                                                    | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7249509.75   | 0.08%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CMFT NET LEASE MASTER ISSUER LLC                                                     | CIMNL 2021-1 A2                                                                                                                                        | CUSIP: 12575AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     478852 | PA      | $412166.94    | 0.00%             | 2051-07-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                              | ZAYO 9.25 03/09/30 144A                                                                                                                                | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     451465 | PA      | $448819.42    | 0.00%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-HE1                                         | GSMBS 2025-HE1 M1                                                                                                                                      | CUSIP: 36272NAB0<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2614829.88   | 0.03%             | 2055-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP / Suburban Energy Finance Corporation                   | SPH 6.5 12/15/35 144A                                                                                                                                  | CUSIP: 864486AM7<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    9284000 | PA      | $9025491.66   | 0.10%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |   -1461010 | NC      | $-1767388.63  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CC0431                                                                                                                                              | CUSIP: 3140Y6PR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   60621756 | PA      | $61041879.12  | 0.66%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                     | VIX E 2026-04-15 CALL 35                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       3509 | NC      | $308792.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                    | VENTGL 4.125 08/15/31 144A                                                                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     760000 | PA      | $704980.18    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                                               | AMPBEV 5 01/30/31 144a                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3251847.02   | 0.04%             | 2031-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-RRTL1                                   | GRADE 2025-RRTL1 A2                                                                                                                                    | CUSIP: 79582NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5210000 | PA      | $5187097.36   | 0.06%             | 2040-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                     | GLD A 2026-04-17 PUT 325                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -583 | NC      | $-18947.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pushpay                                                                              | Pushpay Term Loan B 375 2031-08-01                                                                                                                     | CUSIP: 74646HAE7<br>LEI: 9845001D6794B3C1FF33 | Long             | LON              | CORP              | US        |   10824837 | PA      | $10500092.05  | 0.11%             | 2031-08-18      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Wilton Re Limited                                                                    | WILTON V6 PERP 144A                                                                                                                                    | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |   27267000 | PA      | $26157981.85  | 0.28%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.5 PERP JJ                                                                                                                                         | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17600000 | PA      | $17557304.16  | 0.19%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2026-RTL1                                                       | LHOME 2026-RTL1 A1                                                                                                                                     | CUSIP: 50206JAA3<br>LEI: 52990026MRD22HI0T740 | Long             | ABS-O            | CORP              | US        |    1650000 | PA      | $1643676.05   | 0.02%             | 2041-01-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                  | HWIRE 2021-1 C                                                                                                                                         | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   11750000 | PA      | $11646101.80  | 0.13%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                                  | ADVGRO 6.75 08/01/32 144A                                                                                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5900736.91   | 0.06%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                           | BSPRT 2025-FL12 C                                                                                                                                      | CUSIP: 05619BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6850000 | PA      | $6830937.14   | 0.07%             | 2043-01-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2017-2AA                                        | AAL 3.35 10/15/29 AA                                                                                                                                   | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     332687 | PA      | $321560.98    | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                            | SUN 4.625 05/01/30 144A                                                                                                                                | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19247380.20  | 0.21%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                                           | HGR L 10/23/31 2                                                                                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     404180 | PA      | $404887.16    | 0.00%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                             | VMED 5 07/15/30 144A                                                                                                                                   | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   11400000 | PA      | $9341167.98   | 0.10%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                               | CITSEC 5.75 03/27/36                                                                                                                                   | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   10950000 | PA      | $10805095.04  | 0.12%             | 2036-03-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE III LLC                                                               | CEAMER FINANCE III LLC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5828310 | PA      | $5897664.07   | 0.06%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2025-1 LLC                                                    | SE 2025-1A A                                                                                                                                           | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4459141 | PA      | $4439522.90   | 0.05%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                               | QTSII 2025-1A A2                                                                                                                                       | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7950000 | PA      | $7787164.13   | 0.08%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1 A FUNDED                                                          | THUNDERBIRD 2022-1 A FUNDED                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   34800000 | PA      | $32984970.19  | 0.36%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Ardonagh Group (previously KIRS Group, Towergate Partnership)                        | Ardonagh Group (previously KIRS Group, Towergate Partnership) Term Loan B 375 2031-02-01                                                               | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | US        |    6710762 | PA      | $6547221.00   | 0.07%             | 2031-02-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -65150000 | NC      | $-59409.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                                    | UPBD 6.375 02/15/29 144A                                                                                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1405083.93   | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                                        | NRZT 2025-NQM3 A3                                                                                                                                      | CUSIP: 64832CAE3<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-O            | CORP              | US        |    9263566 | PA      | $9310941.14   | 0.10%             | 2065-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST                                           | ACE 2007-ASP1 A2D                                                                                                                                      | CUSIP: 00442JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9659144 | PA      | $3912666.33   | 0.04%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                    | POLARIS NEWCO LLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900LEPDAG7EDOA064 | Long             | DBT              | CORP              | US        |    7674265 | PA      | $6774955.82   | 0.07%             | 2026-06-04      | Floating      | 7.29%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2                             | MSRM 2026-NQM2 B2                                                                                                                                      | CUSIP: 617949AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4938000 | PA      | $4762199.30   | 0.05%             | 2071-01-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                             | BLKCQP 7.5 12/15/33                                                                                                                                    | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6873982.65   | 0.07%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 16(M)-R2 LP                                               | GOCAP 2013-16A CR3                                                                                                                                     | CUSIP: 38181EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14150000 | PA      | $14085092.54  | 0.15%             | 2039-08-09      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                    | CSCHLD 4.625 12/01/30 144a                                                                                                                             | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $958034.99    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN V6.875 07/31/56                                                                                                                                  | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   10050000 | PA      | $10088561.85  | 0.11%             | 2056-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF3 LLC                                                                   | PRPM 2025-6 A1                                                                                                                                         | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11760496 | PA      | $11735221.55  | 0.13%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Motel One GmbH                                                                       | ONHOGM 7.75 04/02/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |    7360000 | PA      | $8821048.27   | 0.10%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ML Mtg Inv Mtg LA                                                                    | MLMI 2007-HE2 A2D                                                                                                                                      | CUSIP: 59024LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1501774 | PA      | $412055.69    | 0.00%             | 2037-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| API HEAT TRANSFER PARENT LLC                                                         | API HEAT TRANSFER PARENT LLC                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        743 | NS      | $955375.62    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Superior Plus LP / Superior General Partner Inc                                      | SPBCN 4.5 03/15/29 144A                                                                                                                                | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |    4800000 | PA      | $4588416.00   | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLAUDIUS FINANCE SARL                                                                | CLAUDIUS FINANCE SARL                                                                                                                                  | CUSIP: 000000000<br>LEI: 2221001BVBGKKRMMGO11 | Long             | LON              | CORP              | LU        |   10785863 | PA      | $12000144.44  | 0.13%             | 2028-07-03      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                   | NWL 6.375 05/15/30                                                                                                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $7967291.18   | 0.09%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -57006250 | NC      | $-47130.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-868.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2025-CES1                                           | VSTA 2025-CES1 A1                                                                                                                                      | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1539667 | PA      | $1546564.20   | 0.02%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Higginbotham Insurance Agency Inc - TL 1L 12/25                                      | Higginbotham Insurance Agency Inc - TL 1L 12/25                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20516270 | PA      | $20464979.72  | 0.22%             | 2031-06-11      | Floating      | 8.17%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                             | MSRM 2026-NQM1 B1                                                                                                                                      | CUSIP: 61780XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4210000 | PA      | $4094131.12   | 0.04%             | 2070-12-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                          | AGKLN 7 05/21/30 144A                                                                                                                                  | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    3000000 | PA      | $3066111.00   | 0.03%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FR REFUEL LLC 1L TLB CL                                                              | FR REFUEL LLC 1L TLB CL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20791263 | PA      | $20375438.19  | 0.22%             | 2028-11-08      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                                           | MHED 8 08/01/29 144A                                                                                                                                   | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   22634000 | PA      | $22600420.42  | 0.24%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD                                                                     | BHCCN 10 04/15/32 144A                                                                                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    9627000 | PA      | $9856546.19   | 0.11%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                                              | BROWN GROUP HOLDING LLC                                                                                                                                | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    1378699 | PA      | $1379567.91   | 0.01%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates Wamu Series 2007-He1 Trust               | WMHE 2007-HE1 2A4                                                                                                                                      | CUSIP: 933631AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6505465 | PA      | $2916726.52   | 0.03%             | 2037-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                     | AMCX 4.25 02/15/29                                                                                                                                     | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     238000 | PA      | $200510.81    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V4 PERP H                                                                                                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   18700000 | PA      | $17298195.27  | 0.19%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust 2004-8                                                        | GSAA 2007-7 A4                                                                                                                                         | CUSIP: 36249BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79232 | PA      | $77617.15     | 0.00%             | 2037-07-25      | Floating      | 4.33%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA8397                                                                                                                                              | CUSIP: 3133KQKJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20760478 | PA      | $20677697.08  | 0.22%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                      | TDG 6.25 01/31/34 144A                                                                                                                                 | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2896603.82   | 0.03%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                    | POWSOL L 07/16/31 9                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    4810000 | PA      | $5542962.91   | 0.06%             | 2031-07-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -65150000 | NC      | $-59409.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                     | AEP V5.8 03/15/56 C                                                                                                                                    | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    8210000 | PA      | $8109961.15   | 0.09%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                                                   | AP GRANGE HOLDINGS                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   43700000 | PA      | $45885000.00  | 0.50%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2                             | MSRM 2026-NQM2 XS                                                                                                                                      | CUSIP: 617949AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  251037608 | PA      | $11063880.06  | 0.12%             | 2071-01-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -62328000 | NC      | $-182531.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | BK V3.75 PERP I                                                                                                                                        | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   20550000 | PA      | $20088395.63  | 0.22%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Opry Entertainment Group                                                             | Opry Entertainment Group Term Loan B 350 2031-06-16                                                                                                    | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |    3378550 | PA      | $3384192.18   | 0.04%             | 2031-06-30      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | Three-Month SOFR Futures, Dec-2026,ETH                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -1939 | NC      | $2531323.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottomatica Group SpA                                                                | LTMCIM 4.875 01/31/31 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |   10750000 | PA      | $12521878.97  | 0.14%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AENOVA HOLDING 1L CL TLB EUR REFI                                                    | AENOVA HOLDING 1L CL TLB EUR REFI                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    4000000 | PA      | $4618177.20   | 0.05%             | 2031-08-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OSTTRA                                                                               | ORION US FINCO                                                                                                                                         | CUSIP: 68631KAB5<br>LEI: 984500FF08A0VDFA6976 | Long             | LON              | CORP              | US        |   18840000 | PA      | $18632006.40  | 0.20%             | 2032-10-12      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                                                             | Bayer's Environmental Science Professional First-lien Term Loan 437.5 2029-07-23                                                                       | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    6284263 | PA      | $6172716.97   | 0.07%             | 2029-10-04      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                            | CNO 6.45 06/15/34                                                                                                                                      | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5365706.84   | 0.06%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                                           | HASC 2007-HE1 2A3                                                                                                                                      | CUSIP: 40430FAD4<br>LEI: 2138004J9K5ER1VNP306 | Long             | ABS-O            | CORP              | US        |    5139388 | PA      | $3646001.81   | 0.04%             | 2037-01-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -66020000 | NC      | $-150209.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Obligations Cash Management                                         | Dreyfus Treasury Obligations Cash Management TREASURY INSTNAL                                                                                          | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             | RF                | US        |     110089 | NS      | $110089.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 2020-1                                   | AASET 2020-1A B                                                                                                                                        | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1181455 | PA      | $1166696.30   | 0.01%             | 2040-01-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HOMESTEAD SPE ISSUER LLC                                                             | HOMESTEAD SPE ISSUER LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18216365.62  | 0.20%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| CARLYLE DIRECT LENDING CLO 2015-1R LLC                                               | CDLC 2015-1A BR                                                                                                                                        | CUSIP: 14310QAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14200000 | PA      | $14140475.02  | 0.15%             | 2036-07-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3152.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2025-4 LTD                                                            | CGMS 2025-4A SUB                                                                                                                                       | CUSIP: 142919AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9550000 | PA      | $6162615.00   | 0.07%             | 2037-10-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| INSPIRED FINCO HOLDINGS                                                              | INSPIRED FINCO HOLDINGS                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    7404208 | PA      | $8502192.32   | 0.09%             | 2031-02-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | CAD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $105900.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XLVIII LLC                                                     | CERB 2024-4A D                                                                                                                                         | CUSIP: 15675JAG5<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |    5350000 | PA      | $5321158.15   | 0.06%             | 2036-10-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| UBS AG ZURICH PUT .64 CHF TECAN CH                                                   | UBS AG ZURICH PUT .64 CHF TECAN CH                                                                                                                     | CUSIP: 715ESC026<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     762770 | NS      | $76.28        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC                                                     | MSAC 2006-HE4 A3                                                                                                                                       | CUSIP: 61748BAC8<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |    2019185 | PA      | $988764.69    | 0.01%             | 2036-06-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| HAMPTON RDS PPV LLC (MN)                                                             | HAMPTO 6.621 06/15/53                                                                                                                                  | CUSIP: 409322AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16335000 | PA      | $13439370.99  | 0.15%             | 2053-06-15      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| Global Atlantic Finance Co.                                                          | GBLATL V7.95 10/15/54 144A                                                                                                                             | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    7671000 | PA      | $7386113.63   | 0.08%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| KERRIDGE COMMERCIAL SYSTEMS GROUP LIMITED.                                           | KERRIDGE COMMERCIAL SYSTEMS GROUP LIMITED.                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3920982 | PA      | $5189027.76   | 0.06%             | 2032-11-21      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                      | MYLIFE V6.1 06/11/55 144A                                                                                                                              | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   13650000 | PA      | $13662462.45  | 0.15%             | 2055-06-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                                                         | Ginkgo Bioworks Holdings Inc WT EXP 091626                                                                                                             | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     128004 | NC      | $256.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCURIDE CORP                                                                        | ACCURIDE CORP                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3399497 | NS      | $339.95       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUS                                                  | CLAST 2025-1A A                                                                                                                                        | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7846304 | PA      | $7902373.66   | 0.09%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3520.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Americo Life Inc.                                                                    | AMERIC 3.45 04/15/31 144A                                                                                                                              | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |    7470000 | PA      | $6584982.79   | 0.07%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2007-HE2                                      | MLMI 2007-HE2 A2A                                                                                                                                      | CUSIP: 59024LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3690448 | PA      | $1012888.37   | 0.01%             | 2037-02-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |   62328000 | NC      | $286775.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                                   | RYASPE 5.875 08/01/32 144A                                                                                                                             | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    4648000 | PA      | $4593918.66   | 0.05%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO 35 LTD                                                                       | AGL 2024-35A SUB                                                                                                                                       | CUSIP: 00852LAC6<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |    7750000 | PA      | $3996055.00   | 0.04%             | 2038-01-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 4.5 07/15/44                                                                                                                                       | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2243947.50   | 0.02%             | 2044-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc                                                      | IBP 5.625 02/01/34 144A                                                                                                                                | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1854012.40   | 0.02%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                      | ACHC 7.375 03/15/33 144A                                                                                                                               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     600000 | PA      | $614294.66    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                       | FSRIA 2025-FL10 B                                                                                                                                      | CUSIP: 30340KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1494075.60   | 0.02%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NLT 2026-NQM1 TRUST                                                                  | NLT 2026-NQM1 TRUST CMO 2071-02-25 USD                                                                                                                 | CUSIP: 62916WAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   71700000 | PA      | $996203.72    | 0.01%             | 2071-02-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -57006250 | NC      | $-261851.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                          | GSAA 2006-3 A3                                                                                                                                         | CUSIP: 362334BS2<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    8697746 | PA      | $4087836.17   | 0.04%             | 2036-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Guggenheim Funds Trust

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** Chief Financial Officer