# EDGAR Filing Document

**Accession Number:** 0000088525
**File Stem:** 0000940400-26-022564
**Filing Date:** 2026-6
**Character Count:** 1095036
**Document Hash:** 5556df328a666e1ed9b294e1d00ad8f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022564.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-022564

**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:** 261048177

**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 Total Return Bond Fund (Series ID: S000043991)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000136527 | A-Class             | GIBAX           |
| C000136528 | C-Class             | GIBCX           |
| C000136529 | Institutional Class | GIBIX           |
| C000152106 | R6                  | GIBRX           |
| C000155971 | P                   | GIBLX           |

## 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 Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000043991

- **c. LEI of Series:** 549300FZ18ZR1YQ4EB78

**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:** $48122401112.63

**Total Liabilities:** $16709960522.61

**Net Assets:** $31412440590.02

**Delayed Delivery Securities:** $7372500.00

**Stand-by Commitments:** $16307335913.93

**Cash Not Reported:** $9217594.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 317740.88941960 | **1-Year:** 1410775.75770940 | **5-Year:** 5001413.52179960 | **10-Year:** 5350342.17761960 | **30-Year:** 1889670.09769400

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

- **3-Month:** 63873.98931350 | **1-Year:** 169541.91839060 | **5-Year:** 727744.30125580 | **10-Year:** 197551.21263960 | **30-Year:** 325765.89220860

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000136529 | 0.37%                | 1.44%                | -1.88%               |
| Class ID C000155971 | 0.35%                | 1.42%                | -1.90%               |
| Class ID C000136528 | 0.28%                | 1.36%                | -1.97%               |
| Class ID C000136527 | 0.35%                | 1.38%                | -1.86%               |
| Class ID C000152106 | 0.37%                | 1.45%                | -1.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $28529117.77             | $-13340281.24                              |
| Month 2  | $-35330078.52            | $334386907.24                              |
| Month 3  | $-14393502.89            | $-681594135.27                             |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Tennessee Valley Authority                                                           | TVA 4.25 09/15/65                                                                                                                                      | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  139137000 | PA      | $114322472.60  | 0.36%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                           | EVRG 5.7 03/15/53                                                                                                                                      | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3296329.05    | 0.01%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust 2006-3                                                       | FHLT 2006-E 2A2                                                                                                                                        | CUSIP: 35729NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10492152 | PA      | $4772877.94    | 0.02%             | 2037-01-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGED TRUST                                                        | CROSS 2024-H7 A1                                                                                                                                       | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16542262 | PA      | $16595470.34   | 0.05%             | 2069-11-25      | Variable      | 5.58%                 | 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        |   29400000 | PA      | $33977580.00   | 0.11%             | 2032-02-04      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| GABX Leasing LLC                                                                     | GATX 4.625 04/15/31 144A                                                                                                                               | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2464535.63    | 0.01%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                         | BRKHEC V6.375 09/15/56                                                                                                                                 | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   36750000 | PA      | $36449686.35   | 0.12%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BR SECONDARIES & LQDITY SOLUTIONS                                                    | BR SECONDARIES & LQDITY SOLUTIONS                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13822242 | PA      | $13823771.81   | 0.04%             | 2030-06-15      | Floating      | 6.60%                 | No            |                  3 | On Loan: No      |
| OBX 2025-NQM10 TRUST                                                                 | OBX 2025-NQM10 A2                                                                                                                                      | CUSIP: 67121LAB2<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-O            | CORP              | US        |    3132877 | PA      | $3140006.03    | 0.01%             | 2065-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXII LLC                                                                | OR 2025-22A B                                                                                                                                          | CUSIP: 69121AAC0<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-CBDO         | CORP              | US        |   25550000 | PA      | $25469052.49   | 0.08%             | 2037-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                   | SUBWAY 2024-1A A2II                                                                                                                                    | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18663750 | PA      | $18825889.46   | 0.06%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2006-HE2                              | SABR 2006-HE2 A2C                                                                                                                                      | CUSIP: 81377AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2990520 | PA      | $1123829.81    | 0.00%             | 2036-07-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 03/15/65                                                                                                                                        | CUSIP: 88059GBH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1020000 | PA      | $119171.70     | 0.00%             | 2065-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD                                                           | NAVTR 2021-1 A                                                                                                                                         | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   44193868 | PA      | $41917812.84   | 0.13%             | 2046-11-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| HOMESTEAD SPE ISSUER LLC                                                             | HOMESTEAD SPE ISSUER LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   62000000 | PA      | $62745259.34   | 0.20%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| AITX FINCO LLC                                                                       | AITX FINCO LLC                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37200000 | PA      | $37030837.11   | 0.12%             | 2032-10-23      | Fixed         | 5.67%                 | No            |                  3 | On Loan: No      |
| FLNG LIQUEFACTION 3 LLC                                                              | FLNG LIQUEFACTION 3 LLC                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   55761175 | PA      | $47419326.09   | 0.15%             | 2039-06-30      | Fixed         | 3.08%                 | No            |                  3 | 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        |    4251960 | PA      | $4223130.14    | 0.01%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MSAC 2006-HE4 A4                                                                                                                                       | CUSIP: 61748BAD6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-O            | CORP              | US        |    7191874 | PA      | $3538899.07    | 0.01%             | 2036-06-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                              | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  192250000 | PA      | $154753738.79  | 0.49%             | 2056-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 LLC                         | OAKIG 2020-1A A3                                                                                                                                       | CUSIP: 67181DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14856250 | PA      | $11958388.31   | 0.04%             | 2050-11-20      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| HNI CORP                                                                             | HNI CORP                                                                                                                                               | CUSIP: 000000000<br>LEI: 549300SKRADLC4O5HV93 | Long             | LON              | CORP              | US        |    2917688 | PA      | $2932275.94    | 0.01%             | 2032-12-10      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                    | CSCHLD 4.125 12/01/30 144A                                                                                                                             | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    5772000 | PA      | $3463711.34    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The Brooklyn Union Gas Company                                                       | NGGLN 6.415 07/18/54                                                                                                                                   | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $3527936.79    | 0.01%             | 2054-07-18      | Fixed         | 6.42%                 | 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        |   67000000 | PA      | $69515006.87   | 0.22%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| Air Canada                                                                           | ACACN 3.875 08/15/26 144A                                                                                                                              | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   23429000 | PA      | $23312220.49   | 0.07%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST                                                       | FKH 2021-SFR1 D                                                                                                                                        | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13174000 | PA      | $13023697.83   | 0.04%             | 2038-08-19      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL V4.875 11/23/81 144A                                                                                                                            | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   47450000 | PA      | $45231793.17   | 0.14%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                        | JEF 6.2 04/14/34                                                                                                                                       | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   11363000 | PA      | $11588122.73   | 0.04%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL XV LTD                                                           | FCBSL 2022-2A AR                                                                                                                                       | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | KY        |   29744579 | PA      | $29744585.31   | 0.09%             | 2033-10-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ELDRIDGE CLO 2025-1 LTD                                                              | ELD 2025-1A B                                                                                                                                          | CUSIP: 284913AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   35850000 | PA      | $35811414.65   | 0.11%             | 2038-10-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                                        | RCKT 2025-CES1 A1A                                                                                                                                     | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11571294 | PA      | $11627720.45   | 0.04%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.4 10/15/35                                                                                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   25125000 | PA      | $24959018.72   | 0.08%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                          | IL ILS 5.65 12/01/2038                                                                                                                                 | CUSIP: 452152ZB0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    4225000 | PA      | $4353123.31    | 0.01%             | 2038-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO X LLC                                                           | KKR 3.25 12/15/51 144A                                                                                                                                 | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15150000 | PA      | $9421889.84    | 0.03%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kkr Clo 16 Ltd. / Kkr Clo 16 LLC                                                     | KKR 16 A2R3                                                                                                                                            | CUSIP: 48251BBG4<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |   11850000 | PA      | $11808289.19   | 0.04%             | 2034-10-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| America Movil S.A.B. de C.V.                                                         | AMXLMM 6.125 03/30/40                                                                                                                                  | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    3250000 | PA      | $3387786.51    | 0.01%             | 2040-03-30      | Fixed         | 6.12%                 | 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        |       3857 | NC      | $-1291265.56   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Stream Innovations 2024-2 Issuer Trust                                               | STRE 2024-2A A                                                                                                                                         | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5639530 | PA      | $5675604.27    | 0.02%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1 LTD                                                                      | SLAM 2025-1A A                                                                                                                                         | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   25275163 | PA      | $25552582.73   | 0.08%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V6.125 PERP Y                                                                                                                                       | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $9301353.63    | 0.03%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                           | BLDR 6.375 03/01/34 144A                                                                                                                               | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   52000000 | PA      | $51335278.80   | 0.16%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-NQM1                                                   | JPMMT 2024-NQM1 A3                                                                                                                                     | CUSIP: 465983AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5090370 | PA      | $5104887.60    | 0.02%             | 2064-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                              | BKH 6 01/15/35                                                                                                                                         | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $8128291.60    | 0.03%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 7.375 02/01/31 144A                                                                                                                                 | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7610000 | PA      | $7893194.13    | 0.03%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                         | USFOOD 7.25 01/15/32 144A                                                                                                                              | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3828639.60    | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                             | ICLR 5.809 05/08/27                                                                                                                                    | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    8430000 | PA      | $8472683.45    | 0.03%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS DEFERRAL                                                          | AP GRANGE HOLDINGS DEFERRAL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   13012036 | PA      | $13012035.66   | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Cobank ACB                                                                           | COBKAC V7.125 PERP M                                                                                                                                   | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    8250000 | PA      | $8487187.50    | 0.03%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HPS PRIVATE CREDIT CLO 2025-3 LLC                                                    | HPSPR 2025-3A A1                                                                                                                                       | CUSIP: 40445YAA2<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |    8500000 | PA      | $8505105.95    | 0.03%             | 2037-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL HOLDINGS LP                                                             | BAIN CAPITAL HOLDINGS LP                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20300000 | PA      | $14917518.98   | 0.05%             | 2042-04-15      | Fixed         | 3.72%                 | No            |                  3 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-9                                                       | VERUS 2024-9 A3                                                                                                                                        | CUSIP: 92540RAE4<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-O            | CORP              | US        |   11488208 | PA      | $11529242.89   | 0.04%             | 2069-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| DYAL IV ISSUER A                                                                     | DYAL IV ISSUER A                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27170000 | PA      | $24774692.41   | 0.08%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| CROSS 2025-H6 MORTGAGE TRUST                                                         | CROSS 2025-H6 A2                                                                                                                                       | CUSIP: 22758TAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12207479 | PA      | $12202732.72   | 0.04%             | 2070-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Highmark Inc.                                                                        | HIMARK 2.55 05/10/31 144A                                                                                                                              | CUSIP: 431116AE2<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   17850000 | PA      | $15806392.23   | 0.05%             | 2031-05-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                          | AET 6.75 12/15/37                                                                                                                                      | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3381947.32    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXXI LTD                                                             | SNDPT 2021-3A B                                                                                                                                        | CUSIP: 83615PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2200000 | PA      | $2199614.78    | 0.01%             | 2034-10-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-5                                                       | VERUS 2024-5 A2                                                                                                                                        | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-O            | CORP              | US        |    1509101 | PA      | $1521611.08    | 0.00%             | 2069-06-25      | Variable      | 6.45%                 | 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        |     200000 | PA      | $190408.00     | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ares Finance Co IV LLC                                                               | ARES 3.65 02/01/52 144A                                                                                                                                | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2450000 | PA      | $1641307.82    | 0.01%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC2 TRUST                                                                | HOMES 2025-AFC2 A1B                                                                                                                                    | CUSIP: 43761YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5983531 | PA      | $5994857.92    | 0.02%             | 2060-06-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                                                   | AMFAHI 3.833 03/11/51 144A                                                                                                                             | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14873000 | PA      | $10180311.35   | 0.03%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2024-HE6 B                                                                                                                                       | CUSIP: 31684DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2558546 | PA      | $2574455.16    | 0.01%             | 2054-12-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVASP 0 09/15/65                                                                                                                                       | CUSIP: 88059FCG4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    3500000 | PA      | $400876.00     | 0.00%             | 2065-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL2 LTD                                                                    | BXMT 2020-FL2 A                                                                                                                                        | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1968255 | PA      | $1967933.76    | 0.01%             | 2038-02-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-65 BA                                                                                                                                         | CUSIP: 3136BWU53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   49316807 | PA      | $49399476.79   | 0.16%             | 2053-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                         | Voya CLO 2013-1 Ltd                                                                                                                                    | CUSIP: 44986TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10575071 | PA      | $192783.54     | 0.00%             | 2030-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                              | ENS 6.625 01/15/32 144A                                                                                                                                | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4827466.35    | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HARMONI TOWERS LLC                                                                   | HARMONI TOWERS LLC                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26500000 | PA      | $26296628.68   | 0.08%             | 2030-10-30      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| TerraForm Power                                                                      | TerraForm Power Term Loan B 200 2029-05-01                                                                                                             | CUSIP: 88103NAL4<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |    1086907 | PA      | $1075700.86    | 0.00%             | 2029-05-30      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                           | HAS 6.35 03/15/40                                                                                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $3446957.71    | 0.01%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK V5.57 01/15/47                                                                                                                                  | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    9920000 | PA      | $9599601.46    | 0.03%             | 2047-01-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Maple Grove Funding Trust I                                                          | LIFEVT 4.161 08/15/51                                                                                                                                  | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   77700000 | PA      | $56036249.33   | 0.18%             | 2051-08-15      | Fixed         | 4.16%                 | 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        |    9750000 | PA      | $9729055.05    | 0.03%             | 2036-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                                 | CLIF 2021-1A A                                                                                                                                         | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    1814497 | PA      | $1682137.19    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| FORT CARSON FAMILY HOUSING LLC                                                       | FORTCA 6.334 12/15/68 1                                                                                                                                | CUSIP: 347075AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6075000 | PA      | $6147474.75    | 0.02%             | 2068-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                     | ANGINC 5.55 01/28/30 144A                                                                                                                              | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |   12225000 | PA      | $12349600.99   | 0.04%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2006-HE5 A2D                                                                                                                                      | CUSIP: 61749NAE7<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |    7115308 | PA      | $3511726.76    | 0.01%             | 2036-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 4.45 05/06/50                                                                                                                                       | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   25185000 | PA      | $19677599.11   | 0.06%             | 2050-05-06      | Fixed         | 4.45%                 | 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        |   16647000 | PA      | $15206511.78   | 0.05%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG 7 03/15/33 144A                                                                                                                                    | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   10440000 | PA      | $11302239.60   | 0.04%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                                     | TITANL F 07/01/32 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    5700000 | PA      | $6192016.30    | 0.02%             | 2032-07-01      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| PFP 2025-12 LTD                                                                      | PFP 2025-12 AS                                                                                                                                         | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7554000 | PA      | $7540606.76    | 0.02%             | 2042-12-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2018-C2                                                         | BBCMS 2018-C2 XA                                                                                                                                       | CUSIP: 05491UBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   52800193 | PA      | $798433.96     | 0.00%             | 2051-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-1                                                      | AOMT 2023-1 A3                                                                                                                                         | CUSIP: 03465WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9663992 | PA      | $9623701.36    | 0.03%             | 2067-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                         | BRKHEC V6.2 12/15/55                                                                                                                                   | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    7875000 | PA      | $7659395.89    | 0.02%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK V5.046 01/15/37                                                                                                                                 | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   11630000 | PA      | $11437505.71   | 0.04%             | 2037-01-15      | Fixed         | 5.05%                 | 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        |   23550000 | PA      | $23067637.13   | 0.07%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2007-HE1                                         | MABS 2006-WMC4 A5                                                                                                                                      | CUSIP: 57645MAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10005185 | PA      | $3169607.64    | 0.01%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                                                   | AMFAHI 2.805 03/11/31 144A                                                                                                                             | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19525000 | PA      | $17127021.11   | 0.05%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MN8 Portfolio IV LLC / MN8 Mulberry Bess Holdco LLC                                  | MN8 Portfolio IV LLC / MN8 Mulberry Bess Holdco LLC 6.31% SNR NTS 30/06/2045 USD (SEC REGD)                                                            | CUSIP: 55339TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32239535 | PA      | $32285431.21   | 0.10%             | 2045-07-30      | Fixed         | 6.31%                 | 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        |   13734154 | PA      | $13673730.53   | 0.04%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIV LTD                                                       | MDPK 2025-71A B                                                                                                                                        | CUSIP: 55817DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   31200000 | PA      | $31108474.80   | 0.10%             | 2038-04-23      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CAPMARK MILITARY HOUSING TR XXXVII                                                   | CPMRK 2007-AET2 A                                                                                                                                      | CUSIP: 14070AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2866634 | PA      | $2738088.89    | 0.01%             | 2052-10-10      | Fixed         | 6.06%                 | No            |                  3 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                  | HWIRE 2021-1 A2                                                                                                                                        | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    5350000 | PA      | $5272427.68    | 0.02%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-68 CA                                                                                                                                         | CUSIP: 3136BWL61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   27639726 | PA      | $27505996.63   | 0.09%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                        | OMF 3.875 09/15/28                                                                                                                                     | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2157297.68    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                      | ALLO 2025-1A A2                                                                                                                                        | CUSIP: 01983KAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8150000 | PA      | $8178727.94    | 0.03%             | 2055-04-20      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP                                          | JEFFIN 6.625 10/15/31 144A                                                                                                                             | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6530783.15    | 0.02%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| First Nlc Trust 2005-2                                                               | FNLC 2005-4 A4                                                                                                                                         | CUSIP: 32113JCG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3598227 | PA      | $3558724.71    | 0.01%             | 2036-02-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| GMAC Commercial Military Housing Trust XIX                                           | GMACN 2005-DRUM A                                                                                                                                      | CUSIP: 38012DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4159356 | PA      | $3785462.25    | 0.01%             | 2050-05-10      | Fixed         | 5.85%                 | No            |                  3 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE                                          | GSMS 2020-DUNE B                                                                                                                                       | CUSIP: 36258BAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3058294 | PA      | $3041742.60    | 0.01%             | 2036-12-15      | Floating      | 5.29%                 | 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        |   27420000 | PA      | $28681331.51   | 0.09%             | 2056-02-15      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                                                                 | WEIRLN 5.35 05/06/30 144A                                                                                                                              | CUSIP: 94877DAA2<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    1620000 | PA      | $1641470.28    | 0.01%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STOLTHAVEN HOUSTON INC                                                               | STOLTHAVEN HOUSTON INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13774000 | PA      | $13907720.24   | 0.04%             | 2031-07-17      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| MERLIN BUYER INC                                                                     | MERLIN BUYER INC                                                                                                                                       | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |     601808 | PA      | $601807.71     | 0.00%             | 2028-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                  | HWIRE 2024-1A A2                                                                                                                                       | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   22750000 | PA      | $23016893.90   | 0.07%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                      | MYLIFE V5.8 09/11/54 144A                                                                                                                              | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    4093000 | PA      | $4045370.17    | 0.01%             | 2054-09-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4                                          | CGCMT 2016-P4 XA                                                                                                                                       | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20063436 | PA      | $200.63        | 0.00%             | 2049-07-12      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                   | WEN 2025-1A A2I                                                                                                                                        | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   18927562 | PA      | $18734484.33   | 0.06%             | 2055-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C37                                       | WFCM 2016-C37 XA                                                                                                                                       | CUSIP: 95000PAH7<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-O            | CORP              | US        |    8973781 | PA      | $13449.90      | 0.00%             | 2049-12-17      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                  | FSK 3.25 07/15/27                                                                                                                                      | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   30100000 | PA      | $28915614.97   | 0.09%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM7 TRUST                                                                  | OBX 2024-NQM7 A1                                                                                                                                       | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-O            | CORP              | US        |    7639220 | PA      | $7698858.30    | 0.02%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| IXIS REAL ESTATE CAPITAL TRUST 2007-HE1                                              | IXIS 2007-HE1 A2                                                                                                                                       | CUSIP: 45073DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30301980 | PA      | $6039754.21    | 0.02%             | 2037-05-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                       | AMSIND 6.375 03/15/33 144A                                                                                                                             | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    3609000 | PA      | $3626864.55    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | 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        |    2667000 | PA      | $2473923.87    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                           | BSPRT 2025-FL12 AS                                                                                                                                     | CUSIP: 05619BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13900000 | PA      | $13867628.29   | 0.04%             | 2043-01-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                            | BRAVO 2024-NQM3 A3                                                                                                                                     | CUSIP: 10569LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3668591 | PA      | $3692481.31    | 0.01%             | 2064-03-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/54                                                                                                                                        | CUSIP: 88059E7F5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1020000 | PA      | $216128.82     | 0.00%             | 2054-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                      | SBATOW 4.831 10/15/29 144A                                                                                                                             | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22150000 | PA      | $22246492.05   | 0.07%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc.                                                    | AGO 3.6 09/15/51                                                                                                                                       | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |   13031000 | PA      | $8797704.38    | 0.03%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                                        | ARESDL 2025-2A A1                                                                                                                                      | CUSIP: 039960AA7<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |   51100000 | PA      | $51196297.95   | 0.16%             | 2037-10-16      | Floating      | 5.20%                 | 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        |   19714689 | PA      | $18630381.31   | 0.06%             | 2031-07-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                            | TPG 5.875 03/05/34                                                                                                                                     | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   26485000 | PA      | $26858893.51   | 0.09%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISMA NEDERLAND 1L TLB2 ADD ON                                                       | VISMA NEDERLAND 1L TLB2 ADD ON                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   23750000 | PA      | $27173396.25   | 0.09%             | 2028-12-05      | Floating      | 5.80%                 | No            |                  3 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6.05 05/15/56                                                                                                                                     | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $11794854.71   | 0.04%             | 2056-05-15      | Fixed         | 6.05%                 | 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        |    5254935 | PA      | $5350461.62    | 0.02%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| CARLYLE US CLO 2024-4 LTD                                                            | CGMS 2024-4A B                                                                                                                                         | CUSIP: 142914AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3700000 | PA      | $3706114.99    | 0.01%             | 2037-07-20      | Floating      | 5.42%                 | 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        |      12386 | NC      | $1089968.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 Trust                                                                 | GCAT 2025-NQM4 A1B                                                                                                                                     | CUSIP: 367923AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14065555 | PA      | $14090939.56   | 0.04%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGED TRUST                                                        | CROSS 2024-H7 A3                                                                                                                                       | CUSIP: 22757CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4926717 | PA      | $4943033.65    | 0.02%             | 2069-11-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Acrec 2025-FL3 LLC                                                                   | ACREC 2025-FL3 AS                                                                                                                                      | CUSIP: 00112HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5900000 | PA      | $5884201.57    | 0.02%             | 2042-08-18      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 2.15 02/25/41 0000                                                                                                                                | CUSIP: 3130ALBD5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     350000 | PA      | $245943.95     | 0.00%             | 2041-02-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 31(M)-R2                                                  | GOCAP 2016-31A CRR                                                                                                                                     | CUSIP: 38180JAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2237996.03    | 0.01%             | 2037-11-05      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                             | Belrose Funding Trust II                                                                                                                               | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23810000 | PA      | $23847570.75   | 0.08%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                           | DRSLF 2015-37A SUB                                                                                                                                     | CUSIP: 26249YAE1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    2987987 | PA      | $5333.86       | 0.00%             | 2031-01-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                     | VBTEL 2026-1A D                                                                                                                                        | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27750000 | PA      | $27283669.58   | 0.09%             | 2056-03-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                         | NAB V3.347 01/12/37 144A                                                                                                                               | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   14550000 | PA      | $13158985.52   | 0.04%             | 2037-01-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST       | WMALT 2006-AR10 A2A                                                                                                                                    | CUSIP: 93935YAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5995203 | PA      | $5043844.22    | 0.02%             | 2036-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2025-RTL3                                                       | LHOME 2025-RTL3 A1                                                                                                                                     | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-O            | CORP              | US        |   40250000 | PA      | $40172989.68   | 0.13%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXV LTD                                                         | MDPK 2025-65A B                                                                                                                                        | CUSIP: 55823FAF2<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |    5500000 | PA      | $5505916.90    | 0.02%             | 2038-07-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 6.7 11/15/53                                                                                                                                     | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3140000 | PA      | $3407641.52    | 0.01%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM11 TR                                                                    | OBX 2024-NQM11 A1                                                                                                                                      | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-O            | CORP              | US        |    3562648 | PA      | $3588950.95    | 0.01%             | 2064-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                              | BHI 5.85 06/15/56                                                                                                                                      | CUSIP: 05724BAQ2<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   18705000 | PA      | $18303632.60   | 0.06%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 11/30/29                                                                                                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  265300000 | PA      | $267497015.63  | 0.85%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Gcat 2025-INV3 Trust                                                                 | GCAT 2025-INV3 A5                                                                                                                                      | CUSIP: 36831DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26576402 | PA      | $26835197.69   | 0.09%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                 | MQGAU V1.629 09/23/27 144A                                                                                                                             | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    4125000 | PA      | $4068135.84    | 0.01%             | 2027-09-23      | Fixed         | 1.63%                 | 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        |   16242038 | PA      | $16268029.03   | 0.05%             | 2071-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                         | B 0 04/02/26                                                                                                                                           | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24700000 | PA      | $24697512.50   | 0.08%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 3.133 11/18/41                                                                                                                                    | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   12214000 | PA      | $8972032.00    | 0.03%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co.                                                      | NATMUT 4.35 04/30/50 144A                                                                                                                              | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   56156000 | PA      | $42510499.69   | 0.14%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2024-HE4 A                                                                                                                                       | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14697102 | PA      | $14703458.45   | 0.05%             | 2054-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| LVNV 6.84 6/12/29                                                                    | LVNV 6.84 6/12/29                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11598725.81   | 0.04%             | 2029-06-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| AmWINS Group                                                                         | AmWINS Group Term Loan B 200 2032-01-01                                                                                                                | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    7208750 | PA      | $7153386.80    | 0.02%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                           | ESAB 5.625 04/01/31 144A                                                                                                                               | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4833648.00    | 0.02%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BP HOLDCO LLC (ASPECT)                                                               | BP HOLDCO LLC (ASPECT)                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        532 | NS      | $319.12        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1                                      | WFCM 2016-BNK1 XA                                                                                                                                      | CUSIP: 95000GBB9<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-O            | CORP              | US        |   21939947 | PA      | $31920.43      | 0.00%             | 2049-08-17      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SL0246                                                                                                                                              | CUSIP: 31427MHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1825307 | PA      | $1674905.06    | 0.01%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ohana Military Communities LLC                                                       | OHANA 5.78 10/01/36                                                                                                                                    | CUSIP: 677071AG7<br>LEI: 549300S2UFVVKP439S12 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2237928.00    | 0.01%             | 2036-10-01      | Fixed         | 5.78%                 | 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        |    2350000 | PA      | $2335312.50    | 0.01%             | 2033-03-14      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2006-12                                               | HVMLT 2006-12 2A2A                                                                                                                                     | CUSIP: 41162DAF6<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-O            | CORP              | US        |    3698148 | PA      | $3310755.77    | 0.01%             | 2038-01-19      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES V6.35 08/15/56 B                                                                                                                                    | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5030925.80    | 0.02%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C27                                  | JPMBB 2015-C27 XA                                                                                                                                      | CUSIP: 46644ABH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8650838 | PA      | $2410.12       | 0.00%             | 2048-02-18      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2007-2                                        | NHEL 2007-2 A1A                                                                                                                                        | CUSIP: 66989EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11772584 | PA      | $11663435.64   | 0.04%             | 2037-09-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                     | ESGR 3.1 09/01/31                                                                                                                                      | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    3840000 | PA      | $3388261.78    | 0.01%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC3                                       | JPMAC 2006-WMC3 A5                                                                                                                                     | CUSIP: 46629KAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1612391 | PA      | $1229558.20    | 0.00%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR3 TRUST                                                   | TCN 2024-SFR3 B                                                                                                                                        | CUSIP: 89616YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10500000 | PA      | $10408294.05   | 0.03%             | 2041-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                                            | BRAVO 2025-NQM7 A2                                                                                                                                     | CUSIP: 10570TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3246327 | PA      | $3251959.70    | 0.01%             | 2065-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| STRATEGIC PARTNERS FUND VIII LP                                                      | STRATEGIC PARTNERS FUND VIII LP                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22524985 | PA      | $22525947.73   | 0.07%             | 2028-03-31      | Floating      | 6.52%                 | No            |                  3 | On Loan: No      |
| Hanger Inc                                                                           | HGR L 10/23/31 2                                                                                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     714406 | PA      | $715655.82     | 0.00%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2016-UBS9                                             | MSC 2016-UBS9 C                                                                                                                                        | CUSIP: 61766CAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     275000 | PA      | $244747.25     | 0.00%             | 2049-03-17      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| SPRITE 2021-1 LTD                                                                    | SPRTE 2021-1 A                                                                                                                                         | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6640381 | PA      | $6504290.66    | 0.02%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Babson Clo Ltd                                                                       | BABSN 2014-IA SUB                                                                                                                                      | CUSIP: 05618HAE5<br>LEI: 549300SCEOLR3BTPYX35 | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $130.00        | 0.00%             | 2025-07-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| International-Matex Tank Terminals                                                   | International-Matex Tank Terminals Term Loan B 200 2030-10-01                                                                                          | CUSIP: 45070BAL9<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |   15589240 | PA      | $15525947.44   | 0.05%             | 2030-10-11      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                          | GBLATL 6.75 03/15/54 144A                                                                                                                              | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $2971586.44    | 0.01%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited / TAL International Container Corporation     | TRTN 5.15 02/15/33                                                                                                                                     | CUSIP: 89681LAC6<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   11420000 | PA      | $11181652.04   | 0.04%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XVI LLC                                                                 | OR 2024-16A A                                                                                                                                          | CUSIP: 69120YAA3<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-CBDO         | CORP              | US        |   39550000 | PA      | $39629012.99   | 0.13%             | 2036-04-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                            | BRAVO 2024-NQM3 A1                                                                                                                                     | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7941537 | PA      | $7988718.55    | 0.03%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                  | OBX 2024-NQM9 A2                                                                                                                                       | CUSIP: 67119DAB4<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |    2142628 | PA      | $2157767.50    | 0.01%             | 2064-01-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Cno Global Funding                                                                   | CNO 1.75 10/07/26 144A                                                                                                                                 | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7306342.20    | 0.02%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                            | ALSN 5.875 12/01/33 144A                                                                                                                               | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1689577.98    | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 54M-R LTD                                                 | GOCAP 2021-54A A2R                                                                                                                                     | CUSIP: 38181GAC9<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-CBDO         | CORP              | US        |    7800000 | PA      | $7800565.50    | 0.02%             | 2037-08-05      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-2                                                      | AOMT 2023-2 A3                                                                                                                                         | CUSIP: 03465GAC0<br>LEI: 254900IWOX9Q54UE4072 | Long             | ABS-O            | CORP              | US        |    6038141 | PA      | $6022716.89    | 0.02%             | 2067-10-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| First Nlc Trust 2005-2                                                               | FNLC 2005-1 A                                                                                                                                          | CUSIP: 32113JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1727216 | PA      | $1572982.64    | 0.01%             | 2035-05-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                      | FIHL V7.75 06/15/55                                                                                                                                    | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    6075000 | PA      | $6378385.50    | 0.02%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-NQM1                                                   | JPMMT 2024-NQM1 A1                                                                                                                                     | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4376155 | PA      | $4392115.45    | 0.01%             | 2064-02-25      | Variable      | 5.59%                 | 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        |    3780000 | PA      | $4514015.35    | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 MORTGAGE TRUST                                                           | CD 2017-CD4 XA                                                                                                                                         | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23106188 | PA      | $158057.88     | 0.00%             | 2050-05-12      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                            | CNO 6.45 06/15/34                                                                                                                                      | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   21310000 | PA      | $21989079.38   | 0.07%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                     | PSA 2.3 05/01/31                                                                                                                                       | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1346006.06    | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | 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        |   49925000 | PA      | $49901192.80   | 0.16%             | 2028-10-09      | Floating      | 6.70%                 | No            |                  3 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.625 PERP                                                                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11890000 | PA      | $11898920.23   | 0.04%             | N/A             | Fixed         | 6.62%                 | 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        |    2933307 | PA      | $1708653.24    | 0.01%             | 2047-07-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE8                                                                 | FIGRE 2025-HE8 B                                                                                                                                       | CUSIP: 30191WAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5022578 | PA      | $4998356.20    | 0.02%             | 2055-11-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Weir Group PLC                                                                       | WEIRLN 2.2 05/13/26 144A                                                                                                                               | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   13015000 | PA      | $12970544.14   | 0.04%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE3                                                                 | FIGRE 2024-HE3 A                                                                                                                                       | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8322344 | PA      | $8435249.07    | 0.03%             | 2054-07-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   12467000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Accredit Loans Inc                                                       | RALI 2006-QO2 A2                                                                                                                                       | CUSIP: 761118VZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5362610 | PA      | $879391.33     | 0.00%             | 2046-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                                 | LIBMUT 6.266 08/15/54                                                                                                                                  | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   31900000 | PA      | $31524778.80   | 0.10%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                           | HAS 6.05 05/14/34                                                                                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   20726000 | PA      | $21602956.85   | 0.07%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                    | SFRFP 6.5 10/15/31 144A                                                                                                                                | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1745429 | PA      | $1655298.54    | 0.01%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/59                                                                                                                                        | CUSIP: 88059E7R9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1612000 | PA      | $256691.66     | 0.00%             | 2059-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2026-HE2                                                                 | FIGRE 2026-HE2 B                                                                                                                                       | CUSIP: 31684VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4450000 | PA      | $4403207.36    | 0.01%             | 2056-01-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   27674000 | NC      | $10568.49      | 0.00%             |  |  |  | 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        |    4097457 | PA      | $3115594.02    | 0.01%             | 2047-07-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE2                                                                 | FIGRE 2024-HE3 C                                                                                                                                       | CUSIP: 31684GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1792505 | PA      | $1811871.80    | 0.01%             | 2054-07-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA5879                                                                                                                                              | CUSIP: 31418FQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  102536651 | PA      | $103053364.43  | 0.33%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Grand River Funding Trust I                                                          | JXN 6.311 02/15/36                                                                                                                                     | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15600000 | PA      | $15737837.39   | 0.05%             | 2036-02-15      | Fixed         | 6.31%                 | 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        |    1230000 | PA      | $1246691.10    | 0.00%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MORTGAGE TRUST 2025-1                                                     | JPMMT 2025-1 A4                                                                                                                                        | CUSIP: 46658UAE1<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-O            | CORP              | US        |   11330244 | PA      | $11392402.35   | 0.04%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/53                                                                                                                                        | CUSIP: 88059E7D0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1612000 | PA      | $360710.79     | 0.00%             | 2053-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                  | GRADE 2025-LOC4 A1A                                                                                                                                    | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15490925 | PA      | $15544582.02   | 0.05%             | 2055-06-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                         | SWK 3 05/15/32                                                                                                                                         | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1397767.88    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                   | BX 2024-AIR2 B                                                                                                                                         | CUSIP: 05613QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3644885 | PA      | $3648301.62    | 0.01%             | 2041-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                   | VRT 5.8 03/15/56                                                                                                                                       | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   12425000 | PA      | $11943442.04   | 0.04%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB9155                                                                                                                                              | CUSIP: 3140QVE59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  161924476 | PA      | $167539498.99  | 0.53%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER HOLDING III BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | N/A       |    1800000 | PA      | $2071668.53    | 0.01%             | 2032-10-29      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5.55 06/20/35                                                                                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   20250000 | PA      | $20683302.41   | 0.07%             | 2035-06-20      | Fixed         | 5.55%                 | 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        |    3200000 | PA      | $3175008.00    | 0.01%             | 2032-02-17      | Floating      | 6.10%                 | 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        |    7584800 | PA      | $7673323.92    | 0.02%             | 2043-08-22      | Fixed         | 7.11%                 | No            |                  3 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.4 09/16/41                                                                                                                                      | CUSIP: 3133EM5J7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     350000 | PA      | $251413.40     | 0.00%             | 2041-09-16      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                    | ADGLXY 3.25 09/30/40 144A                                                                                                                              | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   43921000 | PA      | $33734051.10   | 0.11%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                               | VDCM 2025-AZ A                                                                                                                                         | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18650000 | PA      | $18642457.94   | 0.06%             | 2044-07-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 7.15 01/15/51                                                                                                                                      | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6341000 | PA      | $6838004.85    | 0.02%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products                                                           | Reynolds Consumer Products Term Loan B 175 2032-02-09                                                                                                  | CUSIP: 76171JAE1<br>LEI: 894500ZQLNYY77S80A06 | Long             | LON              | CORP              | US        |    7937567 | PA      | $7959394.99    | 0.03%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                               | BX 3.2 01/30/52 144A                                                                                                                                   | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1366211.87    | 0.00%             | 2052-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Quikrete                                                                             | Quikrete Term Loan B 225 2031-04-01                                                                                                                    | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   11692059 | PA      | $11666804.40   | 0.04%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2017-BNK3                    | BACM 2017-BNK3 XA                                                                                                                                      | CUSIP: 06427DAT0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18862907 | PA      | $63435.96      | 0.00%             | 2050-02-17      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 53 LLC                                                         | CERB 2025-4A C                                                                                                                                         | CUSIP: 15674YAE8<br>LEI: 635400YQBXB1DKX6JK08 | Long             | ABS-CBDO         | CORP              | US        |   12250000 | PA      | $12175994.08   | 0.04%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                      | SANUK V5.136 09/22/36                                                                                                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    6440000 | PA      | $6218875.39    | 0.02%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                | BSABS 2006-HE9 3A                                                                                                                                      | CUSIP: 07389MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2223840 | PA      | $2199304.57    | 0.01%             | 2036-11-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF3 LLC                                                                   | PRPM 2025-6 A1                                                                                                                                         | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34753612 | PA      | $34678923.39   | 0.11%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust Series 2006-10N                                                      | LXS 2006-10N 1A3A                                                                                                                                      | CUSIP: 525229AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     221410 | PA      | $219383.12     | 0.00%             | 2046-07-25      | Floating      | 4.21%                 | 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        |    2613869 | PA      | $2556887.01    | 0.01%             | 2031-04-30      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 3.625 06/22/43                                                                                                                                    | CUSIP: 3130AEHA1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     100000 | PA      | $83443.20      | 0.00%             | 2043-06-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DYAL III SERIES A ISSUER B                                                           | DYAL III SERIES A ISSUER B                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9761924 | PA      | $9289141.01    | 0.03%             | 2040-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| KREF 2021-Fl2 Ltd.                                                                   | KREF 2021-FL2 AS                                                                                                                                       | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   19300000 | PA      | $19040598.35   | 0.06%             | 2039-02-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES8                                                        | RCKT 2025-CES8 A1B                                                                                                                                     | CUSIP: 74939WAB6<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |    5589756 | PA      | $5578782.57    | 0.02%             | 2055-08-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 69 (M) -R                                                 | GOCAP 2023-69A BR                                                                                                                                      | CUSIP: 38182GAC8<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   55830000 | PA      | $55637235.76   | 0.18%             | 2038-11-09      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC                                                                    | SONIC 2020-1A A2I                                                                                                                                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11980531 | PA      | $11862535.78   | 0.04%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                            | TPG 5.375 01/15/36                                                                                                                                     | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    8237000 | PA      | $7966033.26    | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                                                 | PRIME SECURITY SERVICES BOR                                                                                                                            | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   20473771 | PA      | $20157041.45   | 0.06%             | 2032-03-08      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.6 09/06/39                                                                                                                                      | CUSIP: 3133EKF68<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     250000 | PA      | $193439.00     | 0.00%             | 2039-09-06      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.989 04/10/34                                                                                                                                    | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1510388.99    | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 16(M)-R3 LTD                                              | GOCAP 2013-16A A1R3                                                                                                                                    | CUSIP: 38181EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   51154000 | PA      | $51157145.97   | 0.16%             | 2039-08-09      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2021-GS4                                                 | LMAT 2021-GS4 A1                                                                                                                                       | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3838374 | PA      | $3840756.96    | 0.01%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Acrec 2025-FL3 LLC                                                                   | ACREC 2025-FL3 B                                                                                                                                       | CUSIP: 00112HAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3250000 | PA      | $3243482.78    | 0.01%             | 2042-08-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                      | FFIN 2025-1A C                                                                                                                                         | CUSIP: 35040WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3297927 | PA      | $3321334.42    | 0.01%             | 2050-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.65 02/15/36                                                                                                                                     | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4946633.64    | 0.02%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 13 Limited                                                  | ANCHF 2021-13A C2                                                                                                                                      | CUSIP: 03290AAN0<br>LEI: 549300N5JCR10GGBIT41 | Long             | ABS-CBDO         | CORP              | KY        |    1950000 | PA      | $1805332.43    | 0.01%             | 2039-07-27      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ2454                                                                                                                                              | CUSIP: 3142GSWQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   83506415 | PA      | $86376905.44   | 0.27%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                     | VBTEL 2022-1A D                                                                                                                                        | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40900000 | PA      | $40372966.69   | 0.13%             | 2052-02-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-7                                                    | VERUS 2023-7 A3                                                                                                                                        | CUSIP: 92539YAC6<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-O            | CORP              | US        |    9849050 | PA      | $9914233.05    | 0.03%             | 2068-10-25      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                                | PROTLI 4.7 01/15/31 144A                                                                                                                               | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3505894.09    | 0.01%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BS6010                                                                                                                                              | CUSIP: 3140LGVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     260484 | PA      | $242483.40     | 0.00%             | 2039-07-01      | Fixed         | 4.23%                 | No            |                  2 | 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        |    5750883 | PA      | $1145766.73    | 0.00%             | 2037-05-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.65 03/13/46                                                                                                                                     | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3906438.10    | 0.01%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Henneman Trust                                                                       | GL 6.58 05/15/55 144A                                                                                                                                  | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20310000 | PA      | $20405213.28   | 0.06%             | 2055-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 5.375 02/19/30 5Y                                                                                                                               | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    5250000 | PA      | $5326965.84    | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RB1                                       | WFCM 2017-RB1 XA                                                                                                                                       | CUSIP: 95000TBV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31068917 | PA      | $228586.45     | 0.00%             | 2050-03-17      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2007-NC2                              | SABR 2007-BR2 A1                                                                                                                                       | CUSIP: 81378PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7352810 | PA      | $6493130.22    | 0.02%             | 2037-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                     | UWMC 6.625 02/01/30 144A                                                                                                                               | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3301101.48    | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | 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        |   24360272 | PA      | $24400676.82   | 0.08%             | 2071-02-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Homes 2025-NQM4 Trust                                                                | HOMES 2025-NQM4 A1                                                                                                                                     | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15258276 | PA      | $15237616.20   | 0.05%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.55 10/30/35                                                                                                                                      | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $12016510.77   | 0.04%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2007-HE2 A2B                                                                                                                                      | CUSIP: 61753EAB6<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |    7614576 | PA      | $3474717.01    | 0.01%             | 2037-01-25      | Floating      | 3.88%                 | 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        |    6000000 | PA      | $6851285.19    | 0.02%             | 2032-11-18      | Floating      | 5.68%                 | No            |                  3 | On Loan: No      |
| FIGRE TRUST 2025-HE1                                                                 | FIGRE 2025-HE1 B                                                                                                                                       | CUSIP: 30191LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5484784 | PA      | $5518925.41    | 0.02%             | 2055-01-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V5.249 05/22/29 144A                                                                                                                            | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1540000 | PA      | $1554944.36    | 0.00%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                   | ACAFP F 09/11/28 144A                                                                                                                                  | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3280000 | PA      | $3294394.81    | 0.01%             | 2028-09-11      | Floating      | 4.84%                 | 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        |    4863992 | PA      | $4851831.95    | 0.02%             | 2031-05-01      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| Flowserve Corporation                                                                | FLS 3.5 10/01/30                                                                                                                                       | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    5292000 | PA      | $4978125.08    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                                  | TMCL 2021-2A A                                                                                                                                         | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    1971666 | PA      | $1859923.44    | 0.01%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | 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        |   12924394 | PA      | $12717991.34   | 0.04%             | 2029-04-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                              | AMCSRV 6.034 01/16/42 144A                                                                                                                             | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |   16700000 | PA      | $17050700.00   | 0.05%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                              | FMMHR 2015-R1 B1                                                                                                                                       | CUSIP: 35563CAD0<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | USGSE             | US        |   40153421 | PA      | $35025540.37   | 0.11%             | 2055-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                   | ACAFP V5.261 01/12/37 144A                                                                                                                             | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   27800000 | PA      | $27195589.91   | 0.09%             | 2037-01-12      | Fixed         | 5.26%                 | 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        |   14169984 | PA      | $14187696.80   | 0.05%             | 2028-11-10      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V A-2 A                                                           | BLUE OWL GP STAKES V A-2 A                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14246450 | PA      | $14638395.45   | 0.05%             | 2043-08-22      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 3.625 02/15/52                                                                                                                                    | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9380000 | PA      | $6341193.48    | 0.02%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ascot Group Limited                                                                  | ASCOTG V6.349 06/15/35 144A                                                                                                                            | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |   25150000 | PA      | $25662485.57   | 0.08%             | 2035-06-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  429611000 | NC      | $1976672.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                         | MET V5.85 03/15/56 .                                                                                                                                   | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    9175000 | PA      | $9005188.00    | 0.03%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans Inc                                                       | RALI 2006-QO2 A1                                                                                                                                       | CUSIP: 761118VY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16536210 | PA      | $2679565.51    | 0.01%             | 2046-02-25      | Floating      | 4.23%                 | 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        |     -12386 | NC      | $-1195249.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bell Canada                                                                          | BCECN V6.875 09/15/55                                                                                                                                  | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    5825000 | PA      | $5891008.90    | 0.02%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2023-CES1                                                  | TPMT 2023-CES1 A1A                                                                                                                                     | CUSIP: 89181XAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2653696 | PA      | $2655216.55    | 0.01%             | 2063-07-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI V5.75 07/15/56                                                                                                                                      | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   12325000 | PA      | $12137483.75   | 0.04%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BONDS 2024-FL13 LLC                                                                  | BDS 2024-FL13 A                                                                                                                                        | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4996264.00    | 0.02%             | 2039-09-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP V3.02 11/18/36                                                                                                                                    | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   15650000 | PA      | $13999920.03   | 0.04%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS1228                                                                                                                                              | CUSIP: 3140XGLJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195651 | PA      | $173945.48     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRSP 2024-FL2 LTD                                                                    | BRSP 2024-FL2 AS                                                                                                                                       | CUSIP: 05613BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1850000 | PA      | $1847781.48    | 0.01%             | 2037-08-19      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AN9490                                                                                                                                              | CUSIP: 3138LNRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1069724 | PA      | $977925.96     | 0.00%             | 2048-09-01      | Fixed         | 4.05%                 | 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        |   68614295 | PA      | $63755500.23   | 0.20%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Mutual of Omaha Insurance Co                                                         | MUTOMA V6.144 01/16/64 144A                                                                                                                            | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |   10150000 | PA      | $10234672.52   | 0.03%             | 2064-01-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                               | ALK 5.021 10/20/29 144A                                                                                                                                | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    9670000 | PA      | $9572247.13    | 0.03%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.625 08/31/29                                                                                                                                       | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8450000 | PA      | $8385304.69    | 0.03%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                       | GCAT 2024-NQM2 A2                                                                                                                                      | CUSIP: 36831CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6891037 | PA      | $6941493.57    | 0.02%             | 2059-06-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Hexcel Corporation                                                                   | HXL 5.875 02/26/35                                                                                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3567452.83    | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TRUST                                                                   | ALTDE 2025-1A A                                                                                                                                        | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25317385 | PA      | $25468314.74   | 0.08%             | 2050-08-15      | Fixed         | 5.90%                 | 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        |   32973511 | PA      | $33121219.01   | 0.11%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.5 02/15/35                                                                                                                                      | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10795163.34   | 0.03%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                                  | TMCL 2021-3A A                                                                                                                                         | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   19627000 | PA      | $17431955.57   | 0.06%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                  | GRADE 2025-LOC4 A1B                                                                                                                                    | CUSIP: 79589VAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13195942 | PA      | $13211769.21   | 0.04%             | 2055-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2006-AR4                        | DBALT 2006-AR4 A1                                                                                                                                      | CUSIP: 25150PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8732224 | PA      | $2948183.16    | 0.01%             | 2036-12-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                 | MQGAU V2.871 01/14/33 144A                                                                                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   17431000 | PA      | $15595865.54   | 0.05%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                 | FIGRE 2024-HE2 A                                                                                                                                       | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27456308 | PA      | $28001933.62   | 0.09%             | 2054-05-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| XPLORE INC - SYNDICATED LNS                                                          | XPLORE INC - SYNDICATED LNS                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      80273 | NS      | $57712.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                     | BMCAUS 6.5 08/15/32 144A                                                                                                                               | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    7970000 | PA      | $7974120.49    | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                                      | PFP 2026-13 AS                                                                                                                                         | CUSIP: 716966AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5800000 | PA      | $5790022.26    | 0.02%             | 2043-08-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V3.65 PERP U                                                                                                                                        | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2428104.11    | 0.01%             | N/A             | Fixed         | 3.65%                 | 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        |    8680000 | PA      | $8682100.56    | 0.03%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM11 TR                                                                    | OBX 2024-NQM11 A3                                                                                                                                      | CUSIP: 67119EAC0<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-O            | CORP              | US        |    5463183 | PA      | $5503183.03    | 0.02%             | 2064-06-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                                      | PFP 2024-11 A                                                                                                                                          | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3049001 | PA      | $3047562.83    | 0.01%             | 2039-09-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXI LLC                                                                 | OR 2025-21A B                                                                                                                                          | CUSIP: 69120UAB9<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |   13250000 | PA      | $13243259.73   | 0.04%             | 2034-07-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BRSP 2024-FL2 LTD                                                                    | BRSP 2024-FL2 A                                                                                                                                        | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5650000 | PA      | $5651174.07    | 0.02%             | 2037-08-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                                            | BRAVO 2025-NQM8 A2                                                                                                                                     | CUSIP: 10571JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1227331 | PA      | $1222087.65    | 0.00%             | 2065-06-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Midocean Credit Clo XXI                                                              | MIDO 2025-21A SUB                                                                                                                                      | CUSIP: 59790AAC1<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   15600000 | PA      | $11057280.00   | 0.04%             | 2038-10-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| IMPAC SECURED ASSETS CORP MORTGAGE PASS THROUGH CERTIFICATES SERIES 2006-2           | IMSA 2006-2 1A2B                                                                                                                                       | CUSIP: 45256VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     313042 | PA      | $293064.26     | 0.00%             | 2036-08-25      | Floating      | 4.13%                 | No            |                  3 | On Loan: No      |
| SERVICEMASTER FUNDING LLC                                                            | SERV 2020-1 A2II                                                                                                                                       | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27632177 | PA      | $24541144.73   | 0.08%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL3 ISSUER LTD                                                        | FSRIA 2021-FL3 B                                                                                                                                       | CUSIP: 30323CAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8420000 | PA      | $8406720.82    | 0.03%             | 2036-11-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CHEST 2023-1                                                                         | CHEST 2023-1                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16235000 | PA      | $16729498.63   | 0.05%             | 2043-03-23      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| BSPDF 2025-FL2 ISSUER LLC                                                            | BSPDF 2025-FL2 AS                                                                                                                                      | CUSIP: 05615KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10300000 | PA      | $10282884.49   | 0.03%             | 2042-12-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                            | TPG 4.875 05/15/31                                                                                                                                     | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   15550000 | PA      | $15251080.64   | 0.05%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2025-PF1 A                                                                                                                                       | CUSIP: 316922AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7904322 | PA      | $7931297.24    | 0.03%             | 2055-06-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                             | ITC 5.5 04/15/36 144A                                                                                                                                  | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2206506.98    | 0.01%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPMARK MILITARY HOUSING TR XXIX                                                     | CPMRK 2006-RILY A1                                                                                                                                     | CUSIP: 14066AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12089234 | PA      | $10847942.50   | 0.03%             | 2051-07-10      | Variable      | 6.15%                 | No            |                  3 | On Loan: No      |
| Tesco PLC                                                                            | TSCOLN 6.15 11/15/37 144A                                                                                                                              | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |    3240000 | PA      | $3306214.39    | 0.01%             | 2037-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.65 09/01/34                                                                                                                                      | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5137032.05    | 0.02%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD1624                                                                                                                                              | CUSIP: 3132DNYV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160759 | PA      | $161343.55     | 0.00%             | 2052-09-01      | 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        | -266990000 | NC      | $-1016239.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-RM2                                      | MLMI 2006-HE6 A1                                                                                                                                       | CUSIP: 59023XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6723443 | PA      | $3219313.48    | 0.01%             | 2037-11-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                                   | RYASPE 5.875 08/01/32 144A                                                                                                                             | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    7573000 | PA      | $7484885.12    | 0.02%             | 2032-08-01      | Fixed         | 5.88%                 | 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        |   12450000 | PA      | $12450000.00   | 0.04%             | 2040-03-31      | Fixed         | 6.46%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AN9931                                                                                                                                              | CUSIP: 3138LPA97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3268888 | PA      | $2906665.87    | 0.01%             | 2048-08-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                                                       | Provident Funding Mortgage Trust 2026-1                                                                                                                | CUSIP: 74386PAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32212200 | PA      | $31773818.01   | 0.10%             | 2056-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                         | SWTCH 2024-1A A2                                                                                                                                       | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9550000 | PA      | $9639668.77    | 0.03%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health                                                          | PSJHOG 2.7 10/01/51 21A                                                                                                                                | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4250000 | PA      | $2477777.54    | 0.01%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                      | FHR 5139 MZ                                                                                                                                            | CUSIP: 3137H2C44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     174251 | PA      | $89367.38      | 0.00%             | 2051-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                          | CAUTO 2024-3A A2                                                                                                                                       | CUSIP: 12510HBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9665313 | PA      | $9299814.16    | 0.03%             | 2054-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC MILITARY FAMILY COMMUNITIES                                             | MIDATL 5.24 08/01/50 144A                                                                                                                              | CUSIP: 59524EAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3537512 | PA      | $3241279.66    | 0.01%             | 2050-08-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                          | SVC 2023-1A B                                                                                                                                          | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3473021 | PA      | $3445779.50    | 0.01%             | 2053-02-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.375 11/15/39                                                                                                                                       | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  481310000 | PA      | $469427659.38  | 1.49%             | 2039-11-15      | Fixed         | 4.38%                 | 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        |    3100000 | PA      | $1979958.53    | 0.01%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 6.2 09/15/55                                                                                                                                       | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3887741.66    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Medline Industries                                                                   | Medline Industries Term Loan B (Incremental) 200 2030-10-01                                                                                            | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     862110 | PA      | $863050.02     | 0.00%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                            | BRAVO 2023-NQM2 A2                                                                                                                                     | CUSIP: 105933AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3857138 | PA      | $3825418.86    | 0.01%             | 2062-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                             | JBS 4.375 02/02/52                                                                                                                                     | CUSIP: 46590XAQ9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    9710000 | PA      | $7391751.09    | 0.02%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V6.016 03/02/34                                                                                                                                    | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9600000 | PA      | $10110600.19   | 0.03%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Guggenheim Strategy Funds Trust                                                      | Guggenheim Strategy Fund II                                                                                                                            | CUSIP: 40168Q205<br>LEI: 5493007THUTJ3GMETL84 | Long             | EC               | RF                | US        |    1196674 | NS      | $29605719.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.55 08/15/35                                                                                                                                     | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   10903000 | PA      | $10996202.44   | 0.04%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS4986                                                                                                                                              | CUSIP: 3140XLRG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     790247 | PA      | $703101.59     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1                                           | STAR 2020-1 A3                                                                                                                                         | CUSIP: 85573AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6456195 | PA      | $6205792.32    | 0.02%             | 2050-02-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE20 MORTGAGE TRUST                                                      | COMM 2018-COR3 XA                                                                                                                                      | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  194175125 | PA      | $1398934.69    | 0.00%             | 2051-05-12      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-69 DA                                                                                                                                         | CUSIP: 3136BWB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   63084938 | PA      | $63175117.62   | 0.20%             | 2051-10-25      | Fixed         | 5.00%                 | 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        |    3407875 | PA      | $3403615.16    | 0.01%             | 2030-05-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                             | AOMT 2024-3 A3                                                                                                                                         | CUSIP: 03466HAC7<br>LEI: 254900F6KNKYG7I13E33 | Long             | ABS-O            | CORP              | US        |    2035579 | PA      | $2013074.00    | 0.01%             | 2068-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Alumina Pty Ltd.                                                                     | AA 6.125 03/15/30 144A                                                                                                                                 | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    2558000 | PA      | $2610170.41    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 5.9 01/25/33                                                                                                                                    | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $10383928.88   | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CC0243                                                                                                                                              | CUSIP: 3140Y6HV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  110852259 | PA      | $112857371.30  | 0.36%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  217132000 | NC      | $1494958.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC V7.375 09/15/55                                                                                                                                 | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   15050000 | PA      | $14380860.45   | 0.05%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELOITTE & TOUCHE USA LLP                                                            | DELOITTE & TOUCHE USA LLP                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4865754.08    | 0.02%             | 2026-11-20      | Fixed         | 7.33%                 | No            |                  3 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH                                                                | OK OKSMED 4.65 08/15/2030                                                                                                                              | CUSIP: 67884XCQ8<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     450000 | PA      | $446741.01     | 0.00%             | 2030-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Trust 2018-Rpl5                                                      | LMAT 2021-GS5 A1                                                                                                                                       | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17354824 | PA      | $17367232.81   | 0.06%             | 2067-07-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM8                                                                  | OBX 2024-NQM8 A3                                                                                                                                       | CUSIP: 67119CAC4<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-O            | CORP              | US        |    6146482 | PA      | $6195761.77    | 0.02%             | 2064-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| AL GCX Fund VIII Holdings                                                            | AL GCX Fund VIII Holdings Term Loan B 200 2032-01-20                                                                                                   | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |    2051412 | PA      | $2046918.95    | 0.01%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                  | MQGAU 3.624 06/03/30 144A                                                                                                                              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   34605000 | PA      | $32837965.23   | 0.10%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Creative Planning                                                                    | Creative Planning Term Loan B 200 2031-05-05                                                                                                           | CUSIP: 1261MAAE0<br>LEI: 254900A9E6SC2CI8V842 | Long             | LON              | CORP              | US        |   20783128 | PA      | $20624968.23   | 0.07%             | 2031-05-19      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING I LLC                                                           | STR 2024-1A A1                                                                                                                                         | CUSIP: 86212XAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5942500 | PA      | $5988011.82    | 0.02%             | 2054-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN V5.25 03/15/82 144A                                                                                                                              | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    8775000 | PA      | $8667746.69    | 0.03%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 5.25 03/15/36                                                                                                                                      | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   16350000 | PA      | $15967022.01   | 0.05%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX TRUST2024-NQM5                                                                   | OBX 2024-NQM5 A1                                                                                                                                       | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-O            | CORP              | US        |    9118845 | PA      | $9166768.37    | 0.03%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| HighTower                                                                            | HighTower Term Loan B 275 2032-02-01                                                                                                                   | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   20289590 | PA      | $20048752.25   | 0.06%             | 2032-02-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Copeland (Emerson Electrics climate control business)                                | EMRLD BORROWER LP                                                                                                                                      | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    7703387 | PA      | $7684128.90    | 0.02%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| PRIORITY 1 ISSUER LOGISTICS DAC                                                      | PRPM 2025-RCF3 A1                                                                                                                                      | CUSIP: 69392PAA3<br>LEI: 635400FLODFXG5M9HI42 | Long             | ABS-O            | CORP              | IE        |    7865647 | PA      | $7849991.89    | 0.02%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD                              | JCPDL 2025-1A C                                                                                                                                        | CUSIP: 47235BAG8<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |   13800000 | PA      | $13722740.70   | 0.04%             | 2037-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                            | BRAVO 2023-NQM2 A1                                                                                                                                     | CUSIP: 105933AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18543931 | PA      | $18398941.63   | 0.06%             | 2062-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V6.051 02/01/35                                                                                                                                    | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1922158.47    | 0.01%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS3                                                 | LMAT 2021-GS3 A1                                                                                                                                       | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26906251 | PA      | $26914806.75   | 0.09%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM2 TRUST                                                                  | OBX 2024-NQM2 A3                                                                                                                                       | CUSIP: 67118HAD2<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-O            | CORP              | US        |    2112222 | PA      | $2118250.65    | 0.01%             | 2063-12-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                      | VDC 2025-1A A2                                                                                                                                         | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41150000 | PA      | $40259036.66   | 0.13%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                        | UWMLLC 5.5 04/15/29 144A                                                                                                                               | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   46832000 | PA      | $43834101.04   | 0.14%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                               | GM 5.4 04/01/48                                                                                                                                        | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1760114.07    | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 5.3 03/01/48                                                                                                                                       | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3169648.65    | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-4                                                      | AOMT 2024-4 A1                                                                                                                                         | CUSIP: 034943AA8<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-O            | CORP              | US        |   19911274 | PA      | $20054905.64   | 0.06%             | 2069-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization T                                                       | Station Place Securitization Trust Series 2024-SP2                                                                                                     | CUSIP: 857942AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50500000 | PA      | $50500000.00   | 0.16%             | 2026-07-12      | Floating      | 5.38%                 | No            |                  3 | On Loan: No      |
| OWL ROCK CLO XXII LLC                                                                | OR 2025-22A A                                                                                                                                          | CUSIP: 69121AAA4<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-CBDO         | CORP              | US        |   26450000 | PA      | $26501733.56   | 0.08%             | 2037-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                           | DAEAVI L 10/31/31 19                                                                                                                                   | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    2157841 | PA      | $2156870.08    | 0.01%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -217395000 | NC      | $-911786.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2024-NQM3 TRUST                                                                  | OBX 2024-NQM3 A3                                                                                                                                       | CUSIP: 67118KAC7<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-O            | CORP              | US        |    1008900 | PA      | $1012837.87    | 0.00%             | 2063-12-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V5.399 01/30/37                                                                                                                                    | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $3517723.97    | 0.01%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 51 LLC                                                         | CERB 2025-2A B                                                                                                                                         | CUSIP: 15675QAC8<br>LEI: 635400BNBEZ5CT8GJB24 | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $7976285.60    | 0.03%             | 2037-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER HOLDING III BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    4300000 | PA      | $4949333.79    | 0.02%             | 2031-11-24      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2004-HE7                         | ABSHE 2006-HE1 M1                                                                                                                                      | CUSIP: 04541GVL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4890877 | PA      | $4821088.74    | 0.02%             | 2036-01-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -190220625 | NC      | $-157267.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                                        | SOBKCO 5.332 07/09/35 144A                                                                                                                             | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   31550000 | PA      | $31050809.27   | 0.10%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                                         | FORTRE 6.25 04/01/30 144A                                                                                                                              | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   16600000 | PA      | $16904812.19   | 0.05%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                                                            | MIDCAP FUNDING XLVI TRUST                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33100000 | PA      | $33100000.00   | 0.11%             | 2028-04-15      | Floating      | 6.49%                 | No            |                  3 | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU V3.7 10/01/50                                                                                                                                      | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   17139000 | PA      | $15569669.18   | 0.05%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HOMES TR 2025-NQM1                                                                   | HOMES 2025-NQM1 A2                                                                                                                                     | CUSIP: 43761DAD2<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-O            | CORP              | US        |    7358060 | PA      | $7376726.28    | 0.02%             | 2070-01-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| HILLSBOROUGH SCHOOL DISTRICT (CA)                                                    | CA HLBSCD 0 09/01/2039                                                                                                                                 | CUSIP: 432272GF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $493063.70     | 0.00%             | 2039-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                           | DRSLF 2015-37A BR                                                                                                                                      | CUSIP: 26249MAQ0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    3678679 | PA      | $3673582.93    | 0.01%             | 2031-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                              | LGENSO 5.375 07/02/29 144A                                                                                                                             | CUSIP: 50205MAD1<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   15000000 | PA      | $15208093.50   | 0.05%             | 2029-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                                                                | HOPE GAS HOLDINGS LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7374848.32    | 0.02%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| GXO Logistics Inc.                                                                   | GXO 6.5 05/06/34                                                                                                                                       | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   10485000 | PA      | $11002587.52   | 0.04%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08660                                                                                                                                              | CUSIP: 3128MJWW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115313 | PA      | $111124.83     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | 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        |   10900000 | PA      | $10921440.08   | 0.03%             | 2055-10-01      | Fixed         | 6.55%                 | 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        |   16480000 | PA      | $16329789.93   | 0.05%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Arizona Public Service Company                                                       | PNW 6.35 12/15/32                                                                                                                                      | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    3140000 | PA      | $3363647.13    | 0.01%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| J G Wentworth Xxiii L L C                                                            | HENDR 2011-1A A                                                                                                                                        | CUSIP: 46616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1627029 | PA      | $1610903.93    | 0.01%             | 2056-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                   | VEGLPL 6.75 01/15/36 144A                                                                                                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    9225000 | PA      | $9770677.20    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2025-CES7                                                        | RCKT 2025-CES7 A1A                                                                                                                                     | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |   10092103 | PA      | $10112983.22   | 0.03%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                      | FIHL 4.875 06/30/30 144A                                                                                                                               | CUSIP: 31575FAA4<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   11500000 | PA      | $11235287.60   | 0.04%             | 2030-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                  | MQGAU V5.642 08/13/36 144A                                                                                                                             | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   46285000 | PA      | $46032153.84   | 0.15%             | 2036-08-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING UNF                                                            | FTAI AIRCRAFT LEASING UNF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    4812500 | NS      | $481.25        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COLT 2024-1 MORTGAGE LOAN TRUST                                                      | COLT 2024-1 A3                                                                                                                                         | CUSIP: 19688TAC9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-O            | CORP              | US        |    2599733 | PA      | $2610255.04    | 0.01%             | 2069-02-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        | -429611000 | NC      | $-1247620.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brightstar Lottery Holdings BV                                                       | BRSL 4.25 03/15/30 144A                                                                                                                                | CUSIP: 000000000<br>LEI: 984500911D9B7B4D7533 | Long             | DBT              | CORP              | NL        |   14500000 | PA      | $16422705.80   | 0.05%             | 2030-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -190220625 | NC      | $-873757.23    | -0.00%            |  |  |  | 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        |    3323271 | PA      | $3306717.30    | 0.01%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RWC COMMERCIAL MORTGAGE 2025-1                                                       | RWC 2025-1 A                                                                                                                                           | CUSIP: 78348LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26988025 | PA      | $26828626.05   | 0.09%             | 2040-06-27      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                              | FMMHR 2015-R1 B2                                                                                                                                       | CUSIP: 35563CAM0<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | USGSE             | US        |   10284211 | PA      | $8629548.00    | 0.03%             | 2052-10-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                      | VDC 2024-1A A2                                                                                                                                         | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30550000 | PA      | $30036714.18   | 0.10%             | 2054-09-15      | Fixed         | 5.10%                 | 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        |    7231694 | PA      | $7179966.97    | 0.02%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| FORT CARSON FAMILY HOUSING LLC                                                       | FORTCA 6.184 12/15/65 2065                                                                                                                             | CUSIP: 347075AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2564975.00    | 0.01%             | 2065-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08669                                                                                                                                              | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     109818 | PA      | $105807.31     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                            | SUN 6.625 08/15/32 144A                                                                                                                                | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4265801.40    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS1171                                                                                                                                              | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2384208 | PA      | $2114909.13    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Valvoline                                                                            | Valvoline Term Loan B 200 2032-03-08                                                                                                                   | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |    2294250 | PA      | $2299985.63    | 0.01%             | 2032-03-08      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BCC MIDDLE MARKET CLO 2019-1 LLC                                                     | BCMM 2019-1A A1RR                                                                                                                                      | CUSIP: 05550GAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13850000 | PA      | $13779365.00   | 0.04%             | 2036-07-15      | Floating      | 5.12%                 | 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        |   13498000 | PA      | $13270288.74   | 0.04%             | 2032-02-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                               | UAL 5.8 01/15/36                                                                                                                                       | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    6784179 | PA      | $6982815.43    | 0.02%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.3 01/15/56                                                                                                                                        | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6498933.47    | 0.02%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE VOPAK NV                                                                 | KONINKLIJKE VOPAK NV                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    5500000 | PA      | $5562700.15    | 0.02%             | 2032-06-20      | Fixed         | 6.04%                 | No            |                  3 | On Loan: No      |
| APA Corp.                                                                            | APA 5.35 07/01/49 .                                                                                                                                    | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $3463304.98    | 0.01%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                          | SVC 2026-1A A                                                                                                                                          | CUSIP: 78488JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5750000 | PA      | $5710911.50    | 0.02%             | 2056-03-20      | Fixed         | 5.16%                 | 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        |    8261550 | PA      | $8240896.13    | 0.03%             | 2032-02-10      | Floating      | 5.92%                 | 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        |     375600 | NS      | $9258540.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGRE TRUST 2024-HE1                                                                 | FIGRE 2024-HE1 A                                                                                                                                       | CUSIP: 31684HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10726705 | PA      | $10906270.07   | 0.03%             | 2054-03-25      | Variable      | 6.17%                 | 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        |      66326 | PA      | $66848.47      | 0.00%             | 2036-06-26      | Variable      | 7.07%                 | No            |                  3 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 16(M)-R2 LP                                               | GOCAP 2013-16A BR3                                                                                                                                     | CUSIP: 38181EAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18750000 | PA      | $18696973.13   | 0.06%             | 2039-08-09      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                     | ANGINC 5.25 06/03/30 144A                                                                                                                              | CUSIP: 02771D2B9<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |   18010000 | PA      | $17936602.95   | 0.06%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1                                       | WFCM 2017-RC1 XA                                                                                                                                       | CUSIP: 95001FBA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15132150 | PA      | $116199.78     | 0.00%             | 2060-01-16      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  321081000 | NC      | $1467671.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPMARK MILITARY HOUSING TR XXIX                                                     | CPMRK 2006-RILY A2                                                                                                                                     | CUSIP: 14066AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6514965 | PA      | $4778184.25    | 0.02%             | 2051-07-10      | Floating      | 5.86%                 | No            |                  3 | 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        |    7200000 | PA      | $7024106.16    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                      | ALLO 2024-1A A2                                                                                                                                        | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1009136.90    | 0.00%             | 2054-07-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING I LLC                                                           | STR 2021-1A A2                                                                                                                                         | CUSIP: 86190BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12496000 | PA      | $10556063.16   | 0.03%             | 2051-06-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT 1L TL                                                                    | EAGLE POINT 1L TL                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   14877692 | PA      | $14877692.31   | 0.05%             | 2028-03-31      | Floating      | 7.44%                 | No            |                  3 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 46(M) LTD                                                 | GOCAP 2019-46A BR                                                                                                                                      | CUSIP: 38178UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10300000 | PA      | $10280613.34   | 0.03%             | 2037-04-20      | Floating      | 5.97%                 | 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        |      -6565 | NC      | $8570830.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT 2025-NQM3 TRUST                                                                 | GCAT 2025-NQM3 A1                                                                                                                                      | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11630776 | PA      | $11674177.40   | 0.04%             | 2070-05-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUS                                                  | CLAST 2025-1A A                                                                                                                                        | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21543320 | PA      | $21697268.72   | 0.07%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2021-1A A2                                                                                                                                         | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   47980000 | PA      | $47490004.25   | 0.15%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| TFI INTERNATIONAL INC                                                                | TFI INTERNATIONAL INC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14000000 | PA      | $12039129.17   | 0.04%             | 2033-01-05      | Fixed         | 3.35%                 | No            |                  3 | On Loan: No      |
| BDS 2025-FL14 LLC                                                                    | BDS 2025-FL14 AS                                                                                                                                       | CUSIP: 072921AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10200000 | PA      | $10130232.00   | 0.03%             | 2042-10-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                                                          | Fortress Credit BSL XVI Ltd                                                                                                                            | CUSIP: 349927AQ6<br>LEI: 254900KG4E8W7Q68M916 | Long             | ABS-CBDO         | CORP              | JE        |    7000000 | PA      | $7002457.70    | 0.02%             | 2035-10-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| OBX Trust 2026-NQM2                                                                  | OBX 2026-NQM4 A3                                                                                                                                       | CUSIP: 67124FAK2<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |   14900000 | PA      | $14867778.78   | 0.05%             | 2066-02-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Vontier Corporation                                                                  | VNT 2.4 04/01/28                                                                                                                                       | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   14150000 | PA      | $13562794.95   | 0.04%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GoDaddy                                                                              | GoDaddy Term Loan B-7 175 2031-05-14                                                                                                                   | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    4195275 | PA      | $4113634.95    | 0.01%             | 2031-05-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BS3190                                                                                                                                              | CUSIP: 3140LDRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2357286 | PA      | $1726833.92    | 0.01%             | 2051-09-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CERBERUS LN FDG XLVI L P                                                             | CERB 2024-2A B                                                                                                                                         | CUSIP: 15675BAB3<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |    5900000 | PA      | $5889660.84    | 0.02%             | 2036-07-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/58                                                                                                                                        | CUSIP: 88059E7P3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1612000 | PA      | $271183.54     | 0.00%             | 2058-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 4.55 03/15/52                                                                                                                                    | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   23692000 | PA      | $18712888.10   | 0.06%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Clarios (Power Solutions)                                                            | Clarios (Power Solutions) Term Loan B (Incremental) 275 2032-01-07                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   11691250 | PA      | $11650330.63   | 0.04%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 5.813 03/03/55                                                                                                                                    | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   12635000 | PA      | $11969066.51   | 0.04%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                           | TIAAGL 5.85 04/15/34 144A                                                                                                                              | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25425000 | PA      | $26266901.84   | 0.08%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                           | DVA 3.75 02/15/31 144A                                                                                                                                 | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     149000 | PA      | $136625.03     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -135871875 | NC      | $-554797.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.9 12/09/41                                                                                                                                      | CUSIP: 3133ENGJ3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     220000 | PA      | $168492.50     | 0.00%             | 2041-12-09      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-BC4                        | SASC 2006-BC4 A4                                                                                                                                       | CUSIP: 86359RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     836526 | PA      | $821020.97     | 0.00%             | 2036-12-25      | Floating      | 4.13%                 | 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        |    2417758 | PA      | $2405669.40    | 0.01%             | 2031-07-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| HOMES TR 2025-NQM1                                                                   | HOMES 2025-NQM1 A3                                                                                                                                     | CUSIP: 43761DAE0<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-O            | CORP              | US        |    2967200 | PA      | $2974657.90    | 0.01%             | 2070-01-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| CMFT NET LEASE MASTER ISSUER LLC                                                     | CIMNL 2021-1 A6                                                                                                                                        | CUSIP: 12575AAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3215000 | PA      | $2727433.68    | 0.01%             | 2051-07-20      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC HOME HEALTH NETWORK INC                                                 | MIDATL 5.3 08/01/50 144A                                                                                                                               | CUSIP: 59524EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5624690 | PA      | $4759204.49    | 0.02%             | 2050-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DYAL IV ISSUER B                                                                     | DYAL IV ISSUER B                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14630000 | PA      | $13340218.99   | 0.04%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| MERLIN BUYER INC                                                                     | MERLIN BUYER INC                                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |    2450000 | PA      | $2450000.00    | 0.01%             | 2033-03-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS F 08/01/29 GMTN                                                                                                                                    | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3060000 | PA      | $3082825.03    | 0.01%             | 2029-08-01      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Cifc Funding 2015-IV Limited                                                         | CIFC 2015-4A BR3                                                                                                                                       | CUSIP: 12550TBN4<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5993752.20    | 0.02%             | 2039-01-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                 | OWL 6.25 04/18/34                                                                                                                                      | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    9880000 | PA      | $9498451.50    | 0.03%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.518 10/25/35                                                                                                                                    | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9999770.80    | 0.03%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/56                                                                                                                                        | CUSIP: 88059E7K4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1612000 | PA      | $303565.39     | 0.00%             | 2056-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -135871875 | NC      | $-554797.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB9974                                                                                                                                              | CUSIP: 3140QWCL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  129744940 | PA      | $132091768.80  | 0.42%             | 2055-02-01      | Fixed         | 5.50%                 | 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        |    8070421 | PA      | $8016261.49    | 0.03%             | 2028-04-07      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| United States Treasury Notes                                                         | TII 2.125 01/15/35                                                                                                                                     | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  309451811 | PA      | $314668877.29  | 1.00%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD2 MORTGAGE TRUST                                                           | CD 2016-CD2 XA                                                                                                                                         | CUSIP: 12515ABF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26750512 | PA      | $23008.12      | 0.00%             | 2049-11-15      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXII LP                                                       | CERB 2021-2A C                                                                                                                                         | CUSIP: 15674LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20925000 | PA      | $20858584.05   | 0.07%             | 2033-04-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                | SWTCH 2025-1A A2                                                                                                                                       | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35700000 | PA      | $34394968.65   | 0.11%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM2                                               | IMPRL 2022-NQM2 A3                                                                                                                                     | CUSIP: 45276PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9986554 | PA      | $9408475.04    | 0.03%             | 2067-03-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TRUST                                                   | TCN 2024-SFR2 B                                                                                                                                        | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7950000 | PA      | $7979783.09    | 0.03%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 49(M) LP                                                  | GOCAP 2020-49A CR2                                                                                                                                     | CUSIP: 38181HAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12600000 | PA      | $12534221.70   | 0.04%             | 2038-07-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Virtu Financial                                                                      | Virtu Financial Term Loan B 250 2031-06-01                                                                                                             | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    2643300 | PA      | $2638885.69    | 0.01%             | 2031-06-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6 08/03/55                                                                                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $2900804.14    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services                                                                  | UGI Energy Services Term Loan B 250 2030-02-01                                                                                                         | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    3734383 | PA      | $3736437.29    | 0.01%             | 2030-02-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2006-AR11 TRUST    | WAMU 2006-AR11 3A1A                                                                                                                                    | CUSIP: 93363TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     501003 | PA      | $451243.59     | 0.00%             | 2046-09-25      | Floating      | 4.78%                 | No            |                  3 | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | PAA 4.9 02/15/45                                                                                                                                       | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3265670.06    | 0.01%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                              | FMMHR 2015-R1 B3                                                                                                                                       | CUSIP: 35563CAV0<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | USGSE             | US        |   11194944 | PA      | $10166776.55   | 0.03%             | 2052-11-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                   | VEGLPL 6.125 12/15/30 144A                                                                                                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3908018.80    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HLEND CLO 2026-5 LLC                                                                 | HLEND 2026-5A B                                                                                                                                        | CUSIP: 403967AE2<br>LEI: 529900N6JRXPABMGOA33 | Long             | ABS-CBDO         | CORP              | US        |   26100000 | PA      | $26047737.36   | 0.08%             | 2039-04-15      | Floating      | 5.36%                 | 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        |    7929994 | PA      | $7897074.31    | 0.03%             | 2047-01-25      | Fixed         | 5.16%                 | 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        |    8716730 | PA      | $8732916.54    | 0.03%             | 2070-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| FIDIUM LLC                                                                           | CNSL 2026-1A A2                                                                                                                                        | CUSIP: 315961AG7<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |    9550000 | PA      | $9425955.05    | 0.03%             | 2056-03-20      | Fixed         | 5.08%                 | 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        |   15450000 | PA      | $14070090.98   | 0.04%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER HOLDING III BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | N/A       |    2000000 | PA      | $2301183.61    | 0.01%             | 2031-06-26      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 05/31/30                                                                                                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1997400 | PA      | $2004188.04    | 0.01%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 6.25 10/15/55                                                                                                                                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $22548109.34   | 0.07%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                                              | BROWN GROUP HOLDING LLC                                                                                                                                | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    4895989 | PA      | $4899073.60    | 0.02%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                    | DINO 5.5 09/01/32                                                                                                                                      | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   19560000 | PA      | $19604564.33   | 0.06%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V5.936 05/30/35 144A                                                                                                                            | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7750000 | PA      | $7926990.24    | 0.03%             | 2035-05-30      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE V6.375 08/15/55                                                                                                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   11277000 | PA      | $11488466.30   | 0.04%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        | -160194000 | NC      | $-608409.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2007-1                                        | NHEL 2007-1 A1A                                                                                                                                        | CUSIP: 669971AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2297020 | PA      | $1501370.09    | 0.00%             | 2037-03-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                           | ACCINV F 05/15/32 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    1900000 | PA      | $2177582.94    | 0.01%             | 2032-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2024-1 LLC                                                    | SE 2024-1A A                                                                                                                                           | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14995725 | PA      | $15295395.09   | 0.05%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                      | WHR 5.75 03/01/34                                                                                                                                      | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4078701.26    | 0.01%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  160196000 | NC      | $875931.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.05 11/01/34                                                                                                                                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1167234.76    | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | 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        |    4710000 | PA      | $4716800.20    | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-4                                                     | TPMT 2024-4 A1A                                                                                                                                        | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13735616 | PA      | $13747038.46   | 0.04%             | 2064-10-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                              | SORT 2020-1 B2                                                                                                                                         | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4312872 | PA      | $2738526.86    | 0.01%             | 2060-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                     | GATX 6.05 06/05/54                                                                                                                                     | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    4428000 | PA      | $4396860.53    | 0.01%             | 2054-06-05      | Fixed         | 6.05%                 | 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        |    7382000 | PA      | $4699303.76    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | 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        |     797000 | NS      | $19893120.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | CAD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $108610.95     | 0.00%             |  |  |  | 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        |   26098593 | PA      | $25586097.72   | 0.08%             | 2051-01-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM4 TRUST                                                                  | OBX 2024-NQM4 A2                                                                                                                                       | CUSIP: 67118TAB0<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-O            | CORP              | US        |    2205704 | PA      | $2215518.42    | 0.01%             | 2064-01-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS4940                                                                                                                                              | CUSIP: 3140XLP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66746 | PA      | $66586.34      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-52 GA                                                                                                                                         | CUSIP: 3136BWWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   49178742 | PA      | $49224483.23   | 0.16%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUANTUM BIDCO LTD                                                                    | QUANTUM BIDCO LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: 259400QEGOEU126C6775 | Long             | LON              | CORP              | GB        |    9000000 | PA      | $11756715.05   | 0.04%             | 2028-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER CORPORATE LENDING FUND                                                    | CLIFFWATER CORPORATE LENDING FUND                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22700000 | PA      | $23341459.71   | 0.07%             | 2028-08-04      | Fixed         | 6.77%                 | No            |                  3 | On Loan: No      |
| OBX 2024-NQM4 TRUST                                                                  | OBX 2024-NQM4 A1                                                                                                                                       | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-O            | CORP              | US        |    8757688 | PA      | $8803730.94    | 0.03%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| SLM CORP (SALLIE MAE)                                                                | SLM 3.125 11/02/26                                                                                                                                     | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9132000 | PA      | $9047820.13    | 0.03%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.5 PERP JJ                                                                                                                                         | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1995148.20    | 0.01%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS V6.75 12/10/54                                                                                                                                     | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30376.29      | 0.00%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nokia Corp                                                                           | NOKIA 6.625 05/15/39                                                                                                                                   | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    3240000 | PA      | $3392753.82    | 0.01%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COLT 2023-3 MORTGAGE LOAN TRUST                                                      | COLT 2023-3 A3                                                                                                                                         | CUSIP: 19688RAC3<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-O            | CORP              | US        |    5024765 | PA      | $5053621.52    | 0.02%             | 2068-09-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $623360.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICOF 2 REFI TERM LOAN FUNDED                                                        | VICOF 2 REFI TERM LOAN FUNDED                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245569 | PA      | $244659.24     | 0.00%             | 2030-02-22      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                | AAL 3.2 06/15/28 AA                                                                                                                                    | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4325300 | PA      | $4213974.13    | 0.01%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -321327000 | NC      | $-936766.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                   | BX 2025-VOLT A                                                                                                                                         | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   54250000 | PA      | $54080468.75   | 0.17%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM V4.58 09/08/31                                                                                                                                      | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3480000 | PA      | $3465194.31    | 0.01%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CERBERUS LN FDG XLVI L P                                                             | CERB 2024-2A A                                                                                                                                         | CUSIP: 15675BAA5<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |   16500000 | PA      | $16505679.30   | 0.05%             | 2036-07-15      | Floating      | 5.52%                 | 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        |    9000000 | PA      | $8994766.68    | 0.03%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Guggenheim Funds Trust                                                               | Guggenheim Ultra Short Duration Fund                                                                                                                   | CUSIP: 40169J523<br>LEI: 54930033G24U3UGWK691 | Long             | EC               | RF                | US        |    3218808 | NS      | $32349025.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                          | LNG 6 07/30/56 144A                                                                                                                                    | CUSIP: 16411RAQ2<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6701162.63    | 0.02%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.503 09/11/31                                                                                                                                      | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3440446.43    | 0.01%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IXIS REAL ESTATE CAPITAL TRUST 2006-HE1                                              | IXIS 2006-HE1 A4                                                                                                                                       | CUSIP: 45071KDE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10134478 | PA      | $5240946.08    | 0.02%             | 2036-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| HLEND CLO 2025-3 LLC                                                                 | HLEND 2025-3A A                                                                                                                                        | CUSIP: 403961AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   74950000 | PA      | $74635847.08   | 0.24%             | 2037-01-20      | Floating      | 5.07%                 | 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        |      12386 | NC      | $2297603.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.95 05/15/54                                                                                                                                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1265862.69    | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-1                                                        | SEMT 2025-1 A4                                                                                                                                         | CUSIP: 81743EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11082056 | PA      | $11126688.29   | 0.04%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V6.85 PERP                                                                                                                                         | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12840000 | PA      | $13310008.20   | 0.04%             | N/A             | Fixed         | 6.85%                 | 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        |  159773003 | PA      | $8881445.72    | 0.03%             | 2055-11-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                 | WSTOP 2022-1A A2                                                                                                                                       | CUSIP: 974153AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1191000 | PA      | $1142406.84    | 0.00%             | 2052-03-05      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                                             | BETCLIC EVEREST GROUP SAS                                                                                                                              | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |     825000 | PA      | $821394.75     | 0.00%             | 2031-12-09      | Floating      | 2.75%                 | 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        |    8600000 | PA      | $8444749.36    | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 5.15 09/15/35                                                                                                                                      | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3448609.89    | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | 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        |   12150000 | PA      | $11907000.00   | 0.04%             | 2032-11-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL HOLDINGS LP                                                             | BAIN CAPITAL HOLDINGS LP                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36000000 | PA      | $25904334.32   | 0.08%             | 2041-04-15      | Fixed         | 3.41%                 | No            |                  3 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                               | ALK 5.308 10/20/31 144A                                                                                                                                | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   16750000 | PA      | $16384888.69   | 0.05%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                   | FFHCN 3.375 03/03/31                                                                                                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   39803000 | PA      | $37060572.90   | 0.12%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS V7 03/10/55                                                                                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4173881.40    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                      | FHR 5192 GZ                                                                                                                                            | CUSIP: 3137H5EQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     144256 | PA      | $85917.00      | 0.00%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                                                                           | XPLORE INC                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |    1423884 | PA      | $898826.83     | 0.00%             | 2031-10-24      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-OH3                                                      | CWALT 2007-OH3 A1A                                                                                                                                     | CUSIP: 02151DAC8<br>LEI: 549300TXT201GGLA0F48 | Long             | ABS-O            | CORP              | US        |    5000114 | PA      | $4780198.51    | 0.02%             | 2047-09-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  160157000 | NC      | $732082.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 03/15/61                                                                                                                                        | CUSIP: 88059GAZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1020000 | PA      | $149578.92     | 0.00%             | 2061-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 6.2 01/25/37                                                                                                                                    | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   17300000 | PA      | $17877600.12   | 0.06%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                                                 | WW International Inc COM NEW                                                                                                                           | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      36869 | NS      | $506580.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                                                    | L 4.94 04/01/36                                                                                                                                        | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   19050000 | PA      | $18642469.45   | 0.06%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2007-QO2 TRUST                                                           | RALI 2007-QO2 A1                                                                                                                                       | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7273353 | PA      | $2108800.26    | 0.01%             | 2047-02-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.942 02/07/39                                                                                                                                     | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11655000 | PA      | $11914295.78   | 0.04%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XLV LLC                                                        | CERB 2024-1A B                                                                                                                                         | CUSIP: 15675FAC2<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $11943043.20   | 0.04%             | 2036-04-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES IX CLO LTD                                             | FCO 2017-9A BR                                                                                                                                         | CUSIP: 34961JBE3<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    6700000 | PA      | $6665864.84    | 0.02%             | 2033-10-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER 2 INC                                                           | RCAP 10 08/15/30 144A                                                                                                                                  | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7447000 | PA      | $7909940.52    | 0.03%             | 2030-08-15      | Fixed         | 10.00%                | 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        |   12010000 | PA      | $11245289.67   | 0.04%             | 2030-07-01      | Fixed         | 4.12%                 | 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        |    8015492 | PA      | $7755338.67    | 0.02%             | 2031-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| RGA Global Funding                                                                   | RGA 5 08/25/32 144A                                                                                                                                    | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   12750000 | PA      | $12612313.13   | 0.04%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-1                                                    | VERUS 2024-1 A3                                                                                                                                        | CUSIP: 92540EAC7<br>LEI: 984500A3F1D749452747 | Long             | ABS-O            | CORP              | US        |    1849424 | PA      | $1853711.58    | 0.01%             | 2069-01-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10                   | BACM 2016-UB10 XA                                                                                                                                      | CUSIP: 06054MAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     447343 | PA      | $4.47          | 0.00%             | 2049-07-16      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES4                                                        | RCKT 2024-CES4 A1A                                                                                                                                     | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19255486 | PA      | $19387643.82   | 0.06%             | 2044-06-25      | Variable      | 6.15%                 | 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        |  154636706 | PA      | $154878231.22  | 0.49%             | 2071-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST 2025-4                                              | PFMT 2025-4 A4                                                                                                                                         | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18166885 | PA      | $18185480.27   | 0.06%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                                             | FLTR 6.375 04/29/29 144a                                                                                                                               | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   25950000 | PA      | $26418008.25   | 0.08%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM16 TRUST                                                                 | OBX 2025-NQM16 A2                                                                                                                                      | CUSIP: 67122DAF0<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-O            | CORP              | US        |    2934344 | PA      | $2914777.66    | 0.01%             | 2065-08-25      | Variable      | 5.06%                 | 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        |    2550000 | PA      | $2999704.50    | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HV STRUCTURED SOLUTIONS IV                                                           | HV STRUCTURED SOLUTIONS IV                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26005586 | PA      | $25817321.86   | 0.08%             | 2030-09-15      | Floating      | 6.85%                 | No            |                  3 | On Loan: No      |
| Sysco Corporation                                                                    | SYY 4.4 07/25/31                                                                                                                                       | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   11200000 | PA      | $10862380.59   | 0.03%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR UNFUNDED                                                    | QTS GOOD NEWS FCLTY REVR UNFUNDED                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14710370 | PA      | $14.71         | 0.00%             | 2028-10-09      | Fixed         | 0.30%                 | No            |                  3 | On Loan: No      |
| Ascend Learning                                                                      | Ascend Learning First-lien Term Loan 300 2028-12-01                                                                                                    | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    3790452 | PA      | $3695690.95    | 0.01%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | PAA 5.95 06/15/35                                                                                                                                      | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   24100000 | PA      | $24883203.49   | 0.08%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                   | RGA 5.05 12/06/31 144A                                                                                                                                 | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2700356.08    | 0.01%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHLMC 2.25 09/15/50                                                                                                                                    | CUSIP: 3134GWS98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     360000 | PA      | $202111.56     | 0.00%             | 2050-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL3 ISSUER LTD                                                        | FSRIA 2021-FL3 C                                                                                                                                       | CUSIP: 30323CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   31150000 | PA      | $31125796.45   | 0.10%             | 2036-11-18      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-Nqm3                             | MSRM 2024-NQM3 A2                                                                                                                                      | CUSIP: 61776UAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5869400 | PA      | $5849837.87    | 0.02%             | 2069-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission and Storage Inc                                             | BRKHEC 4.6 12/15/44 *                                                                                                                                  | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     500000 | PA      | $426606.57     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2014-1 LTD                                                         | PLMRS 2023-4A CR                                                                                                                                       | CUSIP: 696924AQ2<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |   16250000 | PA      | $16259636.25   | 0.05%             | 2037-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                | DNKN 2025-1A A2II                                                                                                                                      | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   14064750 | PA      | $13850093.79   | 0.04%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2023-8A B                                                                                                                                        | CUSIP: 05377RHN7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   15350000 | PA      | $15981213.49   | 0.05%             | 2030-02-20      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                  | ARDGRP 6.875 02/15/31 144a                                                                                                                             | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   16100000 | PA      | $18478414.73   | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                                    | VERUS 2025-5 A3                                                                                                                                        | CUSIP: 92540XAC5<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-O            | CORP              | US        |    4252855 | PA      | $4257716.46    | 0.01%             | 2070-06-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP F 01/30/31                                                                                                                                         | CUSIP: 025816EA3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3061498.45    | 0.01%             | 2031-01-30      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -217395000 | NC      | $-198238.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                             | SAFE 2.8 06/15/31                                                                                                                                      | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |   27977000 | PA      | $25339438.67   | 0.08%             | 2031-06-15      | Fixed         | 2.80%                 | 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        |     815545 | PA      | $794820.46     | 0.00%             | 2036-12-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Bcred CLO 2026-1 LLC                                                                 | BCRED 2026-1A B                                                                                                                                        | CUSIP: 05557LAC3<br>LEI: 25490083OXQDCR6C9A06 | Long             | ABS-CBDO         | CORP              | US        |   56450000 | PA      | $56255738.62   | 0.18%             | 2039-04-24      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V7.5 PERP X                                                                                                                                         | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   32500000 | PA      | $34048300.00   | 0.11%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.69 11/29/41                                                                                                                                     | CUSIP: 3133ENFH8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     350000 | PA      | $260885.80     | 0.00%             | 2041-11-29      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                | WEC V5.625 05/15/56                                                                                                                                    | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   12325000 | PA      | $12076403.52   | 0.04%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OneAmerica Financial Partners Inc.                                                   | ONEAM 4.25 10/15/50 144A                                                                                                                               | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |   15590000 | PA      | $11516759.39   | 0.04%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                     | NTT 5.502 07/16/35 144A                                                                                                                                | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    6550000 | PA      | $6643204.21    | 0.02%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp Home Equity Loan Trust                                           | ACE 2007-WM2 A1                                                                                                                                        | CUSIP: 00442KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5696739 | PA      | $2420426.98    | 0.01%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AN7025                                                                                                                                              | CUSIP: 3138LKYX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     845552 | PA      | $741440.58     | 0.00%             | 2047-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                              | SORT 2020-1 B1                                                                                                                                         | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10075718 | PA      | $6196558.51    | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BL2211                                                                                                                                              | CUSIP: 3140HTN54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306552 | PA      | $273671.69     | 0.00%             | 2049-04-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FDG XLIV 2024-44                                                       | CERB 2023-5A A                                                                                                                                         | CUSIP: 15674DAA2<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |   50000000 | PA      | $50042165.00   | 0.16%             | 2036-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates Wamu Series 2007-He1 Trust               | WMHE 2007-HE1 2A3                                                                                                                                      | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30207873 | PA      | $13552390.54   | 0.04%             | 2037-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD2313                                                                                                                                              | CUSIP: 3132DPSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10429451 | PA      | $10634244.88   | 0.03%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H5 MORTGAGE TRUST                                                         | CROSS 2024-H5 A3                                                                                                                                       | CUSIP: 22757HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3741512 | PA      | $3766586.45    | 0.01%             | 2069-08-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVA 5.25 02/01/55                                                                                                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   89098000 | PA      | $88332291.79   | 0.28%             | 2055-02-01      | Fixed         | 5.25%                 | 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        |   13145000 | PA      | $12301596.16   | 0.04%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                   | FFHCN 6.5 05/20/55                                                                                                                                     | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    3320000 | PA      | $3406416.71    | 0.01%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                                                                    | CASPER BIDCO SASU                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500OUD0VB2606MD53 | Long             | LON              | CORP              | FR        |    8600000 | PA      | $9847084.06    | 0.03%             | 2031-03-28      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5.75 11/30/45                                                                                                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   18415000 | PA      | $17932538.23   | 0.06%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2006-WM4                              | SABR 2006-WM4 A2A                                                                                                                                      | CUSIP: 81377XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28188484 | PA      | $7294184.59    | 0.02%             | 2036-11-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V6.25 PERP                                                                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20125000 | PA      | $20246212.88   | 0.06%             | N/A             | Fixed         | 6.25%                 | 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        |     353400 | NS      | $8767854.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts                                                             | Wyndham Hotels & Resorts Term Loan B 175 2030-05-01                                                                                                    | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    7486650 | PA      | $7506414.76    | 0.02%             | 2030-05-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                       | BNCN 6.087 06/14/33                                                                                                                                    | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |   15900000 | PA      | $16582448.51   | 0.05%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2006-NC2                                         | MABS 2006-NC2 A5                                                                                                                                       | CUSIP: 55275BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6832179 | PA      | $2355907.54    | 0.01%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC                                                               | BNCN 3.45 04/15/50                                                                                                                                     | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    6852000 | PA      | $4503894.08    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BS3043                                                                                                                                              | CUSIP: 3140LDLZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119739 | PA      | $93627.25      | 0.00%             | 2039-09-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D V6.2 02/15/56                                                                                                                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   19225000 | PA      | $19055902.67   | 0.06%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 11/15/35                                                                                                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  547800000 | PA      | $534361781.25  | 1.70%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-2                                                    | VERUS 2025-2 A2                                                                                                                                        | CUSIP: 92540VAD7<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-O            | CORP              | US        |   13810425 | PA      | $13812087.82   | 0.04%             | 2070-03-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 5.3 01/15/29                                                                                                                                      | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   15867000 | PA      | $16004614.49   | 0.05%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SAPHILUX SARL                                                                        | SAPHILUX SARL                                                                                                                                          | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |   13450000 | PA      | $13419737.50   | 0.04%             | 2028-07-27      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                      | SIDC 2024-1A A2                                                                                                                                        | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   16250000 | PA      | $16374827.63   | 0.05%             | 2049-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                              | LGENSO 5 04/02/29 144A                                                                                                                                 | CUSIP: 50205MAK5<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    1510000 | PA      | $1512053.04    | 0.00%             | 2029-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-9                                                    | VERUS 2025-9 A2                                                                                                                                        | CUSIP: 92490EAH6<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-O            | CORP              | US        |    6025039 | PA      | $5995061.48    | 0.02%             | 2070-10-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                          | CAUTO 2024-2A A1                                                                                                                                       | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3284167 | PA      | $3282433.29    | 0.01%             | 2054-05-15      | Fixed         | 4.90%                 | 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        |     750000 | PA      | $748198.58     | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prime Securities Services Borrower, LLC and Prime Finance, Inc.                      | PRSESE 5.75 04/15/26 144A                                                                                                                              | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |     964000 | PA      | $965205.00     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-962487.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BXMT 2020-FL2 LTD                                                                    | BXMT 2020-FL2 C                                                                                                                                        | CUSIP: 12434LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5360000 | PA      | $5342450.82    | 0.02%             | 2038-02-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ4152                                                                                                                                              | CUSIP: 3142GUTJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38216112 | PA      | $38516891.58   | 0.12%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-CP1                                                             | NYMT 2025-CP1 A2                                                                                                                                       | CUSIP: 67121VAB0<br>LEI: 254900JF85A0S614L988 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1868875.80    | 0.01%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                              | FMMHR 2015-R1 A3                                                                                                                                       | CUSIP: 35563CAS7<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | USGSE             | US        |    8246416 | PA      | $7489048.08    | 0.02%             | 2052-11-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR1 TRUST                                                   | TCN 2024-SFR1 B                                                                                                                                        | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3600000 | PA      | $3554757.72    | 0.01%             | 2041-04-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-FIX1                                                  | TPMT 2025-FIX1 A1                                                                                                                                      | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |    6558256 | PA      | $6500888.76    | 0.02%             | 2065-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-CES2                                            | BRAVO 2025-CES2 A1                                                                                                                                     | CUSIP: 10568RAA1<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-O            | CORP              | US        |   10729531 | PA      | $10662652.36   | 0.03%             | 2055-07-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Jetblue Airways Corp 2020-1B Pass Through Trust                                      | JBLU 4 11/15/32 1A                                                                                                                                     | CUSIP: 477164AA5<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-O            | CORP              | US        |     100922 | PA      | $95609.20      | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                                 | BHF 5.65 06/10/29                                                                                                                                      | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3352689.26    | 0.01%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables VI Llc                                                     | HENDR 2010-1A A                                                                                                                                        | CUSIP: 88576XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     217141 | PA      | $218277.32     | 0.00%             | 2059-07-15      | Fixed         | 5.56%                 | 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        |   15117273 | PA      | $15117273.02   | 0.05%             | 2028-10-09      | Floating      | 6.95%                 | No            |                  3 | On Loan: No      |
| Belvoir Land LLC                                                                     | FTBELV 5.6 12/15/35 A-3                                                                                                                                | CUSIP: 081331AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5533136.00    | 0.02%             | 2035-12-15      | Fixed         | 5.60%                 | 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        |   24480000 | PA      | $25164362.88   | 0.08%             | 2031-04-30      | Fixed         | 7.12%                 | 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        |   38550000 | PA      | $38334193.25   | 0.12%             | 2037-10-16      | Floating      | 5.95%                 | 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        |    9950000 | PA      | $10520274.30   | 0.03%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                                            | AEP 4.4 05/15/44                                                                                                                                       | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3057691.30    | 0.01%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SBA Communications                                                                   | SBA Communications Term Loan B 175 2031-01-01                                                                                                          | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   13296482 | PA      | $13335308.14   | 0.04%             | 2031-01-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ATLANTIC MARINE CORPS COMMUNITIES LLC                                                | ATLMAR 5.373 12/01/50 144A                                                                                                                             | CUSIP: 048677AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     712017 | PA      | $615584.22     | 0.00%             | 2050-12-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5.1 05/01/38                                                                                                                                       | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   16360000 | PA      | $15553293.96   | 0.05%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-NYAH                       | JPMCC 2021-NYAH F                                                                                                                                      | CUSIP: 46654EAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $6587764.00    | 0.02%             | 2038-06-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 6.4 01/25/38                                                                                                                                    | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   13925000 | PA      | $14515254.57   | 0.05%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.1 09/26/65                                                                                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $4664146.11    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | 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        |   10000000 | PA      | $8934453.00    | 0.03%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES8                                                        | RCKT 2025-CES8 A1A                                                                                                                                     | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |    8599624 | PA      | $8582909.25    | 0.03%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-10822173.36  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2006-4                                           | AHMA 2006-4 1A11                                                                                                                                       | CUSIP: 02660LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6043410 | PA      | $3022194.54    | 0.01%             | 2046-10-25      | Floating      | 3.98%                 | 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        |  222500301 | PA      | $7636376.94    | 0.02%             | 2071-02-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.13 03/03/31                                                                                                                                    | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6770000 | PA      | $6846504.52    | 0.02%             | 2031-03-03      | Fixed         | 5.13%                 | 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        |     -12386 | NC      | $-867020.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                          | CAUTO 2020-1A A6                                                                                                                                       | CUSIP: 12510HAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19786378 | PA      | $18710119.89   | 0.06%             | 2050-02-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV7                                                             | PMTLT 2025-INV7 A8                                                                                                                                     | CUSIP: 73015FAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4286208 | PA      | $4289306.15    | 0.01%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.4 07/30/36                                                                                                                                      | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   19675000 | PA      | $19531335.51   | 0.06%             | 2036-07-30      | Fixed         | 5.40%                 | 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        |   26975000 | PA      | $26803452.49   | 0.09%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-NQM1                                                   | JPMMT 2024-NQM1 A2                                                                                                                                     | CUSIP: 465983AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5349752 | PA      | $5368594.13    | 0.02%             | 2064-02-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                                    | VERUS 2025-5 A2                                                                                                                                        | CUSIP: 92540XAB7<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-O            | CORP              | US        |    4398787 | PA      | $4405194.47    | 0.01%             | 2070-06-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                          | CAUTO 2023-1A A1                                                                                                                                       | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4254250 | PA      | $4272332.26    | 0.01%             | 2053-09-15      | Fixed         | 5.75%                 | 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        |   15000000 | PA      | $9679500.00    | 0.03%             | 2037-10-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                              | VENLNG V9 PERP 144a                                                                                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   21555000 | PA      | $21469775.19   | 0.07%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                       | SNX 2.65 08/09/31                                                                                                                                      | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   34240000 | PA      | $30383300.90   | 0.10%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BRSP 2026-FL3 Ltd / BRSP 2026-FL3 LLC                                                | BRSP 2026-FL3 AS                                                                                                                                       | CUSIP: 116686AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3800000 | PA      | $3783730.68    | 0.01%             | 2043-08-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM15 TRUST                                                                 | OBX 2024-NQM15 A3                                                                                                                                      | CUSIP: 67449DAC3<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-O            | CORP              | US        |    4851985 | PA      | $4859677.50    | 0.02%             | 2064-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                                                               | ANZ V5.816 06/18/36 144A                                                                                                                               | CUSIP: 052528AV8<br>LEI: 9845005D9C6BAA10BK72 | Long             | DBT              | CORP              | AU        |   24460000 | PA      | $24886578.24   | 0.08%             | 2036-06-18      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING III LLC                                                         | STR 2016-1A A1                                                                                                                                         | CUSIP: 86212VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25692297 | PA      | $25539579.57   | 0.08%             | 2046-10-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 ISSUER LTD                                                             | TRTX 2025-FL7 AS                                                                                                                                       | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6600000 | PA      | $6569606.34    | 0.02%             | 2043-06-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                                             | GRAFTECH GLOBAL ENTERPRI                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     979768 | PA      | $925273.32     | 0.00%             | 2029-12-21      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                      | WHR 4.6 05/15/50                                                                                                                                       | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   14513000 | PA      | $9650303.83    | 0.03%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM1 TRUST                                                                  | OBX 2025-NQM1 A2                                                                                                                                       | CUSIP: 673914AD9<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-O            | CORP              | US        |    2890006 | PA      | $2898322.12    | 0.01%             | 2064-12-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2024-Fl9 Issuer LLC                                                        | FSRIA 2024-FL9 AS                                                                                                                                      | CUSIP: 30338WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12150000 | PA      | $12133833.21   | 0.04%             | 2039-10-19      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -190220625 | NC      | $-873757.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVIII LTD                                                      | MDPK 2021-48A CR                                                                                                                                       | CUSIP: 55821UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9900000 | PA      | $9895893.48    | 0.03%             | 2039-01-19      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION 1L TL                                                           | CAPSTONE ACQUISITION 1L TL                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20722149 | PA      | $20639059.38   | 0.07%             | 2029-11-12      | Floating      | 8.27%                 | No            |                  3 | On Loan: No      |
| PHM GROUP HOLDING                                                                    | PHM GROUP HOLDING                                                                                                                                      | CUSIP: 000000000<br>LEI: 7437002P82P6OBDFWT48 | Long             | LON              | CORP              | FI        |    9100000 | PA      | $10380255.86   | 0.03%             | 2032-04-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                  | AVTR 3.875 11/01/29 144A                                                                                                                               | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3752772.40    | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAKE SHORE MM CLO I LTD                                                              | THLLS 2019-1A A1R                                                                                                                                      | CUSIP: 510800AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18099760 | PA      | $18144667.61   | 0.06%             | 2033-04-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2023-2A A2                                                                                                                                         | CUSIP: 01627AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1345000 | PA      | $1357699.76    | 0.00%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                   | GASBCM 6.1027 08/23/42 144A                                                                                                                            | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   17000000 | PA      | $16898205.02   | 0.05%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.75 PERP EE                                                                                                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   35721000 | PA      | $35704911.26   | 0.11%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM1 TRUST                                                                  | OBX 2025-NQM1 A3                                                                                                                                       | CUSIP: 673914AE7<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-O            | CORP              | US        |    8327780 | PA      | $8354435.56    | 0.03%             | 2064-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -160196000 | NC      | $-608417.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -159877000 | NC      | $-466090.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-HE5                                      | MSAC 2007-HE5 A2D                                                                                                                                      | CUSIP: 61753KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24392145 | PA      | $9786694.45    | 0.03%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust III                                                                | EQH 6.223 05/15/54                                                                                                                                     | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3195229.24    | 0.01%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                 | AREIT 2025-CRE10 A                                                                                                                                     | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21850000 | PA      | $21792838.22   | 0.07%             | 2029-12-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                                                     | GALAXY BIDCO LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | LON              | CORP              | GB        |   13250000 | PA      | $15313025.00   | 0.05%             | 2029-12-17      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                          | CAUTO 2020-1A A5                                                                                                                                       | CUSIP: 12510HAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21713023 | PA      | $21409735.37   | 0.07%             | 2050-02-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE IX LLC                                                      | TCF 2025-1A A                                                                                                                                          | CUSIP: 89679QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19675750 | PA      | $19643469.96   | 0.06%             | 2050-06-20      | Fixed         | 5.43%                 | 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        |    2834528 | PA      | $2795063.72    | 0.01%             | 2031-02-13      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| NAVIGATOR 2024-1 AVIATION LIMITED                                                    | NAVTR 2024-1 A                                                                                                                                         | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   48070240 | PA      | $47772247.93   | 0.15%             | 2049-08-15      | Fixed         | 5.40%                 | 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        |    2800000 | PA      | $2787237.29    | 0.01%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 5.622 03/16/46 144A                                                                                                                               | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   15190000 | PA      | $14969290.52   | 0.05%             | 2046-03-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                  | OBX 2024-NQM9 A3                                                                                                                                       | CUSIP: 67119DAC2<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |    7652157 | PA      | $7707111.46    | 0.02%             | 2064-01-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Serenity-Peace Park CLO LTD                                                          | Serenity-Peace Park Clo Ltd                                                                                                                            | CUSIP: 81750HAC8<br>LEI: 3912001A818O0ZP8HP89 | Long             | ABS-CBDO         | CORP              | KY        |   12500000 | PA      | $7751250.00    | 0.02%             | 2038-10-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2024-HE6 A                                                                                                                                       | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23496852 | PA      | $23623678.70   | 0.08%             | 2054-12-25      | Variable      | 5.72%                 | 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        |   57700000 | PA      | $54690597.13   | 0.17%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                   | GASBCM 6.129 02/23/38 144A                                                                                                                             | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    5550000 | PA      | $5613845.54    | 0.02%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                                  | TPMT 2025-CES4 A1A                                                                                                                                     | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |    7866513 | PA      | $7826429.29    | 0.02%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                                        | NRZT 2025-NQM3 A1                                                                                                                                      | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-O            | CORP              | US        |    6894250 | PA      | $6927745.35    | 0.02%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| AASET MT-1 LTD                                                                       | AASET 2025-2A A                                                                                                                                        | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   31560996 | PA      | $31483154.04   | 0.10%             | 2050-02-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM10 TRUST                                                                 | OBX 2025-NQM10 A1                                                                                                                                      | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-O            | CORP              | US        |   12306028 | PA      | $12345194.39   | 0.04%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                                  | TPMT 2025-CES4 A2                                                                                                                                      | CUSIP: 89170UAC4<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |    5111000 | PA      | $5099430.74    | 0.02%             | 2065-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| ARCHWEST 2025-RTL1                                                                   | ARCHW 2025-RTL1 A1                                                                                                                                     | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15300000 | PA      | $15267085.11   | 0.05%             | 2040-10-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                               | EQTSS 5.85 05/08/35 144A                                                                                                                               | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |   18665000 | PA      | $18706211.95   | 0.06%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                         | CROSS 2025-H1 A2                                                                                                                                       | CUSIP: 22758NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13275745 | PA      | $13332557.24   | 0.04%             | 2070-02-25      | Variable      | 5.89%                 | 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        |    9950000 | PA      | $9939154.50    | 0.03%             | 2032-08-05      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Alumina Pty Ltd.                                                                     | AA 6.375 09/15/32 144A                                                                                                                                 | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   10100000 | PA      | $10375093.70   | 0.03%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd. / GS REFT 2026-FL1 Co-issuer LLC                        | GSREFT 2026-FL1 AS                                                                                                                                     | CUSIP: 36274DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11475000 | PA      | $11475000.00   | 0.04%             | 2043-10-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| LVNV 7.80 10/26/28                                                                   | LVNV 7.80 10/26/28                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   39400000 | PA      | $40906652.81   | 0.13%             | 2028-11-05      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| Nippon Life Insurance Co.                                                            | NIPLIF V2.75 01/21/51 144A                                                                                                                             | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   45350000 | PA      | $39934638.59   | 0.13%             | 2051-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                  | HNDLIN 3.875 08/15/31 144A                                                                                                                             | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     400000 | PA      | $356259.80     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4                                   | JPMDB 2016-C4 B                                                                                                                                        | CUSIP: 46646RAP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2471308.38    | 0.01%             | 2049-12-17      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| PFP 2025-12 LTD                                                                      | PFP 2025-12 A                                                                                                                                          | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11800000 | PA      | $11780373.06   | 0.04%             | 2042-12-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                         | CWL 2006-12 1A                                                                                                                                         | CUSIP: 12667AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4899127 | PA      | $4592600.69    | 0.01%             | 2036-12-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V5.497 05/20/30 144A                                                                                                                               | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5923000 | PA      | $6065252.39    | 0.02%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXII LP                                                       | CERB 2021-2A B                                                                                                                                         | CUSIP: 15674LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19200000 | PA      | $19098293.76   | 0.06%             | 2033-04-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                       | GCAT 2024-NQM2 A3                                                                                                                                      | CUSIP: 36831CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1525763 | PA      | $1536289.06    | 0.00%             | 2059-06-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST       | WMALT 2006-7 A5                                                                                                                                        | CUSIP: 93935HAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4935187 | PA      | $1264712.15    | 0.00%             | 2036-09-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                  | BPL 3.95 12/01/26                                                                                                                                      | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   11100000 | PA      | $10988237.65   | 0.03%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                               | STANLN V5.005 10/15/30 144A                                                                                                                            | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   30721000 | PA      | $30978002.67   | 0.10%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                                      | PFP 2026-13 B                                                                                                                                          | CUSIP: 716966AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8500000 | PA      | $8492691.70    | 0.03%             | 2043-08-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC                                                     | MSAC 2006-HE4 A3                                                                                                                                       | CUSIP: 61748BAC8<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |    4600057 | PA      | $2252578.73    | 0.01%             | 2036-06-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | TII 1.875 01/15/36                                                                                                                                     | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  288502456 | PA      | $285019056.76  | 0.91%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM8                                                                  | OBX 2024-NQM8 A2                                                                                                                                       | CUSIP: 67119CAB6<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-O            | CORP              | US        |    4593949 | PA      | $4629858.05    | 0.01%             | 2064-05-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                            | SPRO 2021-1A A2                                                                                                                                        | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43060620 | PA      | $40919917.26   | 0.13%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                            | BRAVO 2024-NQM3 A2                                                                                                                                     | CUSIP: 10569LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1345518 | PA      | $1354348.20    | 0.00%             | 2064-03-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                            | IQV 6.25 06/01/32 144A                                                                                                                                 | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    7315000 | PA      | $7428316.67    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STOLTHAVEN HOUSTON INC                                                               | STOLTHAVEN HOUSTON INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12416000 | PA      | $12498721.96   | 0.04%             | 2034-07-17      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| GREAT LAKES CLO 2014-1 LTD                                                           | GRTLK 2014-1A SUB                                                                                                                                      | CUSIP: 39055RAE2<br>LEI: 254900GKX01S4T3NFH46 | Long             | ABS-CBDO         | CORP              | KY        |     461538 | PA      | $207542.05     | 0.00%             | 2029-10-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AGL CLO 39 LTD                                                                       | AGL 2025-39A B                                                                                                                                         | CUSIP: 00121XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18910000 | PA      | $18868428.26   | 0.06%             | 2038-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                               | CMLTI 2007-AMC1 A1                                                                                                                                     | CUSIP: 17311BAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18366094 | PA      | $10275842.53   | 0.03%             | 2036-12-26      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Becle Sab DE CV                                                                      | JBYCMX 2.5 10/14/31 144A                                                                                                                               | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   13000000 | PA      | $11164530.00   | 0.04%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                           | ALVGR V6.55 PERP 144a                                                                                                                                  | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   43400000 | PA      | $43480984.40   | 0.14%             | N/A             | Fixed         | 6.55%                 | 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        |      32078 | PA      | $32078.15      | 0.00%             | 2029-11-28      | Floating      | 10.46%                | No            |                  3 | On Loan: No      |
| LHOME MORTGAGE TRUST 2026-RTL1                                                       | LHOME 2026-RTL1 A1                                                                                                                                     | CUSIP: 50206JAA3<br>LEI: 52990026MRD22HI0T740 | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $14942509.50   | 0.05%             | 2041-01-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM6 TRUST                                                                  | OBX 2024-NQM6 A2                                                                                                                                       | CUSIP: 67118XAB1<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-O            | CORP              | US        |    5962258 | PA      | $6016474.27    | 0.02%             | 2064-02-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands B.V.                                                            | SRENVX V5.625 08/15/52                                                                                                                                 | CUSIP: 000000000<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |    4900000 | PA      | $4906451.14    | 0.02%             | 2052-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL V4.25 11/23/81 144A                                                                                                                             | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    8250000 | PA      | $8143900.88    | 0.03%             | 2081-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC4                                       | JPMAC 2006-WMC4 A1A                                                                                                                                    | CUSIP: 46630BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   54073822 | PA      | $34212847.87   | 0.11%             | 2036-12-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Sovereign ComlMtg                                                                    | SGCMS 2016-C5 XA                                                                                                                                       | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-O            | CORP              | US        |    3472033 | PA      | $2409.94       | 0.00%             | 2048-10-13      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVASP 0 01/15/38 1-38                                                                                                                                  | CUSIP: 88059FBA8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   15800000 | PA      | $8948630.20    | 0.03%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BL3054                                                                                                                                              | CUSIP: 3140HUMC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     623840 | PA      | $550431.59     | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                              | PRE V4.5 10/01/50                                                                                                                                      | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |   21056000 | PA      | $20157633.13   | 0.06%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                               | BPLN V6.125 PERP                                                                                                                                       | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   18945000 | PA      | $19108627.97   | 0.06%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 2.45 08/16/41                                                                                                                                     | CUSIP: 3130ANH78<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     270000 | PA      | $196041.87     | 0.00%             | 2041-08-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                            | PRXNA 4.987 01/19/52 144A                                                                                                                              | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    4320000 | PA      | $3291781.25    | 0.01%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2024-2 LTD                                                                  | VOYA 2024-2A B                                                                                                                                         | CUSIP: 92920HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14750000 | PA      | $14779542.78   | 0.05%             | 2037-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4                                   | JPMDB 2016-C4 XA                                                                                                                                       | CUSIP: 46646RAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   66347232 | PA      | $73373.40      | 0.00%             | 2049-12-17      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| STRATEGIC PARTNERS FUND VIII LP                                                      | STRATEGIC PARTNERS FUND VIII LP                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9504762 | PA      | $9500552.84    | 0.03%             | 2028-03-31      | Floating      | 6.52%                 | No            |                  3 | 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        |    3169614 | PA      | $2768729.45    | 0.01%             | 2046-11-25      | Floating      | 4.70%                 | 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        |    4656287 | PA      | $4516598.80    | 0.01%             | 2030-02-01      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE8 ISSUER LLC                                                        | LNCR 2025-CRE8 AS                                                                                                                                      | CUSIP: 53947FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13700000 | PA      | $13649349.73   | 0.04%             | 2042-08-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM2 TRUST                                                                  | OBX 2025-NQM2 A3                                                                                                                                       | CUSIP: 67120VAC9<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-O            | CORP              | US        |    8457986 | PA      | $8519970.96    | 0.03%             | 2064-11-25      | Variable      | 5.95%                 | No            |                  2 | 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        |    9975000 | PA      | $9918940.50    | 0.03%             | 2032-10-29      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MORTGAGE FUNDING TRUST 2005-AR4                                           | GPMF 2006-AR1 A1A                                                                                                                                      | CUSIP: 39538WFH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      73670 | PA      | $65910.19      | 0.00%             | 2036-02-25      | Floating      | 4.37%                 | No            |                  3 | On Loan: No      |
| BP Capital Markets PLC                                                               | BPLN V4.875 PERP                                                                                                                                       | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   62830000 | PA      | $62026655.62   | 0.20%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                             | NIDDA HEALTHCARE HOLDING                                                                                                                               | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |   26391306 | PA      | $30405270.74   | 0.10%             | 2032-12-09      | Floating      | 5.52%                 | 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        |    1035008 | NS      | $103.50        | 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        |   29569688 | PA      | $27536771.75   | 0.09%             | 2032-03-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                                                          | RED SPV LLC                                                                                                                                            | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17071000 | PA      | $17028322.50   | 0.05%             | 2032-03-15      | Floating      | 6.54%                 | 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        |   12762080 | PA      | $12793362.17   | 0.04%             | 2065-07-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                                             | BETCLIC EVEREST GROUP SA                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   18200000 | PA      | $20691941.72   | 0.07%             | 2031-12-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sodexo Inc                                                                           | SWFP 5.8 08/15/35 144A                                                                                                                                 | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   10275000 | PA      | $10495953.50   | 0.03%             | 2035-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO IV LTD                                                                  | OR 2020-4A A1R                                                                                                                                         | CUSIP: 691200AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31362560 | PA      | $31336014.97   | 0.10%             | 2033-08-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2021-49 CZ                                                                                                                                         | CUSIP: 3136BHJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     145247 | PA      | $85434.47      | 0.00%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                     | ESGR V7.5 04/01/45 144A                                                                                                                                | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   16125000 | PA      | $16570840.13   | 0.05%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM5 TRUST                                                                 | GCAT 2022-NQM5 A1                                                                                                                                      | CUSIP: 36168WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10377786 | PA      | $10372874.38   | 0.03%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                              | Asurion First-lien Term Loan B-14 375 2033-02-09                                                                                                       | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    8450000 | PA      | $8159573.50    | 0.03%             | 2033-02-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc.                                                                   | GXO 6.25 05/06/29                                                                                                                                      | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   13120000 | PA      | $13601241.08   | 0.04%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First American Financial Corporation                                                 | FAF 4 05/15/30                                                                                                                                         | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   40891000 | PA      | $38996443.91   | 0.12%             | 2030-05-15      | Fixed         | 4.00%                 | 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        |    2000000 | PA      | $1948710.64    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                                                                      | SPNT 7 04/05/29                                                                                                                                        | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    3150000 | PA      | $3287284.34    | 0.01%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                      | FHR 5203 GZ                                                                                                                                            | CUSIP: 3137H5YZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2325452 | PA      | $1449463.36    | 0.00%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BS1245                                                                                                                                              | CUSIP: 3140LBL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     814984 | PA      | $604736.00     | 0.00%             | 2051-03-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM3 TRUST                                                                 | GCAT 2022-NQM3 A3                                                                                                                                      | CUSIP: 36168MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9311781 | PA      | $8850625.98    | 0.03%             | 2067-04-25      | Variable      | 4.35%                 | 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        |     472000 | NS      | $11776400.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RALI SERIES 2007-QO3 TRUST                                                           | RALI 2007-QO3 A1                                                                                                                                       | CUSIP: 74923TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     706893 | PA      | $655355.43     | 0.00%             | 2047-03-25      | Floating      | 4.11%                 | No            |                  3 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3                                          | CGCMT 2016-C3 XA                                                                                                                                       | CUSIP: 17325GAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8382513 | PA      | $10272.77      | 0.00%             | 2049-11-18      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| PRIME PROPERTY FUND                                                                  | PRIME PROPERTY FUND                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36000000 | PA      | $35936477.09   | 0.11%             | 2035-07-15      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA8764                                                                                                                                              | CUSIP: 3133KQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     399027 | PA      | $395291.27     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 5.2 11/15/32                                                                                                                                       | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    8850000 | PA      | $8590752.53    | 0.03%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |  480584000 | NC      | $2631641.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V4.521 02/24/32                                                                                                                                   | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   11425000 | PA      | $11174719.38   | 0.04%             | 2032-02-24      | Fixed         | 4.52%                 | 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        |    1074783 | PA      | $1053286.96    | 0.00%             | 2028-11-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 5.875 01/25/34                                                                                                                                  | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   20056000 | PA      | $20306656.08   | 0.06%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                  | ARDGRP 7.75 02/15/31 144A                                                                                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    6775000 | PA      | $6854382.68    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 6.2 09/15/55                                                                                                                                      | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   21750000 | PA      | $21465694.44   | 0.07%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $5834881.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                               | EQH V6.7 03/28/55                                                                                                                                      | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   34318000 | PA      | $34633416.74   | 0.11%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EVERCORE INC                                                                         | EVERCORE INC                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6790578.82    | 0.02%             | 2032-07-24      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                     | VBTEL 2026-1A C2                                                                                                                                       | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26050000 | PA      | $25595294.65   | 0.08%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                      | SIDC 2025-1A A2                                                                                                                                        | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   37950000 | PA      | $37391679.60   | 0.12%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING VI LLC                                                          | STR 2016-1A A2                                                                                                                                         | CUSIP: 86212VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10189038 | PA      | $10066000.85   | 0.03%             | 2046-10-20      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM17 TRUST                                                                 | OBX 2024-NQM17 A3                                                                                                                                      | CUSIP: 673911AE3<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-O            | CORP              | US        |    5472087 | PA      | $5506452.11    | 0.02%             | 2064-11-25      | Variable      | 6.01%                 | 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        |   21183416 | PA      | $19689561.75   | 0.06%             | 2031-06-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   70580000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2006-3                                        | SAIL 2006-3 A5                                                                                                                                         | CUSIP: 863587AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40276 | PA      | $39903.18      | 0.00%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CC0431                                                                                                                                              | CUSIP: 3140Y6PR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22097878 | PA      | $22251021.14   | 0.07%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                               | BX 2024-AIRC A                                                                                                                                         | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13745931 | PA      | $13758817.71   | 0.04%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                              | LGENSO 5.5 07/02/34 144A                                                                                                                               | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    7100000 | PA      | $7020775.08    | 0.02%             | 2034-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                    | POWSOL 4.75 06/15/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    5650000 | PA      | $6411311.78    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC                                                       | FSRIA 2026-FL11 B                                                                                                                                      | CUSIP: 30343TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14000000 | PA      | $13964181.00   | 0.04%             | 2044-01-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MSAC 2006-HE1 A4                                                                                                                                       | CUSIP: 617451DR7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-O            | CORP              | US        |    1034913 | PA      | $1012498.58    | 0.00%             | 2036-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WAVE 2019-1 LLC                                                                      | WAAV 2019-1 A                                                                                                                                          | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9533329 | PA      | $9351624.15    | 0.03%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.95 06/30/33                                                                                                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    8845000 | PA      | $9272309.29    | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Obsidian Issuer 2025-1 LLC                                                           | OBSI 2025-1A A                                                                                                                                         | CUSIP: 67449HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36500000 | PA      | $36112240.61   | 0.11%             | 2055-05-15      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.5 02/15/49                                                                                                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2937445.84    | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 4 01/15/31                                                                                                                                        | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   51638000 | PA      | $48827875.53   | 0.16%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2024 CES3                                           | VSTA 2024-CES3 A1                                                                                                                                      | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24806643 | PA      | $24886386.27   | 0.08%             | 2055-01-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| ATLANTIC MARINE CORPS COMMUNITIES LLC                                                | ATLMAR 5.343 12/01/50 144A                                                                                                                             | CUSIP: 048677AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10484752 | PA      | $9920882.08    | 0.03%             | 2050-12-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BS4868                                                                                                                                              | CUSIP: 3140LFMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1945326 | PA      | $1537036.49    | 0.00%             | 2052-03-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                          | ACGB 4.25 03/21/36 172                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |  585505000 | PA      | $380852034.48  | 1.21%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                           | DVA 4.625 06/01/30 144A                                                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      76000 | PA      | $73075.16      | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LRECS 2025-CRE1 LLC                                                                  | LRECS 2025-CRE1 AS                                                                                                                                     | CUSIP: 50230AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13900000 | PA      | $13871296.50   | 0.04%             | 2043-08-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                  | ARDGRP 6.875 02/15/31 REGs                                                                                                                             | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     850000 | PA      | $975568.48     | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                                                                           | XPLORE INC                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |     415314 | PA      | $375339.84     | 0.00%             | 2029-10-24      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Pacific Beacon Llc                                                                   | PACBEA 5.508 07/15/36                                                                                                                                  | CUSIP: 69403WAC1<br>LEI: 549300RDBP3BJOLTTC39 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492117.20     | 0.00%             | 2036-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING FUN                                                            | FTAI AIRCRAFT LEASING FUN                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   33402132 | NS      | $35507637.07   | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.84 06/01/46                                                                                                                                     | CUSIP: 3133EMC75<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     140000 | PA      | $95478.32      | 0.00%             | 2046-06-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                  | ALLY V6.184 07/26/35                                                                                                                                   | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3329645.63    | 0.01%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -217132000 | NC      | $-494019.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                            | VNOM 5.7 08/01/35                                                                                                                                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   26575000 | PA      | $26782550.75   | 0.09%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2014-1 LTD                                                         | PLMRS 2023-4A BR                                                                                                                                       | CUSIP: 696924AN9<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |   19950000 | PA      | $19983190.82   | 0.06%             | 2037-10-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                   | CMLTI 2006-WF1 A1                                                                                                                                      | CUSIP: 17307G4E5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |   12111146 | PA      | $5643761.42    | 0.02%             | 2036-03-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY SECURITIES 2024-RS2 LTD                                                    | MCMLT 2024-RS2 A1                                                                                                                                      | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   19938600 | PA      | $18911522.42   | 0.06%             | 2069-08-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                           | LNT 3.6 03/01/32 144A                                                                                                                                  | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3403830.94    | 0.01%             | 2032-03-01      | Fixed         | 3.60%                 | 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        |     124768 | PA      | $116182.70     | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | 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        |   11250000 | PA      | $11370870.00   | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV8                                                             | PMTLT 2025-INV8 A7                                                                                                                                     | CUSIP: 73015EAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   59426360 | PA      | $60185139.26   | 0.19%             | 2056-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AASET 2025-1 LTD                                                                     | AASET 2025-1A A                                                                                                                                        | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   11994205 | PA      | $12065687.80   | 0.04%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.2 04/01/55                                                                                                                                        | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8750000 | PA      | $8494990.53    | 0.03%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness                                                                    | Life Time Fitness Term Loan B 200 2031-11-01                                                                                                           | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |   17835375 | PA      | $17818609.75   | 0.06%             | 2031-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NLT 2025-NQM1 TRUST                                                                  | NLT 2025-NQM1 PT                                                                                                                                       | CUSIP: 629154AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  195040159 | PA      | $203780883.26  | 0.65%             | 2070-10-25      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 54M-R LTD                                                 | GOCAP 2021-54A A1R                                                                                                                                     | CUSIP: 38181GAA3<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-CBDO         | CORP              | US        |    9050000 | PA      | $9032820.39    | 0.03%             | 2037-08-05      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD                              | JCPDL 2025-1A B                                                                                                                                        | CUSIP: 47235BAE3<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |    6300000 | PA      | $6279159.60    | 0.02%             | 2037-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-62921.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-R1                                                                    | CIM 2025-R1 A1                                                                                                                                         | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36356119 | PA      | $35976059.02   | 0.11%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM9 TRUST                                                                  | OBX 2023-NQM9 A3                                                                                                                                       | CUSIP: 673921AC6<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-O            | CORP              | US        |    3191959 | PA      | $3217347.06    | 0.01%             | 2063-10-25      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM3 TRUST                                                                 | GCAT 2025-NQM3 A2                                                                                                                                      | CUSIP: 36171MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10310037 | PA      | $10336598.51   | 0.03%             | 2070-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ANCHOR MORTGAGE TRUST 2025-RTL1                                                      | ANCHR 2025-RTL1 A1                                                                                                                                     | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-O            | CORP              | US        |   11050000 | PA      | $11037124.54   | 0.04%             | 2040-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics, L.P.                                                               | NSUS 6.375 10/01/30                                                                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    3340000 | PA      | $3453549.98    | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-OA7                                                      | CWALT 2007-OA7 A1A                                                                                                                                     | CUSIP: 126680AA5<br>LEI: 549300QTQ6MX6ER06N64 | Long             | ABS-O            | CORP              | US        |    1841288 | PA      | $1717568.12    | 0.01%             | 2047-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 4.758 09/06/49                                                                                                                                  | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3275140.96    | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Aurora Military Housing III LLC                                                      | AURMIL 5.82 07/15/34                                                                                                                                   | CUSIP: 05178TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2006292 | PA      | $2036469.05    | 0.01%             | 2034-07-15      | Fixed         | 5.82%                 | 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        |    2650000 | PA      | $2711139.77    | 0.01%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                | SWTCH 2024-2A A2                                                                                                                                       | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   52900000 | PA      | $51854632.52   | 0.17%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL2 ISSUER LTD                                                        | FSRIA 2021-FL2 C                                                                                                                                       | CUSIP: 30319YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15665000 | PA      | $15605540.36   | 0.05%             | 2038-05-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ARES LXVII CLO LTD                                                                   | ARES 2022-67A BR                                                                                                                                       | CUSIP: 039939AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4999172.00    | 0.02%             | 2038-01-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Western & Southern Life Insurance Co.                                                | WSFIN 3.75 04/28/61 144A                                                                                                                               | CUSIP: 95765PAE9<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |    8263000 | PA      | $5534564.75    | 0.02%             | 2061-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc.                                                           | MTX 5 07/01/28 144A                                                                                                                                    | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |   13913000 | PA      | $13677091.31   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021-2 TRUST                                                | HPA 2021-2 D                                                                                                                                           | CUSIP: 43732VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46288395 | PA      | $45449496.08   | 0.14%             | 2026-12-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM8                                            | BRAVO 2025-NQM8 A3                                                                                                                                     | CUSIP: 10571JAE6<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-O            | CORP              | US        |   14225189 | PA      | $14213370.45   | 0.05%             | 2065-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                          | TCN V7 10/15/55                                                                                                                                        | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    9850000 | PA      | $10055362.65   | 0.03%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC                                                                      | BLUE RIBBON LLC                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |   11848444 | PA      | $6719726.39    | 0.02%             | 2028-05-08      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| DRI HEALTHCARE LP                                                                    | DRI HEALTHCARE LP                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4850000 | PA      | $4775037.99    | 0.02%             | 2033-06-30      | Floating      | 5.65%                 | No            |                  3 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V4.425 11/04/31                                                                                                                                 | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3590000 | PA      | $3539525.07    | 0.01%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-1                                                    | VERUS 2025-1 A2                                                                                                                                        | CUSIP: 92540TAB6<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-O            | CORP              | US        |    8152587 | PA      | $8183315.97    | 0.03%             | 2070-01-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BS4057                                                                                                                                              | CUSIP: 3140LEQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1900000 | PA      | $1216415.55    | 0.00%             | 2051-12-01      | Fixed         | 2.43%                 | 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        |    1549000 | PA      | $1531664.18    | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT 1L TL                                                                    | EAGLE POINT 1L TL                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5043838 | PA      | $5043838.00    | 0.02%             | 2028-03-31      | Floating      | 7.62%                 | No            |                  3 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                                     | VIX E 2026-04-15 CALL 50                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |     -12386 | NC      | $-408738.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BL6371                                                                                                                                              | CUSIP: 3140HYCH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     536317 | PA      | $418624.28     | 0.00%             | 2048-02-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                                                      | YRICN 4.625 12/15/27                                                                                                                                   | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2993108.25    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL2 LTD                                                                    | BXMT 2020-FL2 B                                                                                                                                        | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16000000 | PA      | $15949936.00   | 0.05%             | 2038-02-18      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM11 TR                                                                    | OBX 2024-NQM11 A2                                                                                                                                      | CUSIP: 67119EAB2<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-O            | CORP              | US        |    4186461 | PA      | $4218952.19    | 0.01%             | 2064-06-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL2 LTD                                                                    | BXMT 2020-FL2 AS                                                                                                                                       | CUSIP: 12434LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6008500 | PA      | $5990627.72    | 0.02%             | 2038-02-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                   | IRM 4.875 09/15/27 144A                                                                                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1934259.66    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                             | EA 7.25 07/01/33 144A                                                                                                                                  | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2652401.74    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | 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        |   29453759 | PA      | $8082927.21    | 0.03%             | 2037-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                                       | BANK 2017-BNK4 XA                                                                                                                                      | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10151731 | PA      | $89356.55      | 0.00%             | 2050-05-17      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA9163                                                                                                                                              | CUSIP: 3133KRFC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37139112 | PA      | $37822093.70   | 0.12%             | 2053-06-01      | Fixed         | 5.50%                 | 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        |      44094 | NS      | $39364.73      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| First American Financial Corporation                                                 | FAF 2.4 08/15/31                                                                                                                                       | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   11875000 | PA      | $10218413.75   | 0.03%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08677                                                                                                                                              | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     130166 | PA      | $125331.68     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR3 TRUST                                                   | TCN 2024-SFR3 C                                                                                                                                        | CUSIP: 89616YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9550000 | PA      | $9487415.99    | 0.03%             | 2041-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                             | JBS 5.5 01/15/36                                                                                                                                       | CUSIP: 472140AF9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   18200000 | PA      | $18208372.00   | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B6 MORTGAGE TRUST                                                     | BMARK 2018-B6 XA                                                                                                                                       | CUSIP: 08162CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   57406535 | PA      | $422466.17     | 0.00%             | 2051-10-12      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Ares Finance Co. II LLC                                                              | ARES 3.25 06/15/30 144A                                                                                                                                | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |   19788000 | PA      | $18537648.52   | 0.06%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 02/28/31                                                                                                                                        | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  197000000 | PA      | $199554843.75  | 0.64%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.625 03/31/28                                                                                                                                       | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1531000 | PA      | $1525438.17    | 0.00%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                           | ACCINV 5.375 05/15/30 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    4850000 | PA      | $5487233.26    | 0.02%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -217395000 | NC      | $-911786.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corpay (fka FleetCor Technologies)                                                   | Corpay (fka FleetCor Technologies) Term Loan B 175 2028-04-01                                                                                          | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    4641250 | PA      | $4636423.10    | 0.01%             | 2028-04-28      | Floating      | 5.42%                 | 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      | $-5926436.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                               | WLSC 7.375 10/01/31 144A                                                                                                                               | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     140000 | PA      | $143552.92     | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Knife River                                                                          | Knife River Term Loan B 200 2032-02-12                                                                                                                 | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2499750 | PA      | $2504949.48    | 0.01%             | 2032-03-08      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                       | FSRIA 2025-FL10 AS                                                                                                                                     | CUSIP: 30340KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17750000 | PA      | $17696153.60   | 0.06%             | 2042-08-19      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY)                                 | USRE 2021-1 B1                                                                                                                                         | CUSIP: 643821AB7<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $6293804.00    | 0.02%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                                           | ENTAIN PLC                                                                                                                                             | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | GB        |    4716996 | PA      | $5461190.40    | 0.02%             | 2028-06-30      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                        | JEF 5.5 02/15/36                                                                                                                                       | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   23455000 | PA      | $22511970.62   | 0.07%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                         | NAB V5.902 01/14/36 144A                                                                                                                               | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   23750000 | PA      | $24389912.88   | 0.08%             | 2036-01-14      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 MORTGAGE TRUST                                                         | DBJPM 2017-C6 XA                                                                                                                                       | CUSIP: 23312JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14884469 | PA      | $99288.34      | 0.00%             | 2050-06-10      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BS4077                                                                                                                                              | CUSIP: 3140LEQ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     935929 | PA      | $705471.25     | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.375 PERP RR                                                                                                                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19449000 | PA      | $19212867.75   | 0.06%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HPS PRIVATE CREDIT CLO 2025-3 LLC                                                    | HPSPR 2025-3A B                                                                                                                                        | CUSIP: 40445YAC8<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |    9150000 | PA      | $9126881.61    | 0.03%             | 2037-07-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                           | ANZ V5.204 09/30/35 144A                                                                                                                               | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9844807.60    | 0.03%             | 2035-09-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO V6 04/01/58                                                                                                                                         | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   43473000 | PA      | $43690883.20   | 0.14%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2021-FL2 ISSUER LTD                                          | ACRES 2026-FL4 B                                                                                                                                       | CUSIP: 00501XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15494000 | PA      | $15453816.31   | 0.05%             | 2044-08-18      | Variable      | 5.70%                 | 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        |    1093380 | PA      | $1088996.19    | 0.00%             | 2029-11-13      | Floating      | 8.27%                 | No            |                  3 | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG V6.875 PERP                                                                                                                                       | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    5108000 | PA      | $5204934.52    | 0.02%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM16 TRUST                                                                 | OBX 2024-NQM16 A2                                                                                                                                      | CUSIP: 67120GAD0<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-O            | CORP              | US        |    2895818 | PA      | $2909285.29    | 0.01%             | 2064-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                                            | BTCLIC 5.125 12/10/31 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |    4650000 | PA      | $5311249.25    | 0.02%             | 2031-12-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.744 02/12/36                                                                                                                                    | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16850000 | PA      | $17141011.46   | 0.05%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-1 LLC                                                                      | PRPM 2026-1 A1                                                                                                                                         | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   47921238 | PA      | $47415290.85   | 0.15%             | 2031-02-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO III LLC                                                                 | OR 2020-3A BR                                                                                                                                          | CUSIP: 69120DAC5<br>LEI: 2549004CIDJSHLSPXF37 | Long             | ABS-CBDO         | CORP              | US        |   13500000 | PA      | $13477162.05   | 0.04%             | 2036-04-21      | Floating      | 6.02%                 | 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        |       6565 | NC      | $-6495105.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                               | STANLN V4.529 06/05/32 144A                                                                                                                            | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3630000 | PA      | $3544332.40    | 0.01%             | 2032-06-05      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                             | COXENT 5.8 12/15/53 144A                                                                                                                               | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    7025000 | PA      | $5943560.26    | 0.02%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XL LLC                                                         | CERB 2023-1A B                                                                                                                                         | CUSIP: 15675AAC3<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |    4600000 | PA      | $4586763.50    | 0.01%             | 2035-03-22      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| GABX Leasing LLC                                                                     | GATX 5.3 04/15/36 144A                                                                                                                                 | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   16490000 | PA      | $16186644.68   | 0.05%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| XPLORE INC - CVR                                                                     | XPLORE INC - CVR                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       6119 | NS      | $0.61          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Telus Corp.                                                                          | TCN V6.625 06/09/56 ...                                                                                                                                | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   17945000 | PA      | $17492053.84   | 0.06%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H6 MORTGAGE TRUST                                                         | CROSS 2025-H6 A1                                                                                                                                       | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14220642 | PA      | $14195114.72   | 0.05%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CML - CBS STUDIO CENTER                                                              | CML - CBS STUDIO CENTER                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34100000 | PA      | $30523508.14   | 0.10%             | 2026-12-31      | Floating      | 6.76%                 | No            |                  3 | On Loan: No      |
| Commonwealth Bank of Australia                                                       | CBAAU V5.929 03/14/46 144A                                                                                                                             | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   29470000 | PA      | $29427807.21   | 0.09%             | 2046-03-14      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Series Trust-1 Trust                                                                 | GMACN 2025-WPAFB A                                                                                                                                     | CUSIP: 817935AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13330312 | PA      | $14200358.86   | 0.05%             | 2036-08-10      | Fixed         | 7.15%                 | No            |                  3 | On Loan: No      |
| OAKLAND REDEVELOPMENT AGENCY (CA)                                                    | CA OAKDEV 4 09/01/2039                                                                                                                                 | CUSIP: 67232TBQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1100000 | PA      | $973650.37     | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -160157000 | NC      | $-465107.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co.                                                         | CITCOR 5.75 07/15/35 144A                                                                                                                              | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7797422.01    | 0.02%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-13                                                     | JPMMT 2021-13 A6                                                                                                                                       | CUSIP: 46592XAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32956001 | PA      | $30990560.75   | 0.10%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                                  | TMCL 2020-1A A                                                                                                                                         | CUSIP: 88315LAE8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   25032875 | PA      | $24131603.65   | 0.08%             | 2045-08-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/61                                                                                                                                        | CUSIP: 88059GBA6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1020000 | PA      | $145527.48     | 0.00%             | 2061-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRUST                                                     | IHSFR 2024-SFR1 B                                                                                                                                      | CUSIP: 46188DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13100000 | PA      | $12641113.55   | 0.04%             | 2041-09-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                  | XEL 4.5 08/15/41                                                                                                                                       | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1205108.38    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD                              | JCPDL 2025-1A A1                                                                                                                                       | CUSIP: 47235BAA1<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |   18600000 | PA      | $18637374.84   | 0.06%             | 2037-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MAPS 2021-1 TRUST                                                                    | MAPSL 2021-1A A                                                                                                                                        | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7065317 | PA      | $6792506.49    | 0.02%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                                  | TRTN 3.15 06/15/31 144A                                                                                                                                | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   33621000 | PA      | $30400183.85   | 0.10%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2025-117 NB                                                                                                                                        | CUSIP: 38381NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   47364379 | PA      | $47703721.36   | 0.15%             | 2052-03-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-5 LLC                                                                      | PRPM 2025-5 A1                                                                                                                                         | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16389836 | PA      | $16355686.44   | 0.05%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 50 LLC                                                         | CERB 2025-1A A                                                                                                                                         | CUSIP: 15673UAA5<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |   31550000 | PA      | $31549993.69   | 0.10%             | 2037-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ares XXVII CLO Ltd / Ares XXVII CLO LLC                                              | ARES 2013-2A CR3                                                                                                                                       | CUSIP: 00190YBT1<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |    2800000 | PA      | $2795543.52    | 0.01%             | 2034-10-30      | Floating      | 5.52%                 | 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        |    5000000 | PA      | $5399660.73    | 0.02%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 5.4 03/15/33                                                                                                                                       | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   13850000 | PA      | $13517214.69   | 0.04%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CFMT 2022-HB9 LLC                                                                    | CFMT 2022-HB9 A                                                                                                                                        | CUSIP: 12530GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3263538 | PA      | $3220259.75    | 0.01%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| DYAL III SERIES B ISSUER A                                                           | DYAL III SERIES B ISSUER A                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5880000 | PA      | $5904584.46    | 0.02%             | 2044-06-15      | Fixed         | 6.55%                 | 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        |    2550000 | PA      | $2946885.79    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cwabs Asset Backed Certificates Series 2002-4                                        | CWL 2005-15 M1                                                                                                                                         | CUSIP: 126670MH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     141159 | PA      | $140447.25     | 0.00%             | 2036-03-25      | Floating      | 3.37%                 | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  266989000 | NC      | $1462011.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                          | HST 5.7 07/01/34                                                                                                                                       | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   12075000 | PA      | $12200945.03   | 0.04%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-1                                                     | TPMT 2025-1 A1B                                                                                                                                        | CUSIP: 89190KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15357637 | PA      | $15218124.95   | 0.05%             | 2065-06-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 49(M) LP                                                  | GOCAP 2020-49A BR2                                                                                                                                     | CUSIP: 38181HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $14678764.50   | 0.05%             | 2038-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Hunt Companies, Inc.                                                                 | HUNTCO 5.25 04/15/29 144A                                                                                                                              | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   25121000 | PA      | $23566427.11   | 0.08%             | 2029-04-15      | Fixed         | 5.25%                 | 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        |    6674525 | PA      | $6451317.10    | 0.02%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LN TR 2024-2                                                           | COLT 2024-2 A1                                                                                                                                         | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-O            | CORP              | US        |    7004318 | PA      | $7043427.89    | 0.02%             | 2069-04-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 5.7 03/18/56                                                                                                                                    | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   15425000 | PA      | $15535044.57   | 0.05%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2023-SFR2 Trust                                                   | TCN 2023-SFR2 C                                                                                                                                        | CUSIP: 895978AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14815000 | PA      | $14648437.92   | 0.05%             | 2040-12-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2023-1A A2                                                                                                                                         | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2612196.34    | 0.01%             | 2048-08-17      | Fixed         | 6.00%                 | 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        |   39730000 | PA      | $39493225.09   | 0.13%             | 2038-11-09      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Prpm 2025-7 LLC                                                                      | PRPM 2025-7 A1                                                                                                                                         | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   63267644 | PA      | $63057570.39   | 0.20%             | 2030-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-4                                                     | TPMT 2024-4 A1B                                                                                                                                        | CUSIP: 89183GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15500661 | PA      | $15379700.32   | 0.05%             | 2064-10-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 4.7 09/20/47                                                                                                                                      | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9790000 | PA      | $8132078.97    | 0.03%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                     | VBTEL 2024-1A C2                                                                                                                                       | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28950000 | PA      | $29157432.54   | 0.09%             | 2054-05-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM2                                        | NRZT 2024-NQM2 A2                                                                                                                                      | CUSIP: 64832BAD7<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-O            | CORP              | US        |   17150647 | PA      | $17070839.61   | 0.05%             | 2064-09-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -135871875 | NC      | $-135927.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                            | BRAVO 2025-NQM1 A2                                                                                                                                     | CUSIP: 10569MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7306064 | PA      | $7331455.99    | 0.02%             | 2064-12-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LIII Ltd / LLC                                                  | MDPK 2022-53A B                                                                                                                                        | CUSIP: 558189AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   24000000 | PA      | $23990911.20   | 0.08%             | 2035-04-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 TRUST                                                                 | OBX 2025-NQM13 A2                                                                                                                                      | CUSIP: 67121UAB2<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-O            | CORP              | US        |    4959311 | PA      | $4968992.98    | 0.02%             | 2065-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 3.11 08/05/48                                                                                                                                     | CUSIP: 3133EKYC4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    1500000 | PA      | $1087230.00    | 0.00%             | 2048-08-05      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                               | BWY 7.875 04/15/30 144A                                                                                                                                | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   23759000 | PA      | $23759000.00   | 0.08%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                   | GASBCM 6.51 02/23/42 144A                                                                                                                              | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    6500000 | PA      | $6713780.32    | 0.02%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 5222 EY                                                                                                                                            | CUSIP: 3137H7AY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      81000 | PA      | $65076.11      | 0.00%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC SERIES 2018-1                                       | PLNT 2024-1A A2II                                                                                                                                      | CUSIP: 72703PAG8<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    1920750 | PA      | $1954240.58    | 0.01%             | 2054-06-05      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2003-W5          | ARSI 2005-W4 A2D                                                                                                                                       | CUSIP: 040104PT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8340087 | PA      | $6829446.71    | 0.02%             | 2036-02-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| OSAT 2021-RPL1 TRUST                                                                 | OSAT 2021-RPL1 A1                                                                                                                                      | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45464788 | PA      | $45490280.59   | 0.14%             | 2065-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                 | SFD 2.625 09/13/31 144A                                                                                                                                | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   45782000 | PA      | $40182236.48   | 0.13%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 ISSUER LTD                                                             | TRTX 2025-FL6 A                                                                                                                                        | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25400000 | PA      | $25378488.74   | 0.08%             | 2042-09-18      | Floating      | 5.22%                 | 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        |   13574124 | PA      | $3339431.39    | 0.01%             | 2036-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H2 MORTGAGE TRUST                                                         | CROSS 2025-H2 A3                                                                                                                                       | CUSIP: 22758PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4340713 | PA      | $4340886.58    | 0.01%             | 2070-03-25      | Variable      | 5.66%                 | No            |                  2 | 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        |   32952678 | PA      | $32391632.24   | 0.10%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V5.417 01/13/37 144A                                                                                                                            | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   13175000 | PA      | $12843960.21   | 0.04%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AN8416                                                                                                                                              | CUSIP: 3138LMK69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1151737 | PA      | $1025227.25    | 0.00%             | 2048-02-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-HE6                                      | MSAC 2006-HE6 A2D                                                                                                                                      | CUSIP: 61750FAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21805812 | PA      | $7413304.50    | 0.02%             | 2036-09-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED V5.525 03/25/36                                                                                                                                 | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1150000 | PA      | $1163386.94    | 0.00%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2025-2A B                                                                                                                                        | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    4950000 | PA      | $5012178.93    | 0.02%             | 2031-08-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021-3 TRUST                                                | HPA 2021-3 C                                                                                                                                           | CUSIP: 43730XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14955610 | PA      | $14008988.70   | 0.04%             | 2041-01-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                          | GSAA 2006-5 2A2                                                                                                                                        | CUSIP: 362334GS7<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   11484657 | PA      | $3627858.47    | 0.01%             | 2036-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO 32R LTD                                                         | NEUB 2019-32RA B                                                                                                                                       | CUSIP: 64135XAC5<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |   14100000 | PA      | $14089144.41   | 0.04%             | 2039-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding LLC                                                                | GUYS 2023-1A A2                                                                                                                                        | CUSIP: 33830JAE5<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |   25126938 | PA      | $25592388.89   | 0.08%             | 2054-01-25      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Copper River CLO Ltd                                                                 | Copper River CLO Ltd                                                                                                                                   | CUSIP: 217563AC9<br>LEI: 5493005HHHXVM8NBWY47 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $150.00        | 0.00%             | 2021-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance (USA) Pty Ltd                                                          | CIMAU 7 03/25/34 144A                                                                                                                                  | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |    3240000 | PA      | $3448759.91    | 0.01%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 3.67 02/26/44                                                                                                                                     | CUSIP: 3133EKBQ8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      70000 | PA      | $58206.61      | 0.00%             | 2044-02-26      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BS2859                                                                                                                                              | CUSIP: 3140LDE96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140000 | PA      | $111209.98     | 0.00%             | 2036-09-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 4.1 05/15/21                                                                                                                                       | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    7212000 | PA      | $4850427.07    | 0.02%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 52 LLC                                                         | CERB 2025-3A A                                                                                                                                         | CUSIP: 15675MAA1<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |   66400000 | PA      | $66372211.60   | 0.21%             | 2037-10-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO III LLC                                                         | KKR 5.125 06/01/44 144A                                                                                                                                | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2391960.09    | 0.01%             | 2044-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT V6.45 PERP                                                                                                                                         | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   18790000 | PA      | $19064258.84   | 0.06%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                           | LIBMUT 3.95 05/15/60 144A                                                                                                                              | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    4064000 | PA      | $2781241.15    | 0.01%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 38 LTD                                                                   | ELM38 2025-1A B1                                                                                                                                       | CUSIP: 289908AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5496017.45    | 0.02%             | 2038-04-22      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                           | EMECLI 6.625 12/15/30 144A                                                                                                                             | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2898618.15    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                                | LTMCIM 4.875 01/31/31 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |    9400000 | PA      | $10949363.93   | 0.03%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM4 TRUST                                                                  | OBX 2024-NQM4 A3                                                                                                                                       | CUSIP: 67118TAC8<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-O            | CORP              | US        |    4779025 | PA      | $4799693.97    | 0.02%             | 2064-01-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL15 LLC                                                                    | BDS 2025-FL15 AS                                                                                                                                       | CUSIP: 05556EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   40300000 | PA      | $39982395.70   | 0.13%             | 2043-03-19      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.017 10/31/38                                                                                                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3378328.80    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                              | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  518551488 | PA      | $510770016.22  | 1.63%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MORTGAGE TRUST                                                    | BMARK 2019-B14 XA                                                                                                                                      | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   93554392 | PA      | $1719501.65    | 0.01%             | 2062-12-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP V2.668 11/15/35                                                                                                                                   | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4467000 | PA      | $4012434.15    | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -217132000 | NC      | $-494019.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                              | LGENSO 5.25 04/02/28 144A                                                                                                                              | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    5400000 | PA      | $5438373.86    | 0.02%             | 2028-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Swiss Re Subordinated Finance PLC                                                    | SRENVX V6.191 04/01/46 144A                                                                                                                            | CUSIP: 87088QAB0<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |    9800000 | PA      | $9728774.97    | 0.03%             | 2046-04-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-1                                                      | AOMT 2023-1 A2                                                                                                                                         | CUSIP: 03465WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7606474 | PA      | $7577564.11    | 0.02%             | 2067-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 03/15/63                                                                                                                                        | CUSIP: 88059GBD0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1020000 | PA      | $134019.84     | 0.00%             | 2063-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kennedy Wilson Inc                                                                   | KW 4.75 03/01/29                                                                                                                                       | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   13195000 | PA      | $12947662.63   | 0.04%             | 2029-03-01      | Fixed         | 4.75%                 | 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        |    3622680 | PA      | $888421.77     | 0.00%             | 2036-09-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                      | PSX V5.875 03/15/56 A                                                                                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    7360000 | PA      | $7247819.62    | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CML - FONTAINEBLEAU VEGAS FUNDED                                                     | CML - FONTAINEBLEAU VEGAS FUNDED                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26250000 | PA      | $26904584.58   | 0.09%             | 2028-01-31      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.75 08/15/41                                                                                                                                        | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  382280000 | PA      | $255575086.89  | 0.81%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                        | SP 0 02/15/46                                                                                                                                          | CUSIP: 912803ER0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  279120000 | PA      | $102806257.14  | 0.33%             | 2046-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OBX TR 2025-NQM3                                                                     | OBX 2025-NQM3 A3                                                                                                                                       | CUSIP: 67448YAE4<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |    5235340 | PA      | $5258274.64    | 0.02%             | 2064-12-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -217131000 | NC      | $-494017.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                                                   | AP GRANGE HOLDINGS                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   16400000 | PA      | $17056000.00   | 0.05%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Corebridge Life Holdings Inc.                                                        | CRBG 8.125 03/15/46                                                                                                                                    | CUSIP: 00138GAC3<br>LEI: 5493001FBIY3WQ6U5014 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $20241239.05   | 0.06%             | 2046-03-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                 | WAMU 2007-OA6 1A                                                                                                                                       | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3536324 | PA      | $3012433.45    | 0.01%             | 2047-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Gen Digital (fka NortonLifelock)                                                     | Gen Digital (fka NortonLifelock) Term Loan B 175 2029-09-01                                                                                            | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   10423554 | PA      | $10306288.87   | 0.03%             | 2029-09-12      | Floating      | 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        |     710775 | NS      | $12772626.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST    | WAMU 2006-AR13 1A                                                                                                                                      | CUSIP: 93363RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1114950 | PA      | $992600.24     | 0.00%             | 2046-10-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BZ6400                                                                                                                                              | CUSIP: 3140Q2DE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99899 | PA      | $101069.91     | 0.00%             | 2043-02-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-12                                                     | JPMMT 2021-12 A6                                                                                                                                       | CUSIP: 46592WAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   73956625 | PA      | $69228045.93   | 0.22%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AQUILA FDG 2024-1 A                                                                  | AQUILA FDG 2024-1 A                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15650000 | PA      | $15928323.03   | 0.05%             | 2045-09-30      | Fixed         | 7.40%                 | No            |                  3 | On Loan: No      |
| BARINGS CLO LTD 2022-III                                                             | BABSN 2022-3A BR                                                                                                                                       | CUSIP: 06762VAJ5<br>LEI: 549300P3XUH38MXFT836 | Long             | ABS-CBDO         | CORP              | KY        |    5950000 | PA      | $5960371.45    | 0.02%             | 2037-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Guggenheim Funds Trust                                                               | Guggenheim Limited Duration Fund                                                                                                                       | CUSIP: 40168W129<br>LEI: 54930033G24U3UGWK691 | Long             | EC               | RF                | US        |    5698741 | NS      | $139904087.62  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  266992000 | NC      | $1222048.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MORTGAGE TRUST                                                     | BMARK 2018-B2 XA                                                                                                                                       | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   86290311 | PA      | $494072.43     | 0.00%             | 2051-02-17      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM3 TRUST                                                                  | OBX 2024-NQM3 A2                                                                                                                                       | CUSIP: 67118KAB9<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-O            | CORP              | US        |    3212551 | PA      | $3229761.30    | 0.01%             | 2063-12-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM7 TRUST                                                                  | OBX 2024-NQM7 A2                                                                                                                                       | CUSIP: 67119FAB9<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-O            | CORP              | US        |    3846333 | PA      | $3874375.36    | 0.01%             | 2064-03-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                               | PENN 6.75 04/01/31 144A                                                                                                                                | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9750000 | PA      | $9469386.23    | 0.03%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.2 09/26/35                                                                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   29675000 | PA      | $27835000.44   | 0.09%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Polaris Inc.                                                                         | PII 5.6 03/01/31                                                                                                                                       | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   19375000 | PA      | $19201456.00   | 0.06%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                        | GSKY 2024-2 B                                                                                                                                          | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2324252 | PA      | $2331372.78    | 0.01%             | 2059-10-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                               | MET 5.74 02/15/55                                                                                                                                      | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21136678.64   | 0.07%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NOTE ASSET TRUST SERIES 2007-A1                            | MANA 2007-A1 A2C                                                                                                                                       | CUSIP: 59023MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17775599 | PA      | $5261550.58    | 0.02%             | 2037-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE3                                                                  | ACHM 2025-HE3 A                                                                                                                                        | CUSIP: 00449VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16945600 | PA      | $16807090.25   | 0.05%             | 2055-11-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BO GPS IV CAPITAL CALL FACILITY C                                                    | BO GPS IV CAPITAL CALL FACILITY C                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24150000 | PA      | $23446263.21   | 0.07%             | 2030-10-30      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| Quikrete                                                                             | Quikrete Term Loan B-1 225 2029-03-01                                                                                                                  | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    6481056 | PA      | $6471852.80    | 0.02%             | 2029-03-19      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                                                  | RECESS HOLDINGS INC                                                                                                                                    | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   16952550 | PA      | $16970689.59   | 0.05%             | 2030-02-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -266992000 | NC      | $-1016246.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2025-NQM3                                        | GSMBS 2025-NQM3 A1                                                                                                                                     | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-O            | CORP              | US        |   14197845 | PA      | $14188025.65   | 0.05%             | 2065-11-25      | Variable      | 5.14%                 | 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        |   46892000 | PA      | $43270910.67   | 0.14%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2007-HE3 A1                                                                                                                                       | CUSIP: 617525AA8<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |    1765123 | PA      | $1098077.04    | 0.00%             | 2036-12-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                               | CMLTI 2007-AMC3 A2B                                                                                                                                    | CUSIP: 17312EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4993819 | PA      | $4376114.47    | 0.01%             | 2037-03-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2025-1 MT                                                                                                                                          | CUSIP: 38385CQG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   17956493 | PA      | $17819288.89   | 0.06%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.95 04/01/55                                                                                                                                     | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   21200000 | PA      | $20186875.53   | 0.06%             | 2055-04-01      | Fixed         | 5.95%                 | 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        |      13358 | NC      | $3673450.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                   | GASBCM 5.8528 02/23/36 144A                                                                                                                            | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   11900000 | PA      | $11926453.70   | 0.04%             | 2036-02-23      | Fixed         | 5.85%                 | 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        |   10740000 | PA      | $9953094.81    | 0.03%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 5.25 07/01/29 144A                                                                                                                              | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1014520.87    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL AUTOMOTIVE REIT                                                              | CAUTO 2021-1A A4                                                                                                                                       | CUSIP: 12510HAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6494125 | PA      | $5658170.22    | 0.02%             | 2051-08-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MTG                                                                    | IMPRL 2022-NQM2 A2                                                                                                                                     | CUSIP: 45276PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10159183 | PA      | $9551771.85    | 0.03%             | 2067-03-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6.125 05/15/55                                                                                                                                    | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     250000 | PA      | $244761.49     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Renaissancere Holdings Ltd.                                                          | RNR 5.8 04/01/35                                                                                                                                       | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    9900000 | PA      | $10125827.71   | 0.03%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP TRUST 2007-9                                        | SASC 2007-BC4 A1                                                                                                                                       | CUSIP: 86365DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9678568 | PA      | $9469142.16    | 0.03%             | 2037-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| OBX Trust 2026-NQM2                                                                  | OBX 2026-NQM4 A2                                                                                                                                       | CUSIP: 67124FAJ5<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |    5850000 | PA      | $5837958.43    | 0.02%             | 2066-02-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                              | SORT 2022-1A A2                                                                                                                                        | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19890012 | PA      | $19527486.99   | 0.06%             | 2062-08-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-2                                                      | AOMT 2024-2 A2                                                                                                                                         | CUSIP: 034942AB8<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-O            | CORP              | US        |    6580229 | PA      | $6603779.35    | 0.02%             | 2069-01-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC                                                               | BSTRM 2024-1A A2                                                                                                                                       | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5100000 | PA      | $5146201.41    | 0.02%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-Nqm3                             | MSRM 2024-NQM3 A1                                                                                                                                      | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5473946 | PA      | $5457367.60    | 0.02%             | 2069-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2024-HE5 A                                                                                                                                       | CUSIP: 31684FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24996684 | PA      | $25100508.00   | 0.08%             | 2054-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                          | HST 3.5 09/15/30 I                                                                                                                                     | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   41072000 | PA      | $38608953.64   | 0.12%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System LLC                                                    | GULFNG 5.6 07/23/35 144A                                                                                                                               | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26525000 | PA      | $26859271.76   | 0.09%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                     | LAZ 5.625 08/01/35                                                                                                                                     | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   25200000 | PA      | $25145836.88   | 0.08%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                                                  | IAGLN 2.9 03/15/35 144A                                                                                                                                | CUSIP: 11042CAA8<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-O            | CORP              | GB        |   12044668 | PA      | $11046950.30   | 0.04%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Americo Life Inc.                                                                    | AMERIC 3.45 04/15/31 144A                                                                                                                              | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |   32364000 | PA      | $28529636.26   | 0.09%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-IG3 MORTGAGE TRUST                                                    | BMARK 2020-IG3 T33D                                                                                                                                    | CUSIP: 08162QBQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5232000 | PA      | $3216671.27    | 0.01%             | 2048-09-17      | Variable      | 3.13%                 | 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        |    5043838 | PA      | $5043838.00    | 0.02%             | 2028-03-31      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| Hillman Solutions Corp (fka Hillman Group)                                           | Hillman Solutions Corp (fka Hillman Group) Term Loan B 275 2028-02-11                                                                                  | CUSIP: 43162TAR1<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |    1514751 | PA      | $1514114.38    | 0.00%             | 2028-07-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                    | POWSOL L 07/16/31 9                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    2850870 | PA      | $3285294.02    | 0.01%             | 2031-07-16      | Floating      | 4.89%                 | 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        |    5401128 | PA      | $1076251.98    | 0.00%             | 2037-05-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-65 CA                                                                                                                                         | CUSIP: 3136BWU38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   30655216 | PA      | $30500983.14   | 0.10%             | 2054-02-25      | Fixed         | 5.00%                 | 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        |    3178472 | PA      | $3148903.83    | 0.01%             | 2032-05-01      | Floating      | 8.95%                 | No            |                  3 | On Loan: No      |
| QTS ISSUER ABS I LLC                                                                 | QTS 2025-1A A2                                                                                                                                         | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   76175000 | PA      | $75326958.96   | 0.24%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MASORANGE FINCO PLC                                                                  | MASORANGE FINCO PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |   10000000 | PA      | $11523137.99   | 0.04%             | 2031-03-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Minera Mexico S A De C V                                                             | SCCOMX 5.625 02/12/32 144A                                                                                                                             | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    3350000 | PA      | $3384170.00    | 0.01%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                            | BRAVO 2024-NQM1 A3                                                                                                                                     | CUSIP: 10570FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4060642 | PA      | $4076329.21    | 0.01%             | 2063-12-01      | Variable      | 6.40%                 | 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        |   46200000 | PA      | $46318110.30   | 0.15%             | 2033-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                   | VOD V4.125 06/04/81                                                                                                                                    | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   40537000 | PA      | $37103998.49   | 0.12%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 4.9 09/15/31                                                                                                                                       | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8238315.53    | 0.03%             | 2031-09-15      | Fixed         | 4.90%                 | 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        |   13336957 | PA      | $13070218.08   | 0.04%             | 2028-11-08      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| United Parks and Resorts (fka SeaWorld)                                              | United Parks and Resorts (fka SeaWorld) Term Loan B-3 200 2031-11-11                                                                                   | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    4432500 | PA      | $4366012.50    | 0.01%             | 2031-12-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                                              | BROWN GROUP HOLDING LLC                                                                                                                                | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    4411333 | PA      | $4415215.10    | 0.01%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2007-HE2 A2C                                                                                                                                      | CUSIP: 61753EAC4<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |    9075982 | PA      | $4141290.03    | 0.01%             | 2037-01-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                           | ACACN 4.625 08/15/29                                                                                                                                   | CUSIP: 008911BL2<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    5890000 | PA      | $4197403.12    | 0.01%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                          | GBLATL V7.95 10/15/54 144A                                                                                                                             | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    6925000 | PA      | $6667818.66    | 0.02%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.412 02/08/41                                                                                                                                    | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $8890709.54    | 0.03%             | 2041-02-08      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 Trust                                                                 | GCAT 2025-NQM4 A2                                                                                                                                      | CUSIP: 367923AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7198446 | PA      | $7214483.71    | 0.02%             | 2070-06-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LN TR 2024-2                                                           | COLT 2024-2 A2                                                                                                                                         | CUSIP: 12665LAB0<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-O            | CORP              | US        |    2888753 | PA      | $2903710.19    | 0.01%             | 2069-04-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                                    | VERUS 2025-5 A1                                                                                                                                        | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-O            | CORP              | US        |    2209807 | PA      | $2216867.68    | 0.01%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC                                                                      | PRPM 2024-6 A1                                                                                                                                         | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12161355 | PA      | $12170285.93   | 0.04%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B6 MORTGAGE TRUST                                                     | BMARK 2018-B6 B                                                                                                                                        | CUSIP: 08162CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $711850.88     | 0.00%             | 2051-10-12      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-6                                                        | SEMT 2025-6 A11                                                                                                                                        | CUSIP: 81749YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7586890 | PA      | $7592289.29    | 0.02%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RLI Corp                                                                             | RLI 5.375 06/01/36 .                                                                                                                                   | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |   18875000 | PA      | $18168863.60   | 0.06%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BONDS 2024-FL13 LLC                                                                  | BDS 2024-FL13 B                                                                                                                                        | CUSIP: 05555MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3900000 | PA      | $3899937.21    | 0.01%             | 2039-09-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                       | GL 5.85 09/15/34                                                                                                                                       | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    9810000 | PA      | $10106544.33   | 0.03%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mc 2021-1 Ltd                                                                        | MACON 2021-1 A                                                                                                                                         | CUSIP: 55283YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    6775755 | PA      | $6390997.47    | 0.02%             | 2035-11-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                              | FR SD7565                                                                                                                                              | CUSIP: 3132DVMN2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |  160458466 | PA      | $163486809.87  | 0.52%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                      | TDG 6.875 12/15/30 144A                                                                                                                                | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   11039000 | PA      | $11311089.27   | 0.04%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.875 02/15/41                                                                                                                                       | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  637960000 | PA      | $441961743.78  | 1.41%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2006-WM4                              | SABR 2006-WM4 A2C                                                                                                                                      | CUSIP: 81377XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4947042 | PA      | $1279987.74    | 0.00%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG 2.45 12/02/27 144A                                                                                                                                 | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $25044895.20   | 0.08%             | 2027-12-02      | Fixed         | 2.45%                 | 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        |    3575000 | PA      | $3721403.40    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ2209                                                                                                                                              | CUSIP: 3142GSN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  105098880 | PA      | $108820803.13  | 0.35%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HV EIGHT LLC SENIOR SECURED TL                                                       | HV EIGHT LLC SENIOR SECURED TL                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42943097 | PA      | $49364620.55   | 0.16%             | 2037-11-15      | Floating      | 5.50%                 | No            |                  3 | On Loan: No      |
| CERBERUS LOAN FUNDING 52 LLC                                                         | CERB 2025-3A B                                                                                                                                         | CUSIP: 15675MAC7<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |   15825000 | PA      | $15777050.25   | 0.05%             | 2037-10-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVASP 0 12/15/42                                                                                                                                       | CUSIP: 88059FBW0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   23785000 | PA      | $10108910.42   | 0.03%             | 2042-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P5                                          | CGCMT 2016-P5 XA                                                                                                                                       | CUSIP: 17325DAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18836119 | PA      | $10832.65      | 0.00%             | 2049-10-13      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE1                                                                 | FIGRE 2025-HE1 A                                                                                                                                       | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16568617 | PA      | $16672487.77   | 0.05%             | 2055-01-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-NC1                                                                 | GSAMP 2007-NC1 A2C                                                                                                                                     | CUSIP: 3622MGAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6406207 | PA      | $3156499.60    | 0.01%             | 2046-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                                   | TCN 2024-SFR4 B                                                                                                                                        | CUSIP: 895975AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10775000 | PA      | $10579098.65   | 0.03%             | 2041-11-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BO GPS IV CAPITAL CALL FACILITY D                                                    | BO GPS IV CAPITAL CALL FACILITY D                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7460171.36    | 0.02%             | 2032-10-30      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| EFMT 2025-CES4                                                                       | EFMT 2025-CES4 A1                                                                                                                                      | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-O            | CORP              | US        |   36001025 | PA      | $36055818.92   | 0.11%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | PAA 5.7 09/15/34                                                                                                                                       | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   37730000 | PA      | $38539885.77   | 0.12%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 03/15/57                                                                                                                                        | CUSIP: 88059E7L2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1612000 | PA      | $295357.09     | 0.00%             | 2057-03-15      | None          | 0.00%                 | 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        |    6240000 | PA      | $6090362.27    | 0.02%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| UPBOUND GROUP INC                                                                    | UPBOUND GROUP INC                                                                                                                                      | CUSIP: 000000000<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |     452665 | PA      | $451723.62     | 0.00%             | 2032-08-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                     | ARETEC GROUP INC                                                                                                                                       | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    1770562 | PA      | $1746589.08    | 0.01%             | 2030-08-09      | Floating      | 6.67%                 | 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        |   15150000 | PA      | $15074250.00   | 0.05%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM3 TRUST                                                                 | GCAT 2023-NQM3 A1                                                                                                                                      | CUSIP: 36169GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11070689 | PA      | $11137536.39   | 0.04%             | 2068-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                    | VENTGL 6.25 01/15/30 144A                                                                                                                              | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1534233.00    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                    | CLARIOS GLOBAL LP                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |    4350000 | PA      | $5008945.37    | 0.02%             | 2032-01-14      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                             | ALLWYN ENTERTAINMENT FINANCING US LLC                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   19008719 | PA      | $18390935.44   | 0.06%             | 2031-06-11      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                | GSMS 2017-GS6 B                                                                                                                                        | CUSIP: 36253PAH5<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |     521000 | PA      | $466202.89     | 0.00%             | 2050-05-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| STWD 2021-FL2 LTD                                                                    | STWD 2021-FL2 C                                                                                                                                        | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2820000 | PA      | $2817656.30    | 0.01%             | 2038-04-16      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-CES1                                                   | JPMMT 2026-CES1 A1B                                                                                                                                    | CUSIP: 46660BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9887130 | PA      | $9807944.47    | 0.03%             | 2056-06-26      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 MORTGAGE TRUST                                                           | CD 2017-CD6 XA                                                                                                                                         | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32748467 | PA      | $315963.76     | 0.00%             | 2050-11-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM10 TRUST                                                                 | OBX 2025-NQM10 A3                                                                                                                                      | CUSIP: 67121LAC0<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-O            | CORP              | US        |    5120896 | PA      | $5132397.05    | 0.02%             | 2065-05-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AN7273                                                                                                                                              | CUSIP: 3138LLCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     340662 | PA      | $299051.44     | 0.00%             | 2047-11-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-CES1                                                                       | EFMT 2024-CES1 A1                                                                                                                                      | CUSIP: 281907AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9901784 | PA      | $9929563.91    | 0.03%             | 2060-01-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK F 07/09/29                                                                                                                                      | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3020000 | PA      | $3035885.20    | 0.01%             | 2029-07-09      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Level 3                                                                              | Level 3 Term Loan B-4 325 2032-03-01                                                                                                                   | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    5680000 | PA      | $5674092.80    | 0.02%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 2 LLC                                                        | ARESDL 2024-2A C                                                                                                                                       | CUSIP: 04021CAG5<br>LEI: 254900G0OBAGPDEAK422 | Long             | ABS-CBDO         | CORP              | US        |   13600000 | PA      | $13529160.32   | 0.04%             | 2036-10-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM3 TRUST                                                                 | GCAT 2023-NQM3 A3                                                                                                                                      | CUSIP: 36169GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2815730 | PA      | $2831436.81    | 0.01%             | 2068-08-25      | Variable      | 7.34%                 | 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        |  313280436 | NS      | $313280436.38  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMFT NET LEASE MASTER ISSUER LLC                                                     | CIMNL 2021-1 A3                                                                                                                                        | CUSIP: 12575AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2782539.30    | 0.01%             | 2051-07-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -321081000 | NC      | $-932441.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2024-3A B                                                                                                                                        | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    8250000 | PA      | $8363091.83    | 0.03%             | 2030-12-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AUTOSCOUT24 USD 1L TLB CL                                                            | AUTOSCOUT24 USD 1L TLB CL                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    9895412 | PA      | $9456352.35    | 0.03%             | 2031-12-10      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Central Storage Safety Project Trust                                                 | CNTSTO 4.823 02/01/38 144A                                                                                                                             | CUSIP: 155431AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14464800 | PA      | $13837588.19   | 0.04%             | 2038-02-01      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Telus Corp.                                                                          | TCN V6.625 10/15/55 **                                                                                                                                 | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   13850000 | PA      | $13855069.10   | 0.04%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-8 LLC                                                                      | PRPM 2025-8 A1                                                                                                                                         | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   53195579 | PA      | $52955395.92   | 0.17%             | 2030-10-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LVIII LTD                                                       | MDPK 2024-58A C                                                                                                                                        | CUSIP: 55817BAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8250000 | PA      | $8258547.00    | 0.03%             | 2037-04-27      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-5                                                        | SEMT 2024-5 A11                                                                                                                                        | CUSIP: 81743CAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1348110 | PA      | $1345671.85    | 0.00%             | 2054-06-25      | Variable      | 6.00%                 | 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        |   32500000 | PA      | $32398437.50   | 0.10%             | 2039-01-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB9142                                                                                                                                              | CUSIP: 3140QVEQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  147244230 | PA      | $149844803.03  | 0.48%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2007-CB2                       | CBASS 2007-CB2 A2C                                                                                                                                     | CUSIP: 1248MBAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2228567 | PA      | $1264137.02    | 0.00%             | 2037-02-25      | Variable      | 3.46%                 | 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        |   39650000 | PA      | $36948316.41   | 0.12%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                               | STANLN V4.644 04/01/31 144A                                                                                                                            | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   13367000 | PA      | $13267899.87   | 0.04%             | 2031-04-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                       | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3291.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $3049495.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                   | MTN 6.5 05/15/32 144A                                                                                                                                  | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2932683.00    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                     | GATX 4.7 04/01/29                                                                                                                                      | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125197.12     | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V6.627 11/01/34                                                                                                                                     | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21862000 | PA      | $23788698.72   | 0.08%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                                                             | MB2 DENTAL SOLUTIONS LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      54786 | PA      | $50026.48      | 0.00%             | 2031-02-13      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| Ohana Military Communities LLC                                                       | OHANA 5.558 10/01/36                                                                                                                                   | CUSIP: 677071AN2<br>LEI: 549300S2UFVVKP439S12 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3807088.40    | 0.01%             | 2036-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                 | AREIT 2025-CRE10 AS                                                                                                                                    | CUSIP: 00193DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18000000 | PA      | $17832628.80   | 0.06%             | 2030-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 7.625 01/15/39                                                                                                                                   | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2870000 | PA      | $3366105.13    | 0.01%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XLVIII LLC                                                     | CERB 2024-4A B                                                                                                                                         | CUSIP: 15675JAC4<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |   14700000 | PA      | $14656357.17   | 0.05%             | 2036-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 3 LLC                                                        | ARESDL 2024-3A B                                                                                                                                       | CUSIP: 039945AC4<br>LEI: 254900TU6Z546P794928 | Long             | ABS-CBDO         | CORP              | US        |    5450000 | PA      | $5433406.93    | 0.02%             | 2037-01-21      | Floating      | 5.52%                 | 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        |   17098784 | PA      | $17024062.23   | 0.05%             | 2031-02-24      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2007-5                                           | AHMA 2007-5 A1                                                                                                                                         | CUSIP: 026936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7054692 | PA      | $6825938.34    | 0.02%             | 2047-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 5 LLC                                                        | ARESDL 2025-3A B                                                                                                                                       | CUSIP: 039973AE2<br>LEI: 254900FZTAJNX33DJ460 | Long             | ABS-CBDO         | CORP              | US        |   20250000 | PA      | $20186965.80   | 0.06%             | 2038-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2024-2                                                      | FFIN 2024-2A B                                                                                                                                         | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6494411 | PA      | $6486945.43    | 0.02%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2 11/15/41                                                                                                                                           | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  585030000 | PA      | $404584809.38  | 1.29%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                             | SAFE 2.85 01/15/32                                                                                                                                     | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |   27008000 | PA      | $24187450.04   | 0.08%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COLT 2025-3 MORTGAGE LOAN TRUST                                                      | COLT 2025-3 A2                                                                                                                                         | CUSIP: 12674LAB9<br>LEI: 2138001CIB6QBPMZRF93 | Long             | ABS-O            | CORP              | US        |    8471997 | PA      | $8474151.07    | 0.03%             | 2070-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                         | ANGINC 6 07/15/35                                                                                                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   31375000 | PA      | $30587052.02   | 0.10%             | 2035-07-15      | Fixed         | 6.00%                 | 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        |       3550 | NC      | $-300978.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AASET 2024-1 TRUST                                                                   | AASET 2024-1A A1                                                                                                                                       | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34751027 | PA      | $35210338.26   | 0.11%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 MORTGAGE TRUST                                                           | CD 2017-CD3 XA                                                                                                                                         | CUSIP: 12515GAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27854415 | PA      | $145879.14     | 0.00%             | 2050-02-11      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                          | SVC 2023-1A A                                                                                                                                          | CUSIP: 78487JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15113354 | PA      | $15048981.87   | 0.05%             | 2053-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Home Eqty Ln Tst                                                                     | HELT 2007-FRE1 1AV1                                                                                                                                    | CUSIP: 43710XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34503940 | PA      | $32906735.55   | 0.10%             | 2037-04-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                          | CAUTO 2024-2A A2                                                                                                                                       | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13910083 | PA      | $13913453.74   | 0.04%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6                                  | JPMCC 2017-JP6 XA                                                                                                                                      | CUSIP: 48128KAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43956923 | PA      | $256084.24     | 0.00%             | 2050-07-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V6.85 PERP                                                                                                                                          | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   24625000 | PA      | $25100582.63   | 0.08%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Valvoline Inc                                                                        | VVV 3.625 06/15/31 144A                                                                                                                                | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   18300000 | PA      | $16538445.66   | 0.05%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                      | SBATOW 6.599 01/15/28 144A                                                                                                                             | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3800000 | PA      | $3864250.40    | 0.01%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING I-VII                                                           | STR 2018-1A A4                                                                                                                                         | CUSIP: 86212VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2765388 | PA      | $2736550.60    | 0.01%             | 2048-10-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST       | WMALT 2006-AR9 1A                                                                                                                                      | CUSIP: 939346AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7074924 | PA      | $6445539.91    | 0.02%             | 2046-11-25      | Floating      | 4.69%                 | No            |                  2 | 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        |    5787587 | PA      | $5551391.81    | 0.02%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| DYAL III SERIES B ISSUER B                                                           | DYAL III SERIES B ISSUER B                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4638984.07    | 0.01%             | 2044-06-15      | Fixed         | 6.55%                 | No            |                  3 | On Loan: No      |
| DOGWOOD TERM LOAN                                                                    | DOGWOOD TERM LOAN                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  100565928 | PA      | $100819547.77  | 0.32%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| OWL ROCK CLO XVII LLC                                                                | OR 2024-17A B                                                                                                                                          | CUSIP: 69121RAC3<br>LEI: 254900XW6EXYO0CEAC23 | Long             | ABS-CBDO         | CORP              | US        |    4300000 | PA      | $4288282.93    | 0.01%             | 2036-07-15      | Floating      | 5.62%                 | 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        |   10925000 | PA      | $10902792.75   | 0.03%             | 2042-08-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Lehman Xs Trust                                                                      | LXS 2007-15N 2A1                                                                                                                                       | CUSIP: 52524VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     886471 | PA      | $875957.74     | 0.00%             | 2037-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC                                                                    | STWD 2025-FL4 B                                                                                                                                        | CUSIP: 863922AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8200000 | PA      | $8159414.92    | 0.03%             | 2042-11-19      | Floating      | 5.62%                 | 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        |  101800000 | PA      | $91385433.45   | 0.29%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL                                                                          | IL CHI 6.31 01/01/2044                                                                                                                                 | CUSIP: 167486ZQ5<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    4500000 | PA      | $4626861.30    | 0.01%             | 2044-01-01      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| SPSS-2012-1A A                                                                       | SPSS-2012-1A A                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     112015 | PA      | $104004.18     | 0.00%             | 2052-11-15      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| Central Garden & Pet Company                                                         | CENT 4.125 04/30/31 144A                                                                                                                               | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    3854000 | PA      | $3590915.17    | 0.01%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BCRED CLO LTD                                                                        | BCRED CLO 2025-1 LLC                                                                                                                                   | CUSIP: 05556FAC7<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | KY        |    7150000 | PA      | $7126848.30    | 0.02%             | 2037-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Farm Mortgage Trust 2024-2                                                           | FARM 2021-1 A                                                                                                                                          | CUSIP: 30768WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8799048 | PA      | $7257025.95    | 0.02%             | 2051-01-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE8 ISSUER LLC                                                        | LNCR 2025-CRE8 B                                                                                                                                       | CUSIP: 53947FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3300000 | PA      | $3289987.14    | 0.01%             | 2042-08-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                                                 | PRIME SECURITY SERVICES BOR                                                                                                                            | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    4425732 | PA      | $4402010.04    | 0.01%             | 2030-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Yale New Haven Health Services Corp.                                                 | YAHEAL 2.496 07/01/50 2020                                                                                                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |   32350000 | PA      | $18721615.29   | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                         | MET V6.35 03/15/55 G                                                                                                                                   | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   28930000 | PA      | $29356746.43   | 0.09%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd. / GS REFT 2026-FL1 Co-issuer LLC                        | GSREFT 2026-FL1 A                                                                                                                                      | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1750000.00    | 0.01%             | 2043-10-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                  | HWIRE 2021-1 B                                                                                                                                         | CUSIP: 44148JAB5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    4025000 | PA      | $3962627.39    | 0.01%             | 2051-11-20      | Fixed         | 2.66%                 | 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      | $625049.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2005-1                          | DBALT 2007-OA2 A1                                                                                                                                      | CUSIP: 25150UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1754021 | PA      | $1614438.37    | 0.01%             | 2047-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust 2005-Opt1                                                  | SVHE 2006-OPT5 1A1                                                                                                                                     | CUSIP: 83612CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13274547 | PA      | $13010582.84   | 0.04%             | 2036-07-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.4 09/15/35                                                                                                                                      | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   24150000 | PA      | $24042049.74   | 0.08%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41                                        | CGCMT 2019-GC41 XA                                                                                                                                     | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   94112194 | PA      | $2569686.41    | 0.01%             | 2056-08-11      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                     | VBTEL 2024-1A D                                                                                                                                        | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3950000 | PA      | $4010611.96    | 0.01%             | 2054-05-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-5                                                        | SEMT 2024-5 A5                                                                                                                                         | CUSIP: 81743CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3669466 | PA      | $3678454.24    | 0.01%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                 | WSTOP 2020-1A A2                                                                                                                                       | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25117500 | PA      | $24312142.53   | 0.08%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ELDRIDGE CLO 2025-2 LTD                                                              | ELD 2025-2A C                                                                                                                                          | CUSIP: 28473AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8975000 | PA      | $8981497.00    | 0.03%             | 2039-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM17 TRUST                                                                 | OBX 2024-NQM17 A2                                                                                                                                      | CUSIP: 673911AD5<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-O            | CORP              | US        |    2402380 | PA      | $2417599.40    | 0.01%             | 2064-11-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV7                                                             | PMTLT 2025-INV7 A7                                                                                                                                     | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7208622 | PA      | $7276073.05    | 0.02%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                                      | PFP 2024-11 AS                                                                                                                                         | CUSIP: 69291WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5009191 | PA      | $4989200.71    | 0.02%             | 2039-09-19      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                                            | BRAVO 2025-NQM2 A3                                                                                                                                     | CUSIP: 10569NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8622686 | PA      | $8661101.29    | 0.03%             | 2064-11-25      | Variable      | 5.93%                 | 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        |    7550000 | PA      | $7524124.64    | 0.02%             | 2037-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| TULSA AIRPORTS IMPROVEMENT TRUSTEE (OK)                                              | OK TULAPT 3.1 06/01/2045                                                                                                                               | CUSIP: 899647TS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $751126.90     | 0.00%             | 2045-06-01      | Fixed         | 3.10%                 | 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        |    1970000 | PA      | $1932078.29    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STWD 2021-FL2 LTD                                                                    | STWD 2021-FL2 A                                                                                                                                        | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     518334 | PA      | $516066.36     | 0.00%             | 2038-04-16      | Floating      | 4.99%                 | 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        |   14150000 | PA      | $13314449.58   | 0.04%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.65 03/01/53                                                                                                                                     | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1488924.71    | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5                                            | BRAVO 2023-NQM5 A3                                                                                                                                     | CUSIP: 10569UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2440660 | PA      | $2443255.53    | 0.01%             | 2063-06-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Company LLC                                                | MWXCAP 4.625 04/01/29 144A                                                                                                                             | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14608000 | PA      | $14532705.26   | 0.05%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V5.876 01/14/31 144A                                                                                                                            | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   20000000 | PA      | $20603071.40   | 0.07%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5566 EA                                                                                                                                            | CUSIP: 3137HMHR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   30825396 | PA      | $30846051.67   | 0.10%             | 2051-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 3.95 03/01/50                                                                                                                                      | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1133754.08    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | 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        |     276775 | NS      | $55.36         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OWL ROCK CLO VII LTD                                                                 | OR 2022-7A AR                                                                                                                                          | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   38050000 | PA      | $37892202.85   | 0.12%             | 2038-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| COLT 2023-4 MORTGAGE LOAN TRUST                                                      | COLT 2023-4 A3                                                                                                                                         | CUSIP: 12598WAC6<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-O            | CORP              | US        |    2996567 | PA      | $3018431.48    | 0.01%             | 2068-10-25      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 83 M                                                      | GOCAP 2025-83A B                                                                                                                                       | CUSIP: 38182EAE9<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |   15650000 | PA      | $15595741.45   | 0.05%             | 2038-11-09      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 8 LLC                                                        | ARESDL 2025-4A A1                                                                                                                                      | CUSIP: 039933AA4<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | US        |   19500000 | PA      | $19533947.55   | 0.06%             | 2039-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS HOLDING                                                               | HUNTER DOUGLAS HOLDING                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300XOR2688C8LK689 | Long             | LON              | CORP              | NL        |   12000000 | PA      | $13692548.69   | 0.04%             | 2032-01-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 TRUST                                                                 | STAR 2025-SFR6 B                                                                                                                                       | CUSIP: 85520EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6850000 | PA      | $6850000.00    | 0.02%             | 2042-08-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.59 08/24/46                                                                                                                                     | CUSIP: 3133EM3K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     140000 | PA      | $90920.48      | 0.00%             | 2046-08-24      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GMAC Commercial Military Housing Trust XVIII                                         | GMACN 2007-HCKM A                                                                                                                                      | CUSIP: 36186YAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20700698 | PA      | $19869342.73   | 0.06%             | 2052-08-10      | Fixed         | 6.11%                 | No            |                  3 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                           | RGA 5.75 09/15/34                                                                                                                                      | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   20050000 | PA      | $20367177.57   | 0.06%             | 2034-09-15      | Fixed         | 5.75%                 | 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        |     590500 | NS      | $13935800.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                           | LIBMUT 4.3 02/01/61 144A                                                                                                                               | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   74981000 | PA      | $46733958.23   | 0.15%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| The Brooklyn Union Gas Company                                                       | NGGLN 6.388 09/15/33 144A                                                                                                                              | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   11685000 | PA      | $12441234.97   | 0.04%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Beth Israel Deaconess Medical Center Inc.                                            | BETHIS 3.08 07/01/51 L                                                                                                                                 | CUSIP: 08661UAB2<br>LEI: 549300X0AUMNEAKC6J55 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $1752154.55    | 0.01%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2021-CRE6 ISSUER LTD                                                        | LNCR 2021-CRE6 B                                                                                                                                       | CUSIP: 53948HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   44000000 | PA      | $43732651.60   | 0.14%             | 2038-11-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -266989000 | NC      | $-1016235.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                            | BRAVO 2025-NQM1 A3                                                                                                                                     | CUSIP: 10569MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5274705 | PA      | $5295492.52    | 0.02%             | 2064-12-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                   | SUBWAY 2024-1A A2I                                                                                                                                     | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9381250 | PA      | $9441791.90    | 0.03%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-2                                                      | AOMT 2024-2 A3                                                                                                                                         | CUSIP: 034942AC6<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-O            | CORP              | US        |    6069254 | PA      | $6088686.95    | 0.02%             | 2069-01-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CCC Information Services                                                             | CCC Information Services Term Loan B 200 2032-01-12                                                                                                    | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |     346703 | PA      | $343669.29     | 0.00%             | 2032-01-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                   | FG 5.875 01/16/30 144A                                                                                                                                 | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   38565000 | PA      | $39047399.17   | 0.12%             | 2030-01-16      | Fixed         | 5.88%                 | 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        |    2063174 | PA      | $2043981.33    | 0.01%             | 2032-05-01      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| GA Global Funding Trust                                                              | GBLATL 2.9 01/06/32 144A                                                                                                                               | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   16400000 | PA      | $14185684.14   | 0.05%             | 2032-01-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 5.5 03/15/56                                                                                                                                       | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   19400000 | PA      | $19022226.13   | 0.06%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BL4631                                                                                                                                              | CUSIP: 3140HWED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     586848 | PA      | $503330.79     | 0.00%             | 2042-09-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MAGNETITE LII LIMITED                                                                | MAGNE 2025-52A SUB                                                                                                                                     | CUSIP: 559929AC8<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |   13850000 | PA      | $10604945.00   | 0.03%             | 2039-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 5.9 10/15/40                                                                                                                                      | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   17415000 | PA      | $12849095.25   | 0.04%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2023-SFR2 Trust                                                   | TCN 2023-SFR2 B                                                                                                                                        | CUSIP: 895978AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16424000 | PA      | $16237333.03   | 0.05%             | 2040-12-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  217132000 | NC      | $1494958.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                               | FAIRIC 6 05/15/33 144A                                                                                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   11930000 | PA      | $11705971.30   | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NASSAU 2019 CFO LLC                                                                  | CFOZ 2019-1 A                                                                                                                                          | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4982871 | PA      | $4610820.07    | 0.01%             | 2034-08-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| DBGS 2018-C1 MORTGAGE TRUST                                                          | DBGS 2018-C1 B                                                                                                                                         | CUSIP: 23307DBD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7588000 | PA      | $6962627.39    | 0.02%             | 2051-10-17      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL15 LLC                                                                    | BDS 2025-FL15 B                                                                                                                                        | CUSIP: 05556EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12950000 | PA      | $12899097.44   | 0.04%             | 2043-03-19      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ZEPHYR MIDCO 2 LTD                                                                   | ZEPHYR MIDCO 2 LTD                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    2400000 | PA      | $2982954.19    | 0.01%             | 2028-07-31      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                         | KBCBB V6.324 09/21/34 144A                                                                                                                             | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    3180000 | PA      | $3402224.15    | 0.01%             | 2034-09-21      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA1563                                                                                                                                              | CUSIP: 3140Q8WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     186141 | PA      | $182355.54     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -217133000 | NC      | $-494022.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38                                       | WFCM 2017-C38 XA                                                                                                                                       | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   58909512 | PA      | $497808.94     | 0.00%             | 2050-07-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUST                                                      | COLT 2021-2 M1                                                                                                                                         | CUSIP: 19685WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7108000 | PA      | $5066865.30    | 0.02%             | 2066-08-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V7.625 PERP                                                                                                                                        | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4306980.30    | 0.01%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-16520678.97  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                                        | LNCR 2025-CRE9 AS                                                                                                                                      | CUSIP: 538912AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28150000 | PA      | $28092481.11   | 0.09%             | 2042-08-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE8                                                                 | FIGRE 2025-HE8 A                                                                                                                                       | CUSIP: 30191WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12659649 | PA      | $12580299.46   | 0.04%             | 2055-11-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust 2006-3                                                       | FHLT 2006-D 2A3                                                                                                                                        | CUSIP: 35729VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9540149 | PA      | $3297246.42    | 0.01%             | 2036-11-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corporation                                             | STC 3.6 11/15/31                                                                                                                                       | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   40641000 | PA      | $35929610.79   | 0.11%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                  | MNET 2026-1A A2                                                                                                                                        | CUSIP: 59170JBK3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   18925000 | PA      | $18986203.45   | 0.06%             | 2056-04-20      | Fixed         | 5.27%                 | 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        |      29384 | PA      | $28785.17      | 0.00%             | 2037-07-25      | Floating      | 4.33%                 | No            |                  3 | On Loan: No      |
| DRI HEALTHCARE LP                                                                    | DRI HEALTHCARE LP                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13000000 | PA      | $12833559.11   | 0.04%             | 2031-06-30      | Floating      | 5.35%                 | No            |                  3 | On Loan: No      |
| OneMain Financial Corporation                                                        | OMF 6.625 05/15/29                                                                                                                                     | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    9925000 | PA      | $9934637.18    | 0.03%             | 2029-05-15      | Fixed         | 6.62%                 | 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        |       3340 | NC      | $-5788010.58   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans Inc                                                       | RALI 2006-QO2 A3                                                                                                                                       | CUSIP: 761118WA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1105132 | PA      | $181970.44     | 0.00%             | 2046-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D V6 02/15/56 **                                                                                                                                       | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   13230000 | PA      | $13145683.89   | 0.04%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS TRANSN COMMN ST HWY FD                                                         | TX TXSTRN 3.03 08/15/2041                                                                                                                              | CUSIP: 88283KBL1<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    3150000 | PA      | $2452386.83    | 0.01%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC2 TRUST                                                                | HOMES 2025-AFC2 A1A                                                                                                                                    | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26864834 | PA      | $26943926.26   | 0.09%             | 2060-06-25      | Variable      | 5.47%                 | 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        |   10280000 | PA      | $10188248.94   | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | 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        |    4600000 | PA      | $4605199.84    | 0.01%             | 2040-11-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO IV LTD                                                                  | OR 2020-4A A2R                                                                                                                                         | CUSIP: 691200AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16750000 | PA      | $16661524.83   | 0.05%             | 2033-08-22      | Floating      | 5.82%                 | 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        |   12950000 | PA      | $12898852.68   | 0.04%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CARLYLE DIRECT LENDING CLO 2015-1R LLC                                               | CDLC 2015-1A A12B                                                                                                                                      | CUSIP: 14310QAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7502789.25    | 0.02%             | 2036-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                            | SUN 4.625 05/01/30 144A                                                                                                                                | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   15663000 | PA      | $15073585.80   | 0.05%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5.625 04/05/34                                                                                                                                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   12478000 | PA      | $12870922.61   | 0.04%             | 2034-04-05      | Fixed         | 5.62%                 | 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        |   12675000 | PA      | $13023663.90   | 0.04%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V3.8 PERP T                                                                                                                                         | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25830000 | PA      | $25693186.24   | 0.08%             | N/A             | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAFL 2025-RRTL2 Issuer LP                                                            | CAFL 2025-RRTL2 A1                                                                                                                                     | CUSIP: 12770JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17850000 | PA      | $17817129.23   | 0.06%             | 2040-11-28      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XLIII LLC                                                      | CERB 2024-3A B                                                                                                                                         | CUSIP: 156945AC1<br>LEI: 6354005VK9L5QCJ8WJ98 | Long             | ABS-CBDO         | CORP              | US        |    5250000 | PA      | $5236056.53    | 0.02%             | 2036-07-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                             | COXENT 2.95 10/01/50 144A                                                                                                                              | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   19041000 | PA      | $10264849.82   | 0.03%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citadel Enterprise                                                                   | Citadel Enterprise Term Loan B 200 2031-10-01                                                                                                          | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   42141992 | PA      | $42165591.30   | 0.13%             | 2031-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc Trust 2007-NC3                                      | MSAC 2007-NC3 A2C                                                                                                                                      | CUSIP: 61755AAD8<br>LEI: 549300LT6TIGKPKJS707 | Long             | ABS-O            | CORP              | US        |    2755083 | PA      | $2095056.67    | 0.01%             | 2037-05-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5.2 03/01/35 144A                                                                                                                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   19775000 | PA      | $19963272.83   | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V5.197 09/11/36                                                                                                                                    | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   12275000 | PA      | $11899745.64   | 0.04%             | 2036-09-11      | Fixed         | 5.20%                 | 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        |    2368525 | NS      | $473.71        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6.5 02/15/53                                                                                                                                      | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2933843.77    | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                         | NAB 2.99 05/21/31 144A                                                                                                                                 | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   14525000 | PA      | $13208562.50   | 0.04%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| DYAL III SERIES A ISSUER A                                                           | DYAL III SERIES A ISSUER A                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16988076 | PA      | $16165320.71   | 0.05%             | 2040-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.576 07/23/36                                                                                                                                    | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3433074.36    | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co.                                  | HCSERV 5.875 06/15/54 144A                                                                                                                             | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4514379.84    | 0.01%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust 2006-Bnc3                                     | SAIL 2004-BNC2 A6                                                                                                                                      | CUSIP: 86358ENH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26298 | PA      | $26257.67      | 0.00%             | 2034-12-25      | Floating      | 4.99%                 | No            |                  3 | On Loan: No      |
| DAE Funding LLC                                                                      | DUBAEE 4.95 01/15/33 144A                                                                                                                              | CUSIP: 23371DAM6<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   20950000 | PA      | $19863385.30   | 0.06%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 7.5 11/15/40                                                                                                                                       | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $3373140.26    | 0.01%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BSPRT 2024-FL11 ISSUER LLC                                                           | BSPRT 2024-FL11 AS                                                                                                                                     | CUSIP: 05613RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8900000 | PA      | $8896097.35    | 0.03%             | 2039-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BL3695                                                                                                                                              | CUSIP: 3140HVC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1546839 | PA      | $1329095.54    | 0.00%             | 2049-08-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GHOST 2025-1A A                                                                                                                                        | CUSIP: 37556TAA4<br>LEI: 549300WTZWR07K8MNV44 | Long             | ABS-O            | CORP              | US        |   27784850 | PA      | $27984770.28   | 0.09%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-2                                          | DRMT 2025-CES1 A2                                                                                                                                      | CUSIP: 24380WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5982800 | PA      | $5981249.26    | 0.02%             | 2055-10-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN 24 LTD/LLC                                                             | GLM 2025-24A B                                                                                                                                         | CUSIP: 38139VAG0<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | KY        |   27650000 | PA      | $27640488.40   | 0.09%             | 2038-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-FIX1                                                  | TPMT 2025-FIX1 A2                                                                                                                                      | CUSIP: 89183MAB9<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7389991.50    | 0.02%             | 2065-09-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                                        | AIZ 6.75 02/15/34                                                                                                                                      | CUSIP: 04621XAD0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1561175.10    | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BS3576                                                                                                                                              | CUSIP: 3140LD6N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5128671 | PA      | $4106980.83    | 0.01%             | 2046-10-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR WA2516                                                                                                                                              | CUSIP: 3132WWAS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1455432 | PA      | $1024733.18    | 0.00%             | 2050-05-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BCRED CLO LTD                                                                        | BCRED CLO 2025-1 LLC                                                                                                                                   | CUSIP: 05556FAE3<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | KY        |   11300000 | PA      | $11233089.31   | 0.04%             | 2037-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                             | DRI 4.55 02/15/48                                                                                                                                      | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $3179381.09    | 0.01%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FORTRESS CR OPPORT CLO 2024-25                                                       | FCO 2024-25A A2                                                                                                                                        | CUSIP: 34966QAC7<br>LEI: 254900LX330DUDQM5Y53 | Long             | ABS-CBDO         | CORP              | US        |    7200000 | PA      | $7202118.24    | 0.02%             | 2037-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM10                                                                 | OBX 2024-NQM10 A2                                                                                                                                      | CUSIP: 67119MAB4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-O            | CORP              | US        |    4793301 | PA      | $4837031.74    | 0.02%             | 2064-05-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                                                 | WW INTERNATIONAL INC                                                                                                                                   | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | N/A       |    3749221 | PA      | $2684441.99    | 0.01%             | 2030-06-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2                        | SCRT 2020-2 MT                                                                                                                                         | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    9262307 | PA      | $7440821.91    | 0.02%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                          | IL ILS 6.63 02/01/2035                                                                                                                                 | CUSIP: 452152GF2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    1260000 | PA      | $1329224.04    | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GSamp Trust                                                                          | GSAMP 2006-HE8 A2D                                                                                                                                     | CUSIP: 3622M8AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10107000 | PA      | $8968028.02    | 0.03%             | 2037-01-26      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | TII 2.375 02/15/55                                                                                                                                     | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  118556865 | PA      | $110168701.23  | 0.35%             | 2055-02-15      | Fixed         | 2.38%                 | 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        |    9350000 | PA      | $10752446.03   | 0.03%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                               | BWP 5.625 08/01/34                                                                                                                                     | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    6675000 | PA      | $6839823.04    | 0.02%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                                             | FLTR 5 04/29/29 144A                                                                                                                                   | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    4900000 | PA      | $5710362.93    | 0.02%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 6.9 05/15/53                                                                                                                                       | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   12940000 | PA      | $13209336.27   | 0.04%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 TRUST                                                                   | AASET 2024-1A A2                                                                                                                                       | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11147408 | PA      | $11298832.91   | 0.04%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                         | AA 7.125 03/15/31 144A                                                                                                                                 | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3346278.21    | 0.01%             | 2031-03-15      | Fixed         | 7.12%                 | 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        |    4265074 | PA      | $1732838.92    | 0.01%             | 2036-07-25      | Floating      | 4.29%                 | 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        |   12075000 | PA      | $13623644.41   | 0.04%             | 2032-09-11      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                    | Jane Street Group Term Loan B 200 2031-12-01                                                                                                           | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   45098598 | PA      | $44222332.30   | 0.14%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 Trust                                                                 | GCAT 2025-NQM4 A3                                                                                                                                      | CUSIP: 367923AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14428525 | PA      | $14460211.19   | 0.05%             | 2070-06-25      | Variable      | 5.88%                 | 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        |    1874863 | PA      | $1745603.54    | 0.01%             | 2032-03-09      | Floating      | 3.72%                 | No            |                  3 | 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        |     603000 | PA      | $698425.19     | 0.00%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                                           | Air Canada Term Loan B 175 2031-03-01                                                                                                                  | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | US        |    7570242 | PA      | $7497719.23    | 0.02%             | 2031-03-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                                | GWR 6.25 04/15/32 144A                                                                                                                                 | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $3273658.25    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2024-CES1                                           | VSTA 2024-CES1 A1                                                                                                                                      | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5859964 | PA      | $5920964.71    | 0.02%             | 2054-05-25      | Variable      | 6.68%                 | 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        |    3900000 | PA      | $3661544.64    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                                                             | MB2 DENTAL SOLUTIONS LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   19574138 | PA      | $19546394.94   | 0.06%             | 2031-02-13      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| Avilease Capital Ltd.                                                                | AVILES 4.75 11/12/30 144A                                                                                                                              | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |   16825000 | PA      | $16373081.34   | 0.05%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO V3.75 09/15/51 21-A                                                                                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3863000 | PA      | $3824558.90    | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                                  | TPMT 2025-CES4 A1B                                                                                                                                     | CUSIP: 89170UAB6<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |    5130413 | PA      | $5114298.64    | 0.02%             | 2065-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-2                                                | OOMLT 2007-2 3A3                                                                                                                                       | CUSIP: 68401TAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4423462 | PA      | $2143025.28    | 0.01%             | 2037-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2024-12                                                             | AOMT 2024-12 A3                                                                                                                                        | CUSIP: 034932AC7<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-O            | CORP              | US        |    3029866 | PA      | $3042611.77    | 0.01%             | 2069-10-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                              | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  991130000 | PA      | $832820214.59  | 2.65%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO I LLC                                                                   | OR 2019-1A BR                                                                                                                                          | CUSIP: 69121XAC0<br>LEI: 254900UH3TN3NOFGWD32 | Long             | ABS-CBDO         | CORP              | US        |    1100000 | PA      | $1097109.53    | 0.00%             | 2036-02-20      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP LLC                                                          | ANGINC 6.144 06/13/32 144A                                                                                                                             | CUSIP: 02772AAA7<br>LEI: 549300RZTZ0HILNF3Y05 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2042841.54    | 0.01%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AZ4788                                                                                                                                              | CUSIP: 3138YWKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100920 | PA      | $97144.28      | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kennedy Wilson Inc                                                                   | KW 4.75 02/01/30                                                                                                                                       | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      81000 | PA      | $80477.16      | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 54M-R LTD                                                 | GOCAP 2021-54A BR                                                                                                                                      | CUSIP: 38181GAE5<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-CBDO         | CORP              | US        |   21000000 | PA      | $20937942.90   | 0.07%             | 2037-08-05      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                          | CAUTO 2020-1A A3                                                                                                                                       | CUSIP: 12510HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3352897 | PA      | $3131144.08    | 0.01%             | 2050-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BL7477                                                                                                                                              | CUSIP: 3140J0JX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1271427 | PA      | $943444.32     | 0.00%             | 2050-07-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                                      | SLAM 2021-1A A                                                                                                                                         | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13597500 | PA      | $12890234.20   | 0.04%             | 2046-06-15      | Fixed         | 2.43%                 | 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        |   65300000 | PA      | $65300000.00   | 0.21%             | 2033-12-31      | Floating      | 5.64%                 | No            |                  3 | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V6.066 01/19/35 144A                                                                                                                            | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    8750000 | PA      | $9035599.91    | 0.03%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Penn Mutual Life Insurance Co.                                                       | PMUL 3.8 04/29/61 144A                                                                                                                                 | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |   14970000 | PA      | $9896395.14    | 0.03%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                  | DAL 4.75 10/20/28 144A                                                                                                                                 | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    3483333 | PA      | $3478302.21    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                | RCL 6.25 03/15/32 144A                                                                                                                                 | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    4430000 | PA      | $4529160.10    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2021-CRE6 ISSUER LTD                                                        | LNCR 2021-CRE6 C                                                                                                                                       | CUSIP: 53948HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22825000 | PA      | $22674998.67   | 0.07%             | 2038-11-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                   | BX 2024-VLT4 B                                                                                                                                         | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17150000 | PA      | $17042812.50   | 0.05%             | 2041-06-17      | Floating      | 5.61%                 | 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        |   43260000 | PA      | $40775245.10   | 0.13%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                   | FFHCN 5.75 05/20/35                                                                                                                                    | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   17425000 | PA      | $17858201.36   | 0.06%             | 2035-05-20      | Fixed         | 5.75%                 | 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        |    7615200 | PA      | $7704078.73    | 0.02%             | 2043-08-22      | Fixed         | 7.11%                 | No            |                  3 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                        | SP 0 02/15/51                                                                                                                                          | CUSIP: 912803FV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  235000000 | PA      | $66834479.40   | 0.21%             | 2051-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 8 LLC                                                        | ARESDL 2025-4A A2                                                                                                                                      | CUSIP: 039933AC0<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | US        |    4400000 | PA      | $4409513.68    | 0.01%             | 2039-01-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                                                   | TERMINAL INVESTMENT LIMITED HOLDIN                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   33400000 | PA      | $33180056.11   | 0.11%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC35                                        | CGCMT 2015-GC35 XA                                                                                                                                     | CUSIP: 17324KAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6071911 | PA      | $60.72         | 0.00%             | 2048-11-13      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| Acrec 2026-FL4 LLC                                                                   | ACREC 2026-FL4 B                                                                                                                                       | CUSIP: 004970AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8500000 | PA      | $8472312.95    | 0.03%             | 2043-01-18      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-2                                                    | VERUS 2025-2 A1                                                                                                                                        | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-O            | CORP              | US        |    3857657 | PA      | $3861483.94    | 0.01%             | 2070-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| WEX                                                                                  | WEX Term Loan B (Incremental) 175 2032-02-24                                                                                                           | CUSIP: 96208UAX9<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   17325000 | PA      | $17151750.00   | 0.05%             | 2032-03-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FALCON 2019-1 AEROSPACE LTD                                                          | FLCON 2019-1 A                                                                                                                                         | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2415495 | PA      | $2405857.52    | 0.01%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LN TR 2024-2                                                           | COLT 2024-2 A3                                                                                                                                         | CUSIP: 12665LAC8<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-O            | CORP              | US        |    2678662 | PA      | $2691980.00    | 0.01%             | 2069-04-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XVI LLC                                                                 | OR 2024-16A B                                                                                                                                          | CUSIP: 69120YAC9<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-CBDO         | CORP              | US        |    9550000 | PA      | $9520143.84    | 0.03%             | 2036-04-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 5.375 03/12/29 5Y                                                                                                                               | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    9800000 | PA      | $9942746.02    | 0.03%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                            | SUN 7.25 05/01/32 144A                                                                                                                                 | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   17125000 | PA      | $17718706.63   | 0.06%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRSP 2026-FL3 Ltd / BRSP 2026-FL3 LLC                                                | BRSP 2026-FL3 B                                                                                                                                        | CUSIP: 116686AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14300000 | PA      | $14238274.05   | 0.05%             | 2043-08-19      | Floating      | 5.63%                 | 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        |    4850625 | PA      | $4841554.33    | 0.02%             | 2032-07-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5.25 03/14/35                                                                                                                                    | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     537000 | PA      | $545578.70     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX TRUST2024-NQM5                                                                   | OBX 2024-NQM5 A3                                                                                                                                       | CUSIP: 67448NAC2<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-O            | CORP              | US        |   11267395 | PA      | $11327088.55   | 0.04%             | 2064-01-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                 | FIGRE 2024-HE3 B                                                                                                                                       | CUSIP: 31684GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3456974 | PA      | $3503115.96    | 0.01%             | 2054-07-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| TransMontaigne                                                                       | TransMontaigne Term Loan B 250 2028-11-01                                                                                                              | CUSIP: 89376WAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20225000 | PA      | $20179493.75   | 0.06%             | 2028-11-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BL6077                                                                                                                                              | CUSIP: 3140HXXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5576259 | PA      | $4372302.51    | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                     | ANGINC 4.625 12/15/28 144A                                                                                                                             | CUSIP: 02771D2D5<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3542588.00    | 0.01%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                              | VENLNG 9.5 02/01/29 144A                                                                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   29800000 | PA      | $32222573.12   | 0.10%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AASET MT-1 LTD                                                                       | AASET 2025-3A A                                                                                                                                        | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   15885152 | PA      | $15666453.27   | 0.05%             | 2050-02-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.708 03/12/32                                                                                                                                     | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12350000 | PA      | $12266846.46   | 0.04%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.8 09/26/32                                                                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11075000 | PA      | $10547253.10   | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                      | TDG 6.625 03/01/32 144A                                                                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2336000 | PA      | $2382416.32    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1                                           | STAR 2020-1 A2                                                                                                                                         | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4966304 | PA      | $4780228.01    | 0.02%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization T                                                       | Station Place Securitization Trust Series 2025-SP1                                                                                                     | CUSIP: 85772TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50725000 | PA      | $50725000.00   | 0.16%             | 2026-07-02      | Floating      | 4.97%                 | No            |                  3 | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC                                                     | DPABS 2017-1A A23                                                                                                                                      | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7802000 | PA      | $7748372.17    | 0.02%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES4                                                        | RCKT 2024-CES4 A1B                                                                                                                                     | CUSIP: 74939FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4003130 | PA      | $4032421.47    | 0.01%             | 2044-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CMFT NET LEASE MASTER ISSUER LLC                                                     | CIMNL 2021-1 A4                                                                                                                                        | CUSIP: 12575AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5050000 | PA      | $4333100.49    | 0.01%             | 2051-07-20      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                     | DB V3.547 09/18/31                                                                                                                                     | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3393842.80    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                                     | MODENA BUYER LLC                                                                                                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |   24429154 | PA      | $21857252.70   | 0.07%             | 2031-07-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                                        | ARESDL 2025-2A B                                                                                                                                       | CUSIP: 039960AE9<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |    4300000 | PA      | $4286339.33    | 0.01%             | 2037-10-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| AITX FINCO LLC                                                                       | AITX FINCO LLC                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22600000 | PA      | $22511732.36   | 0.07%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  3 | 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        |   15313778 | PA      | $14318382.77   | 0.05%             | 2028-01-18      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF1 LLC                                                                   | PRPM 2023-RCF1 A1                                                                                                                                      | CUSIP: 69381AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2820719 | PA      | $2790634.96    | 0.01%             | 2053-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                 | RKT 2.875 10/15/26 144A                                                                                                                                | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   17717000 | PA      | $17525346.35   | 0.06%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                     | INTMAT 6.5 08/01/29 144A                                                                                                                               | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   38518000 | PA      | $37452522.79   | 0.12%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                       | CBAAU V3.61 09/12/34 144A                                                                                                                              | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    3550000 | PA      | $3409542.48    | 0.01%             | 2034-09-12      | Fixed         | 3.61%                 | 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        |     -13358 | NC      | $-2337650.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI 3.625 09/01/30 144A                                                                                                                               | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   11844000 | PA      | $11194925.47   | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM6 TRUST                                                                  | OBX 2024-NQM6 A1                                                                                                                                       | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-O            | CORP              | US        |    7627367 | PA      | $7698318.25    | 0.02%             | 2064-02-25      | Variable      | 6.45%                 | 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        |   51400000 | PA      | $51400000.00   | 0.16%             | 2030-12-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V4.844 11/06/33 144A                                                                                                                               | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3520000 | PA      | $3462239.82    | 0.01%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BONDS 2024-FL13 LLC                                                                  | BDS 2024-FL13 AS                                                                                                                                       | CUSIP: 05555MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4004533.60    | 0.01%             | 2039-09-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                             | ICLR 5.849 05/08/29                                                                                                                                    | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    5050000 | PA      | $5149057.57    | 0.02%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES V6.1 08/15/56 A                                                                                                                                     | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   12625000 | PA      | $12468935.18   | 0.04%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                                      | SLAM 2021-1A B                                                                                                                                         | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1050000 | PA      | $1002043.56    | 0.00%             | 2046-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                 | SFD 3 10/15/30 144A                                                                                                                                    | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   14033000 | PA      | $12827907.99   | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | 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        |   11089551 | PA      | $11068813.63   | 0.04%             | 2032-09-09      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ArcLight GCX                                                                         | ArcLight GCX Term Loan B 225 2032-12-06                                                                                                                | CUSIP: 00162DAE5<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |    5400000 | PA      | $5394924.00    | 0.02%             | 2032-12-20      | Floating      | 5.92%                 | 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        |   29900000 | PA      | $29740463.16   | 0.09%             | 2055-05-15      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35                                       | WFCM 2016-C35 XA                                                                                                                                       | CUSIP: 95000FAW6<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-O            | CORP              | US        |   15575342 | PA      | $27052.81      | 0.00%             | 2048-07-17      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| CENTRAL WASHINGTON UNIVERSITY (WA)                                                   | WA CWUHGR 6.95 05/01/2040                                                                                                                              | CUSIP: 155839DL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1750000 | PA      | $1904817.95    | 0.01%             | 2040-05-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VENTURE III CDO LTD                                                                  | VENTR 2013-13A SUB                                                                                                                                     | CUSIP: 92329PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3700000 | PA      | $370.00        | 0.00%             | 2029-09-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/64                                                                                                                                        | CUSIP: 88059GBG3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1020000 | PA      | $122961.00     | 0.00%             | 2064-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                           | VMED 4 01/31/29 144A                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $185710.81     | 0.00%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                   | PRPM 2024-RPL2 A1                                                                                                                                      | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19423912 | PA      | $18940928.80   | 0.06%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                         | RCL 5.25 02/27/38                                                                                                                                      | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   18050000 | PA      | $17171237.37   | 0.05%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM2 TRUST                                                                 | GCAT 2023-NQM2 A2                                                                                                                                      | CUSIP: 36169DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1877252 | PA      | $1870752.15    | 0.01%             | 2067-11-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                      | SIDC 2023-2A A2                                                                                                                                        | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6013708.20    | 0.02%             | 2048-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                      | PSX V6.2 03/15/56 B                                                                                                                                    | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4181130.66    | 0.01%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Acore 2026-FL1 Issuer LLC                                                            | ACORE 2026-FL1 B                                                                                                                                       | CUSIP: 00485EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8550000 | PA      | $8532587.07    | 0.03%             | 2043-08-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Corp 2007-Wmc1 Trust                                            | ABFC 2007-WMC1 A1A                                                                                                                                     | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12861547 | PA      | $9249487.27    | 0.03%             | 2037-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                 | FIGRE 2025-HE6 C                                                                                                                                       | CUSIP: 31684NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2393667 | PA      | $2364404.59    | 0.01%             | 2055-09-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Polaris Inc.                                                                         | PII 6.95 03/15/29                                                                                                                                      | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13614832.40   | 0.04%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V4 PERP H                                                                                                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   73673000 | PA      | $68150264.16   | 0.22%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Hanover Insurance Group, Inc.                                                    | THG 5.5 09/01/35                                                                                                                                       | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   16175000 | PA      | $16034774.40   | 0.05%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOMES TR 2024-AFC2                                                                   | HOMES 2024-AFC2 A3                                                                                                                                     | CUSIP: 437920AE1<br>LEI: 254900GDF2MBHUV58Z95 | Long             | ABS-O            | CORP              | US        |    4081403 | PA      | $4097373.62    | 0.01%             | 2059-10-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2006-6                                           | AHMA 2006-6 A1A                                                                                                                                        | CUSIP: 008684AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1668486 | PA      | $1460174.97    | 0.00%             | 2046-12-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                            | SPRO 2025-1A A2                                                                                                                                        | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29925000 | PA      | $29593024.02   | 0.09%             | 2055-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.875 09/26/45                                                                                                                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $7203885.93    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                      | LYV 6.5 05/15/27 144A                                                                                                                                  | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    4635000 | PA      | $4640895.72    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | 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        |    8345000 | PA      | $8350324.94    | 0.03%             | 2039-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC                                                                    | SONIC 2021-1A A2I                                                                                                                                      | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9830770 | PA      | $9132444.21    | 0.03%             | 2051-08-20      | Fixed         | 2.19%                 | 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        |   10300000 | PA      | $11062076.40   | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | 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        |   12600000 | PA      | $12570863.76   | 0.04%             | 2043-01-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST 2025-1                                              | PFMT 2025-1 A3                                                                                                                                         | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25211619 | PA      | $25228107.84   | 0.08%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                   | BX 2024-VLT4 C                                                                                                                                         | CUSIP: 05612TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20650000 | PA      | $20488671.88   | 0.07%             | 2041-06-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                        | SP 0 05/15/51                                                                                                                                          | CUSIP: 912803FY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1576540000 | PA      | $443478762.86  | 1.41%             | 2051-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL2 ISSUER LTD                                                        | FSRIA 2021-FL2 A                                                                                                                                       | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1390648 | PA      | $1390026.53    | 0.00%             | 2038-05-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                                | WHISPI 5.95 09/30/34 144A                                                                                                                              | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   13450000 | PA      | $13780901.07   | 0.04%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OBX TRUST2024-NQM5                                                                   | OBX 2024-NQM5 A2                                                                                                                                       | CUSIP: 67448NAB4<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-O            | CORP              | US        |    5621206 | PA      | $5652154.61    | 0.02%             | 2064-01-25      | Variable      | 6.29%                 | 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        |   53450000 | PA      | $53287218.03   | 0.17%             | 2037-08-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 5.75 06/15/35                                                                                                                                     | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    6650000 | PA      | $6623683.76    | 0.02%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boston Gas Company                                                                   | NGGLN 5.843 01/10/35 144A                                                                                                                              | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    7450000 | PA      | $7795517.22    | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                   | BX 2024-AIR2 A                                                                                                                                         | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9591801 | PA      | $9600793.73    | 0.03%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V6.377 06/08/34                                                                                                                                    | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   21490000 | PA      | $22647496.96   | 0.07%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BM1984                                                                                                                                              | CUSIP: 3140J6F28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     198881 | PA      | $185226.39     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER HOLDING III BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   18752625 | PA      | $18694116.81   | 0.06%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FA1481                                                                                                                                              | CUSIP: 3140W1UF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   94344166 | PA      | $94985944.49   | 0.30%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 109623                                                                                                                                              | CUSIP: 313637VQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     307176 | PA      | $289982.07     | 0.00%             | 2048-09-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                          | BCECN V7 09/15/55                                                                                                                                      | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   34298000 | PA      | $35104654.66   | 0.11%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V6.125 PERP GG                                                                                                                                     | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   80900000 | PA      | $81204482.52   | 0.26%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LAKE SHORE MM CLO I LTD                                                              | THLLS 2019-1A BR                                                                                                                                       | CUSIP: 510800AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30400000 | PA      | $30247577.44   | 0.10%             | 2033-04-15      | Floating      | 5.93%                 | 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        |  222500301 | PA      | $3091431.35    | 0.01%             | 2071-02-25      | Variable      | 0.45%                 | 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        |   10280000 | PA      | $10154738.20   | 0.03%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.95 09/26/55                                                                                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   20150000 | PA      | $16951604.61   | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FN MA1525                                                                                                                                              | CUSIP: 31418AVT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157893 | PA      | $148529.54     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  217133000 | NC      | $1494964.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 4.5 03/15/28                                                                                                                                       | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3600927.07    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.75 08/15/55                                                                                                                                        | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2210000 | PA      | $2153714.06    | 0.01%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                | HP 5.5 12/01/34                                                                                                                                        | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1730188.33    | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | 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        |    5348479 | PA      | $1814708.89    | 0.01%             | 2036-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA9616                                                                                                                                              | CUSIP: 3133KRVH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     229308 | PA      | $226982.73     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC                                                                    | SONIC 2020-1A A2II                                                                                                                                     | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6878254 | PA      | $6596262.26    | 0.02%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM3 TRUST                                                                 | GCAT 2022-NQM3 A1                                                                                                                                      | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19845025 | PA      | $19777091.14   | 0.06%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                                           | TX TAREDU 3.42 09/01/2050                                                                                                                              | CUSIP: 87638QRJ0<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    2500000 | PA      | $1801543.00    | 0.01%             | 2050-09-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2007-HE3 A2B                                                                                                                                      | CUSIP: 617538AB9<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |    9701228 | PA      | $4843896.87    | 0.02%             | 2036-12-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 6 05/20/34                                                                                                                                        | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   20950000 | PA      | $21367989.16   | 0.07%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORT KNOX MILITARY HOUSING                                                           | FTKNOX F 02/15/52                                                                                                                                      | CUSIP: 347508AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1589355 | PA      | $1312671.76    | 0.00%             | 2052-02-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Capmark Military Housing Tr XXIII                                                    | CPMRK 2007-AETC A1                                                                                                                                     | CUSIP: 14069BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    6877869 | PA      | $6170550.47    | 0.02%             | 2052-02-10      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| CEAMER FINANCE IV LLC                                                                | CEAMER FINANCE IV LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23050000 | PA      | $22925390.78   | 0.07%             | 2040-12-15      | Floating      | 6.18%                 | No            |                  3 | On Loan: No      |
| STADCO LA LLC                                                                        | STADCO LA LLC                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31000000 | PA      | $21887007.49   | 0.07%             | 2056-05-15      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS6404                                                                                                                                              | CUSIP: 3138WGDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155430 | PA      | $145949.16     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                  | SIRI 5.875 04/15/32 144A                                                                                                                               | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   17650000 | PA      | $17532987.56   | 0.06%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM6 TRUST                                                                  | OBX 2024-NQM6 A3                                                                                                                                       | CUSIP: 67118XAC9<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-O            | CORP              | US        |    9984902 | PA      | $10077505.58   | 0.03%             | 2064-02-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                       | WSPCN 5.714 09/18/36 144A                                                                                                                              | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |   14325000 | PA      | $14196127.57   | 0.05%             | 2036-09-18      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING III LLC                                                                  | TIF 2024-1A A                                                                                                                                          | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28305000 | PA      | $28423068.65   | 0.09%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Copeland (Emerson Electrics climate control business)                                | EMRLD BORROWER LP                                                                                                                                      | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   18105384 | PA      | $18073699.08   | 0.06%             | 2030-05-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXII LP                                                       | CERB 2021-2A A                                                                                                                                         | CUSIP: 15674LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   54664915 | PA      | $54708647.24   | 0.17%             | 2033-04-22      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2006-HE5 A2C                                                                                                                                      | CUSIP: 61749NAD9<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |   11874827 | PA      | $5866081.39    | 0.02%             | 2036-08-25      | Floating      | 4.07%                 | 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        |     606628 | PA      | $606628.20     | 0.00%             | 2032-09-13      | Floating      | 8.48%                 | No            |                  3 | On Loan: No      |
| LIFT 2024-1 A                                                                        | LIFT 2024-1 A                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41276287 | PA      | $41903433.99   | 0.13%             | 2030-12-15      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ2414                                                                                                                                              | CUSIP: 3142GSVG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   89592197 | PA      | $91271545.82   | 0.29%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HOLDINGS 2 LLC                                                      | Authentic Brands Term Loan B (Incremental) 225 2032-02-04                                                                                              | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   19603241 | PA      | $19486797.36   | 0.06%             | 2032-02-13      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AGL CLO 42 LTD /LLC                                                                  | AGL 2025-42A B                                                                                                                                         | CUSIP: 00791YAE8<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4998229.00    | 0.02%             | 2038-07-22      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5                                   | JPMDB 2017-C5 XA                                                                                                                                       | CUSIP: 46590TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6826964 | PA      | $22793.87      | 0.00%             | 2050-03-17      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE1                                                                  | ACHM 2025-HE1 A                                                                                                                                        | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10007205 | PA      | $10126626.62   | 0.03%             | 2055-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Abs Capital I Inc. Trust 2007-HE6                                     | MSAC 2007-HE6 A1                                                                                                                                       | CUSIP: 61755CAA0<br>LEI: 5493005XH7EPFP4PGZ13 | Long             | ABS-O            | CORP              | US        |    1944082 | PA      | $1781067.87    | 0.01%             | 2037-05-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.75 08/15/34                                                                                                                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $3038563.43    | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -135871875 | NC      | $-135927.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KY STD HOUSING HS WILDCAT LLC                                                        | KY STD HOUSING HS WILDCAT LLC                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4893979 | PA      | $3565179.31    | 0.01%             | 2050-12-31      | Fixed         | 3.83%                 | No            |                  3 | On Loan: No      |
| Apollo Global Management Inc                                                         | APO 5.7 03/30/36                                                                                                                                       | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   37660000 | PA      | $37693434.17   | 0.12%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                     | BCULC 3.875 01/15/28 144A                                                                                                                              | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    2875000 | PA      | $2810252.13    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FNR 2013-124 PO                                                                                                                                        | CUSIP: 3136AHGP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    7731904 | PA      | $5840036.92    | 0.02%             | 2043-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.74 11/01/39                                                                                                                                     | CUSIP: 3133EK4T0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     144000 | PA      | $113018.11     | 0.00%             | 2039-11-01      | Fixed         | 2.74%                 | 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        |    3591000 | PA      | $3591000.00    | 0.01%             | 2032-09-24      | Floating      | 5.92%                 | 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        |    5000000 | PA      | $5247315.00    | 0.02%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OSTTRA                                                                               | ORION US FINCO                                                                                                                                         | CUSIP: 68631KAB5<br>LEI: 984500FF08A0VDFA6976 | Long             | LON              | CORP              | US        |    9850000 | PA      | $9741256.00    | 0.03%             | 2032-10-12      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC                                                                    | SONIC 2021-1A A2II                                                                                                                                     | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14045185 | PA      | $12002103.58   | 0.04%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| HLEND CLO 2026-5 LLC                                                                 | HLEND 2026-5A A2                                                                                                                                       | CUSIP: 403967AC6<br>LEI: 529900N6JRXPABMGOA33 | Long             | ABS-CBDO         | CORP              | US        |    7400000 | PA      | $7399978.54    | 0.02%             | 2039-04-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                       | GCAT 2024-NQM2 A1                                                                                                                                      | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2007402 | PA      | $2021080.47    | 0.01%             | 2059-06-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                | ATH 2.673 06/07/31 144A                                                                                                                                | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3296312.98    | 0.01%             | 2031-06-07      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                            | SR V6.25 06/01/56                                                                                                                                      | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   18475000 | PA      | $18268961.26   | 0.06%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                   | MTN 5.625 07/15/30 144A                                                                                                                                | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    6125000 | PA      | $6074330.94    | 0.02%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 4.9 08/15/44                                                                                                                                      | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    6518000 | PA      | $4051119.50    | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C5                                                | UBSCM 2017-C5 XA                                                                                                                                       | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29335152 | PA      | $323112.03     | 0.00%             | 2050-11-17      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC                                                                    | STWD 2025-FL4 AS                                                                                                                                       | CUSIP: 863922AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11150000 | PA      | $11094473.00   | 0.04%             | 2042-11-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| IXIS REAL ESTATE CAPITAL TRUST 2007-HE1                                              | IXIS 2007-HE1 A1                                                                                                                                       | CUSIP: 45073DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4493489 | PA      | $895723.11     | 0.00%             | 2037-05-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS7386                                                                                                                                              | CUSIP: 3138WHF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10698 | PA      | $10015.02      | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 1.99 07/30/40                                                                                                                                     | CUSIP: 3133ELZ98<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     300000 | PA      | $207733.20     | 0.00%             | 2040-07-30      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FINANCE AUTHORITY (CA)                                             | CA CASGEN 5.4 11/15/2031                                                                                                                               | CUSIP: 13057EKC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9978000 | PA      | $10185376.77   | 0.03%             | 2031-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                 | WSTOP 2024-1A A2                                                                                                                                       | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16860000 | PA      | $17122481.54   | 0.05%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CLAUDIUS FINANCE SARL                                                                | CLAUDIUS FINANCE SARL                                                                                                                                  | CUSIP: 000000000<br>LEI: 2221001BVBGKKRMMGO11 | Long             | LON              | CORP              | LU        |    4500000 | PA      | $5006613.75    | 0.02%             | 2028-07-03      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                               | GSMS 2019-GC42 XA                                                                                                                                      | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   63464329 | PA      | $1469916.37    | 0.00%             | 2052-09-12      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                         | FOCS 6.75 09/15/31 144A                                                                                                                                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $993146.43     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE III LLC                                                               | CEAMER FINANCE III LLC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25510067 | PA      | $25813621.98   | 0.08%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Flowserve Corporation                                                                | FLS 2.8 01/15/32                                                                                                                                       | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $18007295.22   | 0.06%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                    | SFRFP 6.5 04/15/32 144A                                                                                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   13567085 | PA      | $12854595.83   | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V5.389 05/28/31 144A                                                                                                                            | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   12200000 | PA      | $12364357.67   | 0.04%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-2                                                      | AOMT 2023-2 A1                                                                                                                                         | CUSIP: 03465GAA4<br>LEI: 254900IWOX9Q54UE4072 | Long             | ABS-O            | CORP              | US        |   11093329 | PA      | $11087921.38   | 0.04%             | 2067-10-25      | Variable      | 4.65%                 | 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        |   13652802 | PA      | $12964427.79   | 0.04%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 ISSUER LTD                                                             | TRTX 2025-FL6 AS                                                                                                                                       | CUSIP: 897764AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   26900000 | PA      | $26704119.58   | 0.09%             | 2042-09-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM2 TRUST                                                                 | GCAT 2025-NQM2 A3                                                                                                                                      | CUSIP: 36171HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16574074 | PA      | $16640659.98   | 0.05%             | 2070-04-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp Home Equity Loan Trust                                           | ACE 2006-NC1 M1                                                                                                                                        | CUSIP: 004421UU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10504175 | PA      | $10079872.28   | 0.03%             | 2035-12-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  217131000 | NC      | $1494951.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2025-64 BA                                                                                                                                         | CUSIP: 3136BWY91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   11937128 | PA      | $11907466.96   | 0.04%             | 2052-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2021-96 CZ                                                                                                                                         | CUSIP: 3136BKXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     266874 | PA      | $170163.88     | 0.00%             | 2052-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.753 04/06/33                                                                                                                                       | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1908000 | PA      | $1872414.43    | 0.01%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5554 A                                                                                                                                             | CUSIP: 3137HMA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   12942055 | PA      | $13027569.37   | 0.04%             | 2053-04-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG V6.645 04/25/35                                                                                                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     900000 | PA      | $964586.12     | 0.00%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES SERIES 2006-M3 INC                                    | Ameriquest Mortgage Securities Trust 2006-M3                                                                                                           | CUSIP: 03076MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25208177 | PA      | $7585420.24    | 0.02%             | 2036-10-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| QTS IRVING DC3 LLC                                                                   | QTS IRVING DC3 LLC                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7115333.08    | 0.02%             | 2029-07-09      | Fixed         | 5.96%                 | No            |                  3 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1                                       | AHM 2007-1 GIOP                                                                                                                                        | CUSIP: 026932AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  113946213 | PA      | $17490139.71   | 0.06%             | 2047-05-25      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                   | FFHCN 5.625 08/16/32                                                                                                                                   | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   13100000 | PA      | $13438918.62   | 0.04%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                                                   | AP GRANGE HOLDINGS                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  155100000 | PA      | $162855000.00  | 0.52%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2026-1                                          | CLAST 2026-1A A                                                                                                                                        | CUSIP: 148924AA1<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-O            | CORP              | US        |   48950000 | PA      | $48048815.82   | 0.15%             | 2051-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Mile Trust 2025-STNE                                                                 | MILE 2025-STNE A                                                                                                                                       | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24050000 | PA      | $23989875.00   | 0.08%             | 2042-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.59 12/30/41                                                                                                                                     | CUSIP: 3133ENJN1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     180000 | PA      | $132112.62     | 0.00%             | 2041-12-30      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                        | BGC 8 05/25/28                                                                                                                                         | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3288552.17    | 0.01%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DnB Bank ASA                                                                         | DNBNO F 11/05/30 144A                                                                                                                                  | CUSIP: 23341CAG8<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    3060000 | PA      | $3076341.07    | 0.01%             | 2030-11-05      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVA 4.625 09/15/60                                                                                                                                     | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   60988000 | PA      | $54253888.00   | 0.17%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVASP 0 01/15/48                                                                                                                                       | CUSIP: 88059EN59<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   38804000 | PA      | $12106033.12   | 0.04%             | 2048-01-15      | None          | 0.00%                 | No            |                  2 | 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        |   15296633 | PA      | $4934068.18    | 0.02%             | 2036-11-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 31(M)-R2                                                  | GOCAP 2016-31A BRR                                                                                                                                     | CUSIP: 38180JAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9500000 | PA      | $9471097.20    | 0.03%             | 2037-11-05      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/63                                                                                                                                        | CUSIP: 88059GBE8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1020000 | PA      | $129915.36     | 0.00%             | 2063-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BS3495                                                                                                                                              | CUSIP: 3140LD3D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     569538 | PA      | $453672.98     | 0.00%             | 2039-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                   | VICI 5.625 04/01/35                                                                                                                                    | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   28500000 | PA      | $28366996.20   | 0.09%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                                          | SCIL IV LLC                                                                                                                                            | CUSIP: 80881LAB5<br>LEI: 9845009F6D37C41A8572 | Long             | LON              | CORP              | GB        |    7425000 | PA      | $8509592.17    | 0.03%             | 2032-10-29      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Jgwpt Xxiv Llc                                                                       | HENDR 2011-2A A                                                                                                                                        | CUSIP: 46616QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1232112 | PA      | $1220734.85    | 0.00%             | 2056-09-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                              | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 1308799942 | PA      | $1148338713.27 | 3.66%             | 2056-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies                                                                | Minerals Technologies Term Loan B 200 2031-11-12                                                                                                       | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |     987500 | PA      | $988734.38     | 0.00%             | 2031-11-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE V6.5 08/15/55 .                                                                                                                                    | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     650000 | PA      | $670751.25     | 0.00%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CC0102                                                                                                                                              | CUSIP: 3140Y6DG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26045607 | PA      | $26475579.34   | 0.08%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $492450.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                              | ENIIM 5.95 05/15/54 144A                                                                                                                               | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    3480000 | PA      | $3462445.03    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | 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        |    7000000 | PA      | $7000238.00    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming                                                                    | Genesee & Wyoming Term Loan B 175 2031-04-01                                                                                                           | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   15010000 | PA      | $14927144.80   | 0.05%             | 2031-04-10      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA5854                                                                                                                                              | CUSIP: 31418FQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5466536 | PA      | $5572407.14    | 0.02%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVASP 0 04/01/56                                                                                                                                       | CUSIP: 88059FBP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   11415000 | PA      | $2210434.85    | 0.01%             | 2056-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FDG XLIV 2024-44                                                       | CERB 2023-5A B                                                                                                                                         | CUSIP: 15674DAC8<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |   24950000 | PA      | $24873208.89   | 0.08%             | 2036-01-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V2.871 04/19/32 144A                                                                                                                               | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    7200000 | PA      | $6528667.75    | 0.02%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                                                               | ALT-2 STRUCTURED TRUST                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34531798 | PA      | $32137649.25   | 0.10%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOLRR AIRCRAFT 2021-1 LTD                                                            | SOLRR 2021-1 A                                                                                                                                         | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   32091735 | PA      | $30477485.05   | 0.10%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                           | LIBMUT V4.125 12/15/51 144A                                                                                                                            | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3516862.57    | 0.01%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fort Benning Familyily Communitys Llc                                                | BENFAM 6.09 01/15/51 144A                                                                                                                              | CUSIP: 346845AG5<br>LEI: 254900O8GC3CHW0PH218 | Long             | DBT              | CORP              | US        |    1504998 | PA      | $1348156.79    | 0.00%             | 2051-01-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                     | CWALT 2007-OA4 A1                                                                                                                                      | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11292048 | PA      | $10357508.00   | 0.03%             | 2047-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| ARBYS FUNDING LLC                                                                    | ARBYS 2020-1A A2                                                                                                                                       | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   92924685 | PA      | $90657759.43   | 0.29%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                | AAL 3 10/15/28                                                                                                                                         | CUSIP: 023771R91<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3060578 | PA      | $2965659.48    | 0.01%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V6.5 PERP OO                                                                                                                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20220000 | PA      | $20748449.70   | 0.07%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                                                               | Colonial Enterprises Term Loan B 175 2032-06-03                                                                                                        | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   37891250 | PA      | $37731348.93   | 0.12%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                      | UHS 5.05 10/15/34                                                                                                                                      | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   13850000 | PA      | $13223240.27   | 0.04%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp Mortgage Pass-Through Certificates Series 2006-1           | IMSA 2005-2 A1W                                                                                                                                        | CUSIP: 45254TTF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3092359 | PA      | $2993076.52    | 0.01%             | 2036-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics, L.P.                                                               | NSUS 5.625 04/28/27                                                                                                                                    | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1883457.32    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ10                                        | GSMBS 2021-PJ10 A6                                                                                                                                     | CUSIP: 36262PAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46934258 | PA      | $43671932.45   | 0.14%             | 2052-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM16 TRUST                                                                 | OBX 2025-NQM16 A3                                                                                                                                      | CUSIP: 67122DAG8<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-O            | CORP              | US        |    5502313 | PA      | $5469866.25    | 0.02%             | 2065-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-4                                                      | AOMT 2024-4 A2                                                                                                                                         | CUSIP: 034943AB6<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-O            | CORP              | US        |    3021438 | PA      | $3041578.54    | 0.01%             | 2069-01-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                         | CROSS 2025-H1 A3                                                                                                                                       | CUSIP: 22758NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9726612 | PA      | $9764177.43    | 0.03%             | 2070-02-25      | Variable      | 5.99%                 | 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        |      47000 | NS      | $48259910.91   | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| UBS AG Stamford Branch                                                               | UBS V4.632 02/16/32                                                                                                                                    | CUSIP: 90261AAH5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $16443218.55   | 0.05%             | 2032-02-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LUXCO3                                                                               | LUXCO3                                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      90960 | NS      | $1513763.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2024-NQM3 TRUST                                                                  | OBX 2024-NQM3 A1                                                                                                                                       | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-O            | CORP              | US        |    3876301 | PA      | $3895719.58    | 0.01%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR 2025-1 AVIATION LTD                                                        | NAVTR 2025-1 A                                                                                                                                         | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |   20472096 | PA      | $20058299.37   | 0.06%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BLUE CROSS AND BLUE SHIELD OF FLOR                                                   | BLUE CROSS AND BLUE SHIELD OF FLOR                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4578348.40    | 0.01%             | 2035-09-30      | Fixed         | 5.44%                 | No            |                  3 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                  | HWIRE 2023-1A C                                                                                                                                        | CUSIP: 44148HAE3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   31200000 | PA      | $31760654.64   | 0.10%             | 2053-05-20      | Fixed         | 8.84%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2024-Fl9 Issuer LLC                                                        | FSRIA 2024-FL9 B                                                                                                                                       | CUSIP: 30338WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10850000 | PA      | $10796938.08   | 0.03%             | 2039-10-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXIV LLC                                                                | OR 2026-24A B                                                                                                                                          | CUSIP: 69122KAC7<br>LEI: 254900KMIN8B894DGS50 | Long             | ABS-CBDO         | CORP              | US        |   80400000 | PA      | $80123504.40   | 0.26%             | 2038-01-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT V6.7 PERP I                                                                                                                                        | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2687589.79    | 0.01%             | N/A             | Fixed         | 6.70%                 | 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        |   10570675 | PA      | $13684265.42   | 0.04%             | 2031-04-30      | Floating      | 8.97%                 | No            |                  3 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                                        | NRZT 2025-NQM3 A2                                                                                                                                      | CUSIP: 64832CAD5<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-O            | CORP              | US        |    7177156 | PA      | $7195108.45    | 0.02%             | 2065-05-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                              | CDEL 5.529 01/30/37 144A                                                                                                                               | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    2200000 | PA      | $2159454.00    | 0.01%             | 2037-01-30      | Fixed         | 5.53%                 | 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        |   20653303 | PA      | $20653303.28   | 0.07%             | 2031-03-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust III                                                       | PRU 5.791 02/15/33                                                                                                                                     | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7786549.73    | 0.02%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3                        | SCRT 2020-3 MT                                                                                                                                         | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    7499917 | PA      | $6047826.84    | 0.02%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 4.875 11/15/30                                                                                                                                     | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $11759938.34   | 0.04%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V4.916 01/15/34 144A                                                                                                                               | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   25000000 | PA      | $24445522.00   | 0.08%             | 2034-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NOTE ASSET TRUST SERIES 2007-A1                            | MANA 2007-A1 A2B                                                                                                                                       | CUSIP: 59023MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6740804 | PA      | $1996946.92    | 0.01%             | 2037-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| CLARION LION PROPERTIES FUND HOLDI                                                   | CLARION LION PROPERTIES FUND HOLDI                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7744568.27    | 0.02%             | 2035-12-01      | Fixed         | 5.53%                 | No            |                  3 | On Loan: No      |
| Zayo Group Holdings Inc                                                              | ZAYO L 03/11/30 1                                                                                                                                      | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    1058980 | PA      | $1038160.26    | 0.00%             | 2030-03-11      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                     | DTMINC 5.8 12/15/34 144A                                                                                                                               | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29400000 | PA      | $30184915.32   | 0.10%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | PAA 5.6 01/15/36                                                                                                                                       | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5292093.74    | 0.02%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TENET EQUITY FUNDING SPE I , III LLC                                                 | TENET 2024-1A A1                                                                                                                                       | CUSIP: 88035KAA7<br>LEI: 254900PL130UZ4FW1R84 | Long             | ABS-O            | CORP              | US        |   10015451 | PA      | $10000392.84   | 0.03%             | 2054-10-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                  | HNDLIN 6.375 08/15/33 144A                                                                                                                             | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   15675000 | PA      | $15375493.07   | 0.05%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                                             | SNDPT 2019-3A B1R                                                                                                                                      | CUSIP: 83614NAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5150000 | PA      | $5135577.43    | 0.02%             | 2034-10-25      | Floating      | 5.63%                 | 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        |   57700000 | PA      | $54690597.13   | 0.17%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| WSP Global Inc                                                                       | WSPCN 5.039 09/18/31 144A                                                                                                                              | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |   18850000 | PA      | $18686674.18   | 0.06%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC & MIWD Finance Corp.                                              | MIWIDO 5.5 02/01/30 144A                                                                                                                               | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |     250000 | PA      | $215931.80     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE DIRECT LENDING CLO 2015-1R LLC                                               | CDLC 2015-1A A11A                                                                                                                                      | CUSIP: 14310QAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28850000 | PA      | $28856684.55   | 0.09%             | 2036-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                     | DTMINC 4.3 04/15/32 144A                                                                                                                               | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3100526.52    | 0.01%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SLAM 2024-1 LTD                                                                      | SLAM 2024-1A A                                                                                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   31786805 | PA      | $31664963.40   | 0.10%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Waystar (Navicure)                                                                   | Waystar (Navicure) Term Loan B 200 2029-10-01                                                                                                          | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    1004594 | PA      | $1000826.42    | 0.00%             | 2029-10-22      | Floating      | 5.65%                 | No            |                  3 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                   | SUBWAY 2024-1A A23                                                                                                                                     | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28193125 | PA      | $28223373.40   | 0.09%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DaVinciRe Holdings Ltd                                                               | DVREIN 5.95 04/15/35 144A                                                                                                                              | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    4400000 | PA      | $4376598.03    | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JCP DIRECT LENDING CLO 2023-1 LTD                                                    | JCPDL 2023-1A A1R                                                                                                                                      | CUSIP: 46656TAS5<br>LEI: 254900B78BA7J8JB6X59 | Long             | ABS-CBDO         | CORP              | JE        |   32011250 | PA      | $32013724.47   | 0.10%             | 2037-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO VIII LTD                                                                | OR 2022-8A A2R                                                                                                                                         | CUSIP: 69121CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6500000 | PA      | $6501227.85    | 0.02%             | 2037-04-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk6                                                                       | BANK 2017-BNK6 XA                                                                                                                                      | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31546933 | PA      | $199875.06     | 0.00%             | 2060-07-16      | Variable      | 0.75%                 | 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        |    4919116 | NS      | $4919115.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN V7.125 04/15/55                                                                                                                                  | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    5650000 | PA      | $5781577.26    | 0.02%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | TII 1.875 07/15/35                                                                                                                                     | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  524045522 | PA      | $521469691.47  | 1.66%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                  | FSK 2.625 01/15/27                                                                                                                                     | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    9614000 | PA      | $9330240.38    | 0.03%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-7                                                    | VERUS 2025-7 A2                                                                                                                                        | CUSIP: 924931AF5<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-O            | CORP              | US        |   10950361 | PA      | $10932679.80   | 0.03%             | 2070-08-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization T                                                       | Station Place Securitization Trust Series 2025-SP2                                                                                                     | CUSIP: 857936AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31800000 | PA      | $31800000.00   | 0.10%             | 2026-09-25      | Floating      | 4.83%                 | No            |                  3 | On Loan: No      |
| FIGRE TRUST 2026-HE2                                                                 | FIGRE 2026-HE2 A                                                                                                                                       | CUSIP: 31684VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13700000 | PA      | $13587032.54   | 0.04%             | 2056-01-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 5.675 01/15/35                                                                                                                                    | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9400000 | PA      | $9480972.07    | 0.03%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   56463000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/65                                                                                                                                        | CUSIP: 88059GBJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1020000 | PA      | $115933.20     | 0.00%             | 2065-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLAUDIUS FINANCE SARL                                                                | CLAUDIUS FINANCE SARL                                                                                                                                  | CUSIP: 000000000<br>LEI: 2221001BVBGKKRMMGO11 | Long             | LON              | CORP              | LU        |    3150000 | PA      | $3500443.10    | 0.01%             | 2028-07-03      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXV LTD                                                         | MDPK 2025-65A C                                                                                                                                        | CUSIP: 55823FAC9<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |    7200000 | PA      | $7200943.20    | 0.02%             | 2038-07-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V A-2 B                                                           | BLUE OWL GP STAKES V A-2 B                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14303550 | PA      | $14697066.38   | 0.05%             | 2043-08-22      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V3.337 01/21/33 144A                                                                                                                            | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   21150000 | PA      | $19091055.33   | 0.06%             | 2033-01-21      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RQ0095                                                                                                                                              | CUSIP: 3142J6C92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  255455462 | PA      | $256770360.20  | 0.82%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trustage Financial Group Inc                                                         | CUNAMU 4.625 04/15/32 144A                                                                                                                             | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |   26450000 | PA      | $25283096.09   | 0.08%             | 2032-04-15      | Fixed         | 4.62%                 | 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        |    1523367 | PA      | $1509195.22    | 0.00%             | 2032-05-02      | None          | 0.00%                 | 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        |     -18698 | NC      | $-1519212.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd.                                                                 | MQGAU V2.691 06/23/32 144A                                                                                                                             | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    3164000 | PA      | $2839239.98    | 0.01%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  321327000 | NC      | $1192722.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                              | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 1810240570 | PA      | $1781378691.73 | 5.67%             | 2056-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2007-QO4 TRUST                                                           | RALI 2007-QO4 A1A                                                                                                                                      | CUSIP: 74923LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3350812 | PA      | $3157925.04    | 0.01%             | 2047-05-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                        | OMF 7.125 11/15/31                                                                                                                                     | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1114646.29    | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/60                                                                                                                                        | CUSIP: 88059E7T5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1612000 | PA      | $242975.15     | 0.00%             | 2060-09-15      | None          | 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        |   46737802 | PA      | $46135211.77   | 0.15%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC                                                                      | Blue Ribbon Llc                                                                                                                                        | CUSIP: 69382EAB8<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |    4700056 | PA      | $4418052.18    | 0.01%             | 2028-05-08      | Floating      | 5.82%                 | No            |                  3 | On Loan: No      |
| EVERCORE INC                                                                         | EVERCORE INC                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4974103.40    | 0.02%             | 2030-07-24      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| Golub Capital Partners CLO 83 M                                                      | GOCAP 2025-83A A2                                                                                                                                      | CUSIP: 38182EAC3<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12024672.00   | 0.04%             | 2038-11-09      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/55                                                                                                                                        | CUSIP: 88059E7H1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1612000 | PA      | $322516.06     | 0.00%             | 2055-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C29                                       | WFCM 2017-C42 XA                                                                                                                                       | CUSIP: 95001GAG8<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-O            | CORP              | US        |   28142761 | PA      | $327328.45     | 0.00%             | 2050-12-16      | Variable      | 0.82%                 | 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        |     -12386 | NC      | $-328229.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp.                                                                            | AES 3.95 07/15/30 144A                                                                                                                                 | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   17898000 | PA      | $17111380.93   | 0.05%             | 2030-07-15      | Fixed         | 3.95%                 | 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        |   13914000 | PA      | $9909550.80    | 0.03%             | 2038-03-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                              | BKH 5.95 03/15/28                                                                                                                                      | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51259.89      | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                        | OMF 7.5 05/15/31                                                                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8294055.00    | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-4                                                      | AOMT 2024-4 A3                                                                                                                                         | CUSIP: 034943AC4<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-O            | CORP              | US        |    6133518 | PA      | $6174110.66    | 0.02%             | 2069-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                            | CWALT 2006-43CB 1A1                                                                                                                                    | CUSIP: 02149FAA2<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |    5661062 | PA      | $2854143.34    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP3                                  | JPMCC 2016-JP3 XA                                                                                                                                      | CUSIP: 46590RAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46345676 | PA      | $22403.50      | 0.00%             | 2049-08-17      | Variable      | 1.31%                 | 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        |   10550000 | PA      | $10322424.90   | 0.03%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                               | BX 2024-AIRC B                                                                                                                                         | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9886663 | PA      | $9895931.98    | 0.03%             | 2041-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Industrial DPR Funding Ltd.                                                          | BIND 2016-1A 3                                                                                                                                         | CUSIP: 45605PAM0<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-CBDO         | CORP              | KY        |     169333 | PA      | $169190.10     | 0.00%             | 2026-04-15      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                                  | KNTK 6.625 12/15/28 144A                                                                                                                               | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    9007000 | PA      | $9159425.46    | 0.03%             | 2028-12-15      | Fixed         | 6.62%                 | 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        |     433860 | PA      | $389381.57     | 0.00%             | 2037-07-25      | Floating      | 4.27%                 | 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        |    9300000 | PA      | $9220514.57    | 0.03%             | 2032-10-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/57                                                                                                                                        | CUSIP: 88059E7M0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1612000 | PA      | $287371.24     | 0.00%             | 2057-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wilton Re Limited                                                                    | WILTON V6 PERP 144A                                                                                                                                    | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |   80224000 | PA      | $76961086.15   | 0.25%             | N/A             | Fixed         | 6.00%                 | 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        |    4038296 | PA      | $4010184.66    | 0.01%             | 2031-02-13      | Floating      | 9.17%                 | No            |                  3 | On Loan: No      |
| SERVICEMASTER FUNDING LLC                                                            | SERV 2020-1 A2I                                                                                                                                        | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9192007 | PA      | $8739028.55    | 0.03%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.65 PERP KK                                                                                                                                      | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   37412000 | PA      | $37240387.41   | 0.12%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TRUST                                                   | TCN 2024-SFR2 C                                                                                                                                        | CUSIP: 89616VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9215000 | PA      | $9222679.78    | 0.03%             | 2040-06-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.625 08/31/30                                                                                                                                       | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10024000 | PA      | $9901049.43    | 0.03%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                       | OOMLT 2007-5 1A1                                                                                                                                       | CUSIP: 68403HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5947070 | PA      | $3588781.10    | 0.01%             | 2037-05-26      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                     | NTT 4.876 07/16/30 144A                                                                                                                                | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $4025287.00    | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FNR 2022-3 ZW                                                                                                                                          | CUSIP: 3136BLFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     391258 | PA      | $237973.98     | 0.00%             | 2052-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OBX TR 2025-NQM3                                                                     | OBX 2025-NQM3 A2                                                                                                                                       | CUSIP: 67448YAD6<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |    6357199 | PA      | $6387780.10    | 0.02%             | 2064-12-01      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 03/15/59                                                                                                                                        | CUSIP: 88059E7Q1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1612000 | PA      | $263837.65     | 0.00%             | 2059-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co. (Delaware)                                                     | AQNCN 5.869 01/31/34 144A                                                                                                                              | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6675696.79    | 0.02%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RQ0064                                                                                                                                              | CUSIP: 3142J6CA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  160862622 | PA      | $161706991.30  | 0.51%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.7 02/04/51                                                                                                                                        | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   25038000 | PA      | $17235014.46   | 0.05%             | 2051-02-04      | Fixed         | 3.70%                 | 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        |   26507166 | PA      | $25564422.68   | 0.08%             | 2041-11-16      | Fixed         | 2.95%                 | 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        |   22415000 | PA      | $25269565.47   | 0.08%             | 2029-04-04      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-1                                                    | VERUS 2025-1 A3                                                                                                                                        | CUSIP: 92540TAC4<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-O            | CORP              | US        |   10027496 | PA      | $10072156.18   | 0.03%             | 2070-01-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5348151.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2024-NQM13 TRUST                                                                 | OBX 2024-NQM13 A2                                                                                                                                      | CUSIP: 67119PAB7<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-O            | CORP              | US        |    3457566 | PA      | $3453801.82    | 0.01%             | 2064-06-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XLVIII LLC                                                     | CERB 2024-4A AN                                                                                                                                        | CUSIP: 15675JAA8<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |   20150000 | PA      | $20150016.12   | 0.06%             | 2036-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-RRTL1                                   | GRADE 2025-RRTL1 A1                                                                                                                                    | CUSIP: 79582NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41589000 | PA      | $41398314.44   | 0.13%             | 2040-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN V6.875 07/31/56                                                                                                                                  | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   24615000 | PA      | $24709447.76   | 0.08%             | 2056-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM8                                                                  | OBX 2024-NQM8 A1                                                                                                                                       | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-O            | CORP              | US        |    5396421 | PA      | $5441520.43    | 0.02%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                               | Alaska Air Term Loan B 175 2031-10-01                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   11257500 | PA      | $11182412.48   | 0.04%             | 2031-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Cobank ACB                                                                           | COBKAC V4.25 PERP J                                                                                                                                    | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    3300000 | PA      | $3235399.86    | 0.01%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOYCE PARK CLO LTD                                                                   | BOYCE 2022-1A B1                                                                                                                                       | CUSIP: 103228AE2<br>LEI: 54930028S3PFXX4SMQ72 | Long             | ABS-CBDO         | CORP              | KY        |    8800000 | PA      | $8796754.56    | 0.03%             | 2035-04-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-15YR                                                                                                                                              | CUSIP: 01F042459<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  381558521 | PA      | $378482285.55  | 1.20%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Janus Henderson US Holdings Inc.                                                     | JHG 5.45 09/10/34                                                                                                                                      | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3449693.76    | 0.01%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                       | WBD 5.141 03/15/52 *                                                                                                                                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    3819000 | PA      | $2320042.50    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Atlas Mara Limited                                                                   | ATMALN 8 12/31/20 ATMa                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800R42RHUZR883M76 | Long             | DBT              | CORP              | VG        |     542348 | PA      | $0.54          | 0.00%             | 2020-12-31      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| HILLSBOROUGH SCHOOL DISTRICT (CA)                                                    | CA HLBSCD 0 09/01/2037                                                                                                                                 | CUSIP: 432272GD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $558513.70     | 0.00%             | 2037-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                               | CITSEC 5.5 06/18/30                                                                                                                                    | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    6825000 | PA      | $6933693.72    | 0.02%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GMAC Commercial Military Housing Trust XXI                                           | GMACN 2005-BLIS A2                                                                                                                                     | CUSIP: 36186XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2034500.73    | 0.01%             | 2050-07-10      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| CSMC 2020-West                                                                       | CSMC 2021-RPL4 A1                                                                                                                                      | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   48652221 | PA      | $48481184.26   | 0.15%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V7.003 10/19/34 144A                                                                                                                            | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10928818.60   | 0.03%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 TRUST                                                                 | OBX 2025-NQM13 A3                                                                                                                                      | CUSIP: 67121UAC0<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-O            | CORP              | US        |   18885569 | PA      | $18944204.63   | 0.06%             | 2065-05-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Novelis                                                                              | Novelis Term Loan B 200 2032-02-09                                                                                                                     | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |    8316000 | PA      | $8312507.28    | 0.03%             | 2032-03-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD8213                                                                                                                                              | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  199559299 | PA      | $175678971.41  | 0.56%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                           | ANZ V2.57 11/25/35 144A                                                                                                                                | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1600000 | PA      | $1430032.86    | 0.00%             | 2035-11-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                                             | TRN 7.75 07/15/28 144A                                                                                                                                 | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |   13225000 | PA      | $13556074.65   | 0.04%             | 2028-07-15      | Fixed         | 7.75%                 | 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        |   65200000 | PA      | $63735445.00   | 0.20%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | FIGRE 2024-HE5 B                                                                                                                                       | CUSIP: 31684FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6327563 | PA      | $6353802.93    | 0.02%             | 2054-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2023-8A A                                                                                                                                        | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $11406222.30   | 0.04%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Sherwood Financing PLC                                                               | ARWLN F 12/15/29 REGS                                                                                                                                  | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |   18750000 | PA      | $21015601.07   | 0.07%             | 2029-12-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15995.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust 2004-8                                                        | GSAA 2007-3 1A2                                                                                                                                        | CUSIP: 3622EAAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10058490 | PA      | $2565985.08    | 0.01%             | 2047-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XL LLC                                                         | CERB 2023-1A A                                                                                                                                         | CUSIP: 15675AAA7<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |   64859750 | PA      | $64999879.49   | 0.21%             | 2035-03-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BL7595                                                                                                                                              | CUSIP: 3140J0NM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1660236 | PA      | $1263728.03    | 0.00%             | 2050-07-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| FOREST CITY REALTY TRUST INC                                                         | MWFAM 5.581 01/01/51                                                                                                                                   | CUSIP: 598329AD2<br>LEI: 549300Z8P6NKPATIC384 | Long             | DBT              | CORP              | US        |    1043746 | PA      | $871392.55     | 0.00%             | 2051-01-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO. INC                                                          | DYNASTY ACQUISITION CO INC                                                                                                                             | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    5673034 | PA      | $5670481.02    | 0.02%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| KREF 2021-Fl2 Ltd.                                                                   | KREF 2021-FL2 C                                                                                                                                        | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   16600000 | PA      | $16504981.60   | 0.05%             | 2039-02-17      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Acore 2026-FL1 Issuer LLC                                                            | ACORE 2026-FL1 AS                                                                                                                                      | CUSIP: 00485EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5300000 | PA      | $5291470.71    | 0.02%             | 2043-08-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -217395000 | NC      | $-198238.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                            | KSA 5.625 01/13/35 144A                                                                                                                                | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   13900000 | PA      | $14376627.94   | 0.05%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COLT 2025-3 MORTGAGE LOAN TRUST                                                      | COLT 2025-3 A1                                                                                                                                         | CUSIP: 12674LAA1<br>LEI: 2138001CIB6QBPMZRF93 | Long             | ABS-O            | CORP              | US        |    3509236 | PA      | $3513968.88    | 0.01%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CMFT NET LEASE MASTER ISSUER LLC                                                     | CIMNL 2021-1 A5                                                                                                                                        | CUSIP: 12575AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10050000 | PA      | $9307707.00    | 0.03%             | 2051-07-20      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08715                                                                                                                                              | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     397791 | PA      | $359384.70     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 50 LLC                                                         | CERB 2025-1A B                                                                                                                                         | CUSIP: 15673UAC1<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |   11800000 | PA      | $11768038.52   | 0.04%             | 2037-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc                                                                    | CG 5.05 09/19/35                                                                                                                                       | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |   33700000 | PA      | $32515220.56   | 0.10%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                               | CMS V6.5 06/01/55                                                                                                                                      | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   22615000 | PA      | $23022861.53   | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First American Financial Corporation                                                 | FAF 5.45 09/30/34                                                                                                                                      | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $7105515.69    | 0.02%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA5645                                                                                                                                              | CUSIP: 31418FHX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1715703 | PA      | $1692892.37    | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XLVIII LLC                                                     | CERB 2024-4A C                                                                                                                                         | CUSIP: 15675JAE0<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |   10700000 | PA      | $10643523.26   | 0.03%             | 2036-10-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ASG RESECURITIZATION TRUST 2010-3                                                    | ASG 2010-3 3M32                                                                                                                                        | CUSIP: 00212XCD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1523087 | PA      | $1478929.50    | 0.00%             | 2045-12-30      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BIP PIPECO HOLDINGS LLC                                                              | AL NGPL FUND VIII FUNDIN                                                                                                                               | CUSIP: 05554DAB6<br>LEI: 254900VCXW4EPI0VC343 | Long             | LON              | CORP              | US        |    6800000 | PA      | $6802856.00    | 0.02%             | 2030-12-09      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                    | POLARIS NEWCO LLC                                                                                                                                      | CUSIP: 73108RAD0<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | N/A       |    5197135 | PA      | $5651354.26    | 0.02%             | 2028-06-09      | Floating      | 8.98%                 | 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        |   15685480 | PA      | $15157663.55   | 0.05%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                | BELL 2025-1A A2I                                                                                                                                       | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19400000 | PA      | $19101946.16   | 0.06%             | 2055-08-25      | Fixed         | 4.82%                 | 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        |    5811204 | PA      | $5800690.78    | 0.02%             | 2029-01-02      | Variable      | 7.78%                 | 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        |   28396697 | PA      | $28.40         | 0.00%             | 2031-03-27      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Golub Capital Partners CLO 83 M                                                      | GOCAP 2025-83A C                                                                                                                                       | CUSIP: 38182EAG4<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |   17750000 | PA      | $17643784.00   | 0.06%             | 2038-11-09      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 5.33 01/15/36                                                                                                                                     | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9510000 | PA      | $9311452.22    | 0.03%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                   | SUBWAY 2024-3A A23                                                                                                                                     | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35747500 | PA      | $34817603.86   | 0.11%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD8524                                                                                                                                              | CUSIP: 3132DWPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     654450 | PA      | $657747.77     | 0.00%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGED TRUST                                                        | CROSS 2024-H7 A2                                                                                                                                       | CUSIP: 22757CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7767671 | PA      | $7790230.81    | 0.02%             | 2069-11-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                           | PFGC 5.625 03/01/34 144A                                                                                                                               | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $10368293.30   | 0.03%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                                                                | HOPE GAS HOLDINGS LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3022870.73    | 0.01%             | 2033-09-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5571 BA                                                                                                                                            | CUSIP: 3137HMEB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   46872035 | PA      | $46985573.50   | 0.15%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 8 LLC                                                        | ARESDL 2025-4A B                                                                                                                                       | CUSIP: 039933AE6<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | US        |    2300000 | PA      | $2292388.84    | 0.01%             | 2039-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG                                     | GRADE 2023-FIG4 A                                                                                                                                      | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13356583 | PA      | $13717581.95   | 0.04%             | 2053-11-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS2288                                                                                                                                              | CUSIP: 3138WBRJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58307 | PA      | $58094.69      | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                            | NIPLIF V5.95 04/16/54 144A                                                                                                                             | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   13950000 | PA      | $13945872.47   | 0.04%             | 2054-04-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pershing Square Tontine Holdings Ltd                                                 | Pershing Square Tontine Holdings Ltd SHS                                                                                                               | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |    9315080 | NS      | $931.51        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FREEPORT LNG DEVELOPMENT LP                                                          | FREEPORT LNG DEVELOPMENT LP                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8096650 | PA      | $8143209.92    | 0.03%             | 2039-12-31      | Fixed         | 5.92%                 | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FN MA4599                                                                                                                                              | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  194901781 | PA      | $171578816.51  | 0.55%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                               | GSMS 2020-GC45 XA                                                                                                                                      | CUSIP: 36258YBJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  142234192 | PA      | $2674244.61    | 0.01%             | 2053-02-14      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES1                                                        | RCKT 2023-CES1 A1A                                                                                                                                     | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2073356 | PA      | $2072116.29    | 0.01%             | 2043-06-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-4                                                | HVMLT 2006-14 2A1A                                                                                                                                     | CUSIP: 41162NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5177944 | PA      | $4939955.05    | 0.02%             | 2047-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1                                                                       | ATLX 2024-RPL1 A1                                                                                                                                      | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6764307 | PA      | $6577867.51    | 0.02%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 2021-2                                   | AASET 2021-2A A                                                                                                                                        | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28064438 | PA      | $26524351.51   | 0.08%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-CES1                                                   | JPMMT 2026-CES1 A1A                                                                                                                                    | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12808924 | PA      | $12706418.91   | 0.04%             | 2056-06-26      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                             | SAFE 6.1 04/01/34                                                                                                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    9168000 | PA      | $9633697.82    | 0.03%             | 2034-04-01      | Fixed         | 6.10%                 | 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        |    1500000 | PA      | $1982201.75    | 0.01%             | 2030-02-21      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                    | DINO 6.25 01/15/35                                                                                                                                     | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   22415000 | PA      | $23144082.62   | 0.07%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                        | SP 0 05/15/44                                                                                                                                          | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  388845000 | PA      | $157701168.07  | 0.50%             | 2044-05-15      | 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        |    8670000 | PA      | $8602807.50    | 0.03%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC3 TRUS                                                                 | HOMES 2025-AFC3 A2                                                                                                                                     | CUSIP: 43762AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2652284 | PA      | $2640225.26    | 0.01%             | 2060-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 8 LLC                                                        | ARESDL 2025-4A C                                                                                                                                       | CUSIP: 039933AG1<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | US        |    8700000 | PA      | $8646801.24    | 0.03%             | 2039-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                 | BMP 2024-MF23 B                                                                                                                                        | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4900000 | PA      | $4896937.50    | 0.02%             | 2041-06-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                      | MYLIFE V6.1 06/11/55 144A                                                                                                                              | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   22800000 | PA      | $22820816.40   | 0.07%             | 2055-06-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                      | NHI 5.35 02/01/33                                                                                                                                      | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3498200.89    | 0.01%             | 2033-02-01      | Fixed         | 5.35%                 | 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        |   27913697 | PA      | $27962464.76   | 0.09%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Madison Pk Fdg XLVIII Ltd / Llc                                                      | MDPK 2021-48A BR                                                                                                                                       | CUSIP: 55821UAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14000000 | PA      | $13985375.60   | 0.04%             | 2039-01-19      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 5.55 11/15/35                                                                                                                                      | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   11075000 | PA      | $10672298.60   | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 49M-R2 LTD                                                | GOCAP 2020-49A A1R2                                                                                                                                    | CUSIP: 38181HAC7<br>LEI: 254900HDEN0DKV4B8U17 | Long             | ABS-CBDO         | CORP              | US        |   25700000 | PA      | $25753034.52   | 0.08%             | 2038-07-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.875 PERP GG                                                                                                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   41425000 | PA      | $41717377.65   | 0.13%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                     | 1011778 BC ULC                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | US        |   18715987 | PA      | $18662271.83   | 0.06%             | 2030-09-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIO                                                             | TOTAL WEBHOSTING SOLUTIO                                                                                                                               | CUSIP: 000000000<br>LEI: 98450055H0892EDCB847 | Long             | LON              | CORP              | NL        |   21200000 | PA      | $21294415.07   | 0.07%             | 2031-11-06      | Floating      | 5.89%                 | 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        |   19426844 | PA      | $19370419.59   | 0.06%             | 2032-04-22      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BL2761                                                                                                                                              | CUSIP: 3140HUB70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180635 | PA      | $161786.72     | 0.00%             | 2049-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                    | SYY 4.95 03/25/36                                                                                                                                      | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   11850000 | PA      | $11296794.96   | 0.04%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                 | JPMCC 2021-NYAH E                                                                                                                                      | CUSIP: 46654EAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14350000 | PA      | $12175551.68   | 0.04%             | 2038-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| HOMES TR 2024-AFC2                                                                   | HOMES 2024-AFC2 A1                                                                                                                                     | CUSIP: 437920AC5<br>LEI: 254900GDF2MBHUV58Z95 | Long             | ABS-O            | CORP              | US        |   15296389 | PA      | $15344927.47   | 0.05%             | 2059-10-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 07/31/30                                                                                                                                       | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4203000 | PA      | $4195940.26    | 0.01%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                            | IQV 5 10/15/26 144A                                                                                                                                    | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8690590.95    | 0.03%             | 2026-10-15      | Fixed         | 5.00%                 | 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        |   29290757 | PA      | $29185289.15   | 0.09%             | 2032-09-13      | Floating      | 4.72%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA5880                                                                                                                                              | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     885633 | PA      | $903205.18     | 0.00%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2024-CES2                                           | VSTA 2024-CES2 A1                                                                                                                                      | CUSIP: 92841YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28625567 | PA      | $28564969.19   | 0.09%             | 2054-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2                                   | JPMDB 2016-C2 XA                                                                                                                                       | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9591497 | PA      | $95.91         | 0.00%             | 2049-06-17      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                  | CLH 5.75 10/15/33 144A                                                                                                                                 | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   13075000 | PA      | $13042974.10   | 0.04%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEGID GROUP SA                                                                       | CEGID GROUP SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 969500P65RIUGCL3D981 | Long             | LON              | CORP              | FR        |   18950000 | PA      | $20766287.33   | 0.07%             | 2030-01-31      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                               | ISPIM 7.8 11/28/53 144A                                                                                                                                | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2800000 | PA      | $3270901.50    | 0.01%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                              | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  518360000 | PA      | $519431367.18  | 1.65%             | 2056-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                | BSABS 2006-HE9 2A                                                                                                                                      | CUSIP: 07389MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1839464 | PA      | $1819792.47    | 0.01%             | 2036-11-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H2 MORTGAGE TRUST                                                         | CROSS 2025-H2 A1                                                                                                                                       | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7700047 | PA      | $7706953.30    | 0.02%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVASP 0 09/15/39                                                                                                                                       | CUSIP: 88059FBS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    8655000 | PA      | $4470212.30    | 0.01%             | 2039-09-15      | None          | 0.00%                 | 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        |    4228031 | PA      | $3517955.58    | 0.01%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                            | SPRO 2024-1A A2                                                                                                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22657600 | PA      | $23198135.57   | 0.07%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-HE6                                      | MSAC 2006-HE6 A2C                                                                                                                                      | CUSIP: 61750FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2764117 | PA      | $940300.64     | 0.00%             | 2036-09-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-1                                                     | TPMT 2025-1 A1A                                                                                                                                        | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12819908 | PA      | $12750914.73   | 0.04%             | 2065-06-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 3.5 03/30/51                                                                                                                                      | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9526000 | PA      | $6329587.47    | 0.02%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BL2587                                                                                                                                              | CUSIP: 3140HT2V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     888280 | PA      | $794582.82     | 0.00%             | 2049-06-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  159877000 | NC      | $593441.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-2                                                         | YAK BLOCKER 2 LLC SERIES C-2                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      40754 | NS      | $36383.61      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| API HEAT TRANSFER PARENT LLC                                                         | API HEAT TRANSFER PARENT LLC                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         31 | NS      | $39848.04      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                              | FMMHR 2015-R1 A1                                                                                                                                       | CUSIP: 35563CAA6<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | USGSE             | US        |   66171244 | PA      | $58052276.97   | 0.18%             | 2055-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                        | SP 0 11/15/44                                                                                                                                          | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72605000 | PA      | $28598076.33   | 0.09%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corporation                                                       | MFCCN V4.061 02/24/32                                                                                                                                  | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    4815000 | PA      | $4778472.06    | 0.02%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| ARES LXXVIII CLO LTD                                                                 | ARES 2025-78A SUB                                                                                                                                      | CUSIP: 03990PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17000000 | PA      | $12955700.00   | 0.04%             | 2039-01-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Cd 2016-Cd1 Mortgage Trust                                                           | CD 2016-CD1 XA                                                                                                                                         | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22159054 | PA      | $952.84        | 0.00%             | 2049-08-12      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BS4085                                                                                                                                              | CUSIP: 3140LERF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2172136 | PA      | $1631291.65    | 0.01%             | 2051-12-01      | Fixed         | 2.62%                 | 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        |   35650000 | PA      | $35837162.50   | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                          | HST 2.9 12/15/31 J                                                                                                                                     | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   20200000 | PA      | $17958315.50   | 0.06%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Capmark Military Housing Trust XXXVI                                                 | CPMRK 2007-ROBS A                                                                                                                                      | CUSIP: 140694AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4363528 | PA      | $4050886.96    | 0.01%             | 2052-10-10      | Fixed         | 6.06%                 | No            |                  3 | On Loan: No      |
| OWL ROCK CLO IX LTD                                                                  | OR 2022-9A BR                                                                                                                                          | CUSIP: 69120BAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6450000 | PA      | $6430470.05    | 0.02%             | 2037-11-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-2                                                      | AOMT 2024-2 A1                                                                                                                                         | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-O            | CORP              | US        |   13428532 | PA      | $13482025.54   | 0.04%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 08/15/35                                                                                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  145000000 | PA      | $144456250.00  | 0.46%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COLT 2023-3 MORTGAGE LOAN TRUST                                                      | COLT 2023-3 A1                                                                                                                                         | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-O            | CORP              | US        |   22322168 | PA      | $22450801.38   | 0.07%             | 2068-09-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-2 LLC                                                                      | PRPM 2026-2 A1                                                                                                                                         | CUSIP: 74390XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29010806 | PA      | $28918609.54   | 0.09%             | 2031-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-15YR                                                                                                                                              | CUSIP: 01F042467<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  160101479 | PA      | $158691868.73  | 0.51%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BL4632                                                                                                                                              | CUSIP: 3140HWEE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168257 | PA      | $144314.22     | 0.00%             | 2042-08-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                             | ALLWYN ENTERTAINMENT FIN                                                                                                                               | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | LON              | CORP              | GB        |    5000000 | PA      | $5693267.12    | 0.02%             | 2032-03-30      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2025-NQM3                                        | GSMBS 2025-NQM3 A2                                                                                                                                     | CUSIP: 36274TAB5<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-O            | CORP              | US        |    2823661 | PA      | $2824245.81    | 0.01%             | 2065-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                     | MSAC 2006-NC5 A2C                                                                                                                                      | CUSIP: 61749BAE3<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |   22951726 | PA      | $11898996.18   | 0.04%             | 2036-10-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVA 5.375 04/01/56                                                                                                                                     | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    9283000 | PA      | $9361859.09    | 0.03%             | 2056-04-01      | Fixed         | 5.38%                 | 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        |    8858817 | PA      | $8874320.19    | 0.03%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                                                   | SRENVX V5 04/02/49 144A                                                                                                                                | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |   18300000 | PA      | $18085208.51   | 0.06%             | 2049-04-02      | Fixed         | 5.00%                 | 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        |     541225 | NS      | $8562179.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Insurance Co. Ltd. (The)                                               | DAIL V6.2 PERP 144A                                                                                                                                    | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   27750000 | PA      | $27915140.25   | 0.09%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-CP1                                                             | NYMT 2025-CP1 A1                                                                                                                                       | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-O            | CORP              | US        |   43956439 | PA      | $42299289.93   | 0.13%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | 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        |    1386052 | PA      | $1352274.32    | 0.00%             | 2031-02-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-1                                               | RMLT 2020-1 A3                                                                                                                                         | CUSIP: 76119CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23782 | PA      | $23684.73      | 0.00%             | 2060-01-25      | Variable      | 2.68%                 | No            |                  3 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                                                                | HOPE GAS HOLDINGS LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6079266.86    | 0.02%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $4030073.65    | 0.01%             |  |  |  | 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        |     119074 | PA      | $117381.19     | 0.00%             | 2036-03-26      | Variable      | 3.66%                 | No            |                  3 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -209892000 | NC      | $-614681.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2023-134 BH                                                                                                                                        | CUSIP: 38384EJQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    2983742 | PA      | $2986183.10    | 0.01%             | 2047-06-20      | Fixed         | 6.00%                 | 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        |    2846274 | NS      | $284.63        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST                                                         | LIFE 2021-BMR E                                                                                                                                        | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3675000 | PA      | $3325875.00    | 0.01%             | 2038-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6 02/01/29 144A                                                                                                                                     | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11488896.17   | 0.04%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                            | SPRO 2022-1A A2                                                                                                                                        | CUSIP: 817743AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22560000 | PA      | $21376676.11   | 0.07%             | 2052-01-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                         | ANGINC V7 12/01/55                                                                                                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   12775000 | PA      | $12114813.55   | 0.04%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  160194000 | NC      | $875920.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE OWL IV (FKA DYAL IV) SR SEC B                                                   | BLUE OWL IV (FKA DYAL IV) SR SEC B                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5760000 | PA      | $5621872.86    | 0.02%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                            | BRAVO 2023-NQM6 A3                                                                                                                                     | CUSIP: 10569DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3916178 | PA      | $3926039.59    | 0.01%             | 2063-09-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2                                                | BX 2022-LP2 D                                                                                                                                          | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4410000 | PA      | $4407243.75    | 0.01%             | 2039-02-15      | Floating      | 5.63%                 | 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        |   14210125 | PA      | $14127279.97   | 0.04%             | 2032-01-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V6.95 PERP FF                                                                                                                                        | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19190000 | PA      | $19332506.86   | 0.06%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                               | FAIRIC 6.25 09/15/34 144A                                                                                                                              | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   19125000 | PA      | $18810060.98   | 0.06%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                    | CMPDC 2025-1A A1                                                                                                                                       | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9669000 | PA      | $9609086.04    | 0.03%             | 2050-05-25      | Fixed         | 5.32%                 | 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        |   10672000 | PA      | $9456419.71    | 0.03%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WhiteWater DBR                                                                       | WhiteWater DBR Term Loan B 225 2031-03-01                                                                                                              | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |    4531144 | PA      | $4535674.89    | 0.01%             | 2031-03-01      | Floating      | 6.00%                 | 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        |   10950000 | PA      | $10584284.24   | 0.03%             | 2056-09-15      | Fixed         | 6.38%                 | 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        |   43250000 | PA      | $39737124.28   | 0.13%             | 2030-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINETIC ABS ISSUER LLC                                                               | UNITK 2026-1A A2                                                                                                                                       | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20850000 | PA      | $20790600.44   | 0.07%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVAS 0 09/15/62                                                                                                                                        | CUSIP: 88059GBC2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1020000 | PA      | $137751.00     | 0.00%             | 2062-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC                                                               | BSTRM 2023-1A A2                                                                                                                                       | CUSIP: 09606BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6625000 | PA      | $6649701.31    | 0.02%             | 2053-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING I LLC                                                           | STR 2021-1A A4                                                                                                                                         | CUSIP: 86190BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3497903 | PA      | $3014121.91    | 0.01%             | 2051-06-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                      | ENELIM 5.5 06/15/52 144A                                                                                                                               | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    3570000 | PA      | $3214130.15    | 0.01%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AHG FUNDING 2024A UNFUNDED                                                           | AHG FUNDING 2024A UNFUNDED                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3.78          | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jefferies Financial Group Inc                                                        | JEF 6.25 01/15/36                                                                                                                                      | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2361925.50    | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BS0479                                                                                                                                              | CUSIP: 3140LAQ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64542 | PA      | $47828.31      | 0.00%             | 2051-01-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ1966                                                                                                                                              | CUSIP: 3142GSFG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  101726617 | PA      | $105439816.74  | 0.34%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co VIII LLC                                                        | KKR 3.5 08/25/50 144A                                                                                                                                  | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22210000 | PA      | $14679126.04   | 0.05%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SL1136                                                                                                                                              | CUSIP: 31427NHN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   96458556 | PA      | $97117179.34   | 0.31%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM2 TRUST                                                                  | OBX 2025-NQM2 A2                                                                                                                                       | CUSIP: 67120VAB1<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-O            | CORP              | US        |    5142263 | PA      | $5170476.40    | 0.02%             | 2064-11-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| AHG FUNDING 2024A1                                                                   | AHG FUNDING 2024A1                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8330097 | PA      | $8396237.86    | 0.03%             | 2044-12-31      | Fixed         | 7.27%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5564 CA                                                                                                                                            | CUSIP: 3137HMCR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   16509974 | PA      | $16536054.95   | 0.05%             | 2052-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                  | HWIRE 2024-1A C                                                                                                                                        | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    3860000 | PA      | $4002200.47    | 0.01%             | 2054-06-20      | Fixed         | 9.19%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                          | NWIDE V5.537 07/14/36 144A                                                                                                                             | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   18400000 | PA      | $18451993.43   | 0.06%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                  | HWIRE 2024-1A B                                                                                                                                        | CUSIP: 44148JAK5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    3150000 | PA      | $3204327.11    | 0.01%             | 2054-06-20      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| QTS CORP                                                                             | QTS CORP                                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   51300000 | PA      | $50582440.63   | 0.16%             | 2032-08-21      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| OWL ROCK CLO LLC 2024-19                                                             | OR 2024-19A B                                                                                                                                          | CUSIP: 69120NAB5<br>LEI: 254900PD652278RSJX41 | Long             | ABS-CBDO         | CORP              | US        |   12700000 | PA      | $12663121.74   | 0.04%             | 2037-10-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.387 02/02/41                                                                                                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   19130000 | PA      | $18482464.80   | 0.06%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | TII 1.375 07/15/33                                                                                                                                     | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29954192 | PA      | $29278850.58   | 0.09%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                          | SUMILF V3.375 04/15/81 144A                                                                                                                            | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   39900000 | PA      | $36404855.76   | 0.12%             | 2081-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROJECT ONYX I                                                                       | PROJECT ONYX I                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   61840952 | PA      | $61764378.93   | 0.20%             | 2030-06-26      | Floating      | 6.58%                 | No            |                  3 | On Loan: No      |
| BSPDF 2026-FL3 ISSUER LLC                                                            | BSPDF 2026-FL3 B                                                                                                                                       | CUSIP: 05594VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22050000 | PA      | $21972741.21   | 0.07%             | 2043-09-18      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC43                                        | CGCMT 2019-GC43 XA                                                                                                                                     | CUSIP: 17328HBF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  201540282 | PA      | $3766969.25    | 0.01%             | 2052-11-13      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                                                 | SPEEDSTER BIDCO GMBH                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |   10200000 | PA      | $11235629.88   | 0.04%             | 2031-12-10      | Floating      | 5.75%                 | 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        |    5020591 | PA      | $5026866.77    | 0.02%             | 2030-08-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TransDigm                                                                            | TransDigm Term Loan L (Incremental) 250 2032-01-01                                                                                                     | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    4789375 | PA      | $4787842.40    | 0.02%             | 2032-01-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                             | MPC 6.5 03/01/41                                                                                                                                       | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1756277.21    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM18 TRUST                                                                 | OBX 2024-NQM18 A3                                                                                                                                      | CUSIP: 673913AC3<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-O            | CORP              | US        |    5127999 | PA      | $5145238.60    | 0.02%             | 2064-10-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                            | NIPLIF V2.9 09/16/51 144A                                                                                                                              | CUSIP: 654579AK7<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   10380000 | PA      | $9086970.15    | 0.03%             | 2051-09-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-7                                                    | VERUS 2025-7 A3                                                                                                                                        | CUSIP: 924931AG3<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-O            | CORP              | US        |    8714663 | PA      | $8704438.53    | 0.03%             | 2070-08-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                           | DRSLF 2015-37A CR                                                                                                                                      | CUSIP: 26249MAS6<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    3333334 | PA      | $3344059.34    | 0.01%             | 2031-01-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 13 Limited                                                  | ANCHF 2021-13A A2                                                                                                                                      | CUSIP: 03290AAJ9<br>LEI: 549300N5JCR10GGBIT41 | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2620754.19    | 0.01%             | 2039-07-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V5.4 04/10/37 144A                                                                                                                              | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   24375000 | PA      | $23581039.95   | 0.08%             | 2037-04-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-B1                                          | CGCMT 2017-B1 XA                                                                                                                                       | CUSIP: 17326CBE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   56088384 | PA      | $367889.32     | 0.00%             | 2050-08-17      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-5                                                        | SEMT 2025-5 A5                                                                                                                                         | CUSIP: 81743GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5218676 | PA      | $5221587.18    | 0.02%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                | BELL 2025-1A A2II                                                                                                                                      | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24050000 | PA      | $23487463.29   | 0.07%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Homes 2025-NQM4 Trust                                                                | HOMES 2025-NQM4 A2                                                                                                                                     | CUSIP: 403958AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2373121 | PA      | $2365396.69    | 0.01%             | 2070-08-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-5                                                       | VERUS 2024-5 A3                                                                                                                                        | CUSIP: 92540HAC0<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-O            | CORP              | US        |    8933879 | PA      | $9013808.03    | 0.03%             | 2069-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V6.625 PERP                                                                                                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20560000 | PA      | $21079037.20   | 0.07%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                           | ACCINV 5.625 05/15/32 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    2750000 | PA      | $3074601.42    | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC35                                        | CGCMT 2015-GC35 B                                                                                                                                      | CUSIP: 17324KAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     810679 | PA      | $747232.26     | 0.00%             | 2048-11-13      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                                                      | NDAFH F 09/10/29 144A                                                                                                                                  | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    3280000 | PA      | $3323801.98    | 0.01%             | 2029-09-10      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO I LLC                                                                   | OR 2019-1A ANR                                                                                                                                         | CUSIP: 69121XAA4<br>LEI: 254900UH3TN3NOFGWD32 | Long             | ABS-CBDO         | CORP              | US        |   14400000 | PA      | $14462395.20   | 0.05%             | 2036-02-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                                                   | TERMINAL INVESTMENT LIMITED HOLDIN                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   32200000 | PA      | $31987958.29   | 0.10%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | 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        |   10589127 | PA      | $3186491.85    | 0.01%             | 2036-10-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08681                                                                                                                                              | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148550 | PA      | $139545.52     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TRUST                                                   | TCN 2024-SFR2 A                                                                                                                                        | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9968435 | PA      | $9894080.74    | 0.03%             | 2040-06-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm                                                                            | TransDigm Term Loan N 250 2033-02-07                                                                                                                   | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    5225000 | PA      | $5225992.75    | 0.02%             | 2033-02-07      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BSPDF 2026-FL3 ISSUER LLC                                                            | BSPDF 2026-FL3 AS                                                                                                                                      | CUSIP: 05594VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13350000 | PA      | $13308976.79   | 0.04%             | 2043-09-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  209892000 | NC      | $965729.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                                | UBSCM 2017-C2 XA                                                                                                                                       | CUSIP: 90276CAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32634928 | PA      | $319991.99     | 0.00%             | 2050-08-17      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 4 Ltd.                                                      | ANCHF 2016-4A AR                                                                                                                                       | CUSIP: 03329TAG9<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |  111754127 | PA      | $107943646.52  | 0.34%             | 2039-04-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                                  | RGA 6.722 05/15/55                                                                                                                                     | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22640000 | PA      | $22887303.28   | 0.07%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| frontdoor                                                                            | frontdoor Term Loan B 225 2031-12-04                                                                                                                   | CUSIP: 35905CAK1<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |    2073750 | PA      | $2075056.46    | 0.01%             | 2031-12-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Trinet Group Inc                                                                     | TNET 7.125 08/15/31 144A                                                                                                                               | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2644348.18    | 0.01%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Minimax Viking                                                                       | Minimax Viking Term Loan B 225 2032-02-09                                                                                                              | CUSIP: 55404TAF9<br>LEI: 549300Z5C6IXF1KV0Z78 | Long             | LON              | CORP              | US        |    2798903 | PA      | $2798902.83    | 0.01%             | 2032-03-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Live Nation                                                                          | Live Nation Term Loan B 200 2032-10-06                                                                                                                 | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   11870250 | PA      | $11855412.19   | 0.04%             | 2032-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                          | HUM V6.625 09/15/56                                                                                                                                    | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   24700000 | PA      | $23736319.62   | 0.08%             | 2056-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| The Depository Trust & Clearing Corporation                                          | DEPTCC V3.375 PERP D                                                                                                                                   | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4720829.78    | 0.02%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -190220625 | NC      | $-157267.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-9                                                       | VERUS 2024-9 A2                                                                                                                                        | CUSIP: 92540RAD6<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-O            | CORP              | US        |   12168906 | PA      | $12201342.58   | 0.04%             | 2069-11-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING I LLC                                                           | STR 2025-1A A5                                                                                                                                         | CUSIP: 86212FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4837875 | PA      | $4698838.83    | 0.01%             | 2055-10-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                | ETR 5.65 04/15/56                                                                                                                                      | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3487195.66    | 0.01%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 4 03/15/29 144A                                                                                                                                   | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   15257000 | PA      | $14815772.29   | 0.05%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Costar Group Inc                                                                     | CSGP 2.8 07/15/30 144A                                                                                                                                 | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   22983000 | PA      | $20783277.07   | 0.07%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BS4822                                                                                                                                              | CUSIP: 3140LFLC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2331055 | PA      | $1774431.88    | 0.01%             | 2052-02-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.58 03/15/41                                                                                                                                     | CUSIP: 3133EMTM4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     350000 | PA      | $262245.90     | 0.00%             | 2041-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUS                                                  | CLAST 2025-2A A                                                                                                                                        | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   44864052 | PA      | $44845424.68   | 0.14%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                             | MSRM 2025-NQM3 A2                                                                                                                                      | CUSIP: 61778LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8311300 | PA      | $8326971.25    | 0.03%             | 2070-05-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 5.625 03/01/36                                                                                                                                    | CUSIP: 361841AX7<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    4780000 | PA      | $4649019.40    | 0.01%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.314 01/18/41                                                                                                                                     | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12676000 | PA      | $12236428.01   | 0.04%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Froneri                                                                              | Froneri Term Loan B 200 2031-09-02                                                                                                                     | CUSIP: 000000000<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | US        |   23477850 | PA      | $22976597.90   | 0.07%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                             | H 5.75 03/30/32                                                                                                                                        | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $12431649.14   | 0.04%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2021-69 VZ                                                                                                                                         | CUSIP: 3136BJJW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     105033 | PA      | $56655.86      | 0.00%             | 2051-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        | -480584000 | NC      | $-1829237.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BSPRT 2024-FL11 ISSUER LLC                                                           | BSPRT 2024-FL11 B                                                                                                                                      | CUSIP: 05613RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3800000 | PA      | $3798179.80    | 0.01%             | 2039-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                              | FMMHR 2015-R1 A2                                                                                                                                       | CUSIP: 35563CAJ7<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | USGSE             | US        |    2459268 | PA      | $2063587.62    | 0.01%             | 2052-10-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                             | AOMT 2024-3 A1                                                                                                                                         | CUSIP: 03466HAA1<br>LEI: 254900F6KNKYG7I13E33 | Long             | ABS-O            | CORP              | US        |    4224787 | PA      | $4199668.07    | 0.01%             | 2068-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings                                                                   | Energizer Holdings Term Loan B 200 2032-02-01                                                                                                          | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |     492661 | PA      | $490813.27     | 0.00%             | 2032-03-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                  | GPK 6.375 07/15/32 144A                                                                                                                                | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   13930000 | PA      | $13864280.07   | 0.04%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AN6934                                                                                                                                              | CUSIP: 3138LKV46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2519905 | PA      | $2188285.42    | 0.01%             | 2047-10-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| RR 41 LTD                                                                            | RRAM 2025-41A SUB                                                                                                                                      | CUSIP: 749754AC1<br>LEI: 254900MKRTHN5MG3CP95 | Long             | ABS-CBDO         | CORP              | KY        |    8500000 | PA      | $5896705.00    | 0.02%             | 2040-10-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AN3466                                                                                                                                              | CUSIP: 3138LFZ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2153105 | PA      | $1846554.47    | 0.01%             | 2046-11-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 5.625 02/19/35 10Y                                                                                                                              | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    8750000 | PA      | $8897479.85    | 0.03%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG V84335                                                                                                                                              | CUSIP: 3132L9Y82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     163787 | PA      | $161231.21     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-OH3                                                      | CWALT 2007-OH3 A1B                                                                                                                                     | CUSIP: 02151DAD6<br>LEI: 549300TXT201GGLA0F48 | Long             | ABS-O            | CORP              | US        |     497029 | PA      | $476206.08     | 0.00%             | 2047-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 5.75 11/01/37                                                                                                                                     | CUSIP: 361841AW9<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3348824.66    | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 16(M)-R2 LP                                               | GOCAP 2013-16A A2R3                                                                                                                                    | CUSIP: 38181EAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6000729.60    | 0.02%             | 2039-08-09      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  818003901 | PA      | $807163427.00  | 2.57%             | 2056-06-15      | Fixed         | 5.00%                 | No            |                  2 | 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        |    8920000 | PA      | $20326.00      | 0.00%             | 2032-01-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF16                                         | FFML 2006-FF16 2A3                                                                                                                                     | CUSIP: 320275AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17802842 | PA      | $6904148.69    | 0.02%             | 2036-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS6007                                                                                                                                              | CUSIP: 3138WFU95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132945 | PA      | $124800.14     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB6311                                                                                                                                              | CUSIP: 3140QSAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     403059 | PA      | $399523.37     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Company                                                                 | BRKHEC 6.65 04/01/36 N                                                                                                                                 | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1307379.60    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | 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        |   10013972 | PA      | $10029152.89   | 0.03%             | 2071-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST                                           | ACE 2007-ASP1 A2B                                                                                                                                      | CUSIP: 00442JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7490889 | PA      | $3034812.42    | 0.01%             | 2037-03-25      | Floating      | 4.19%                 | 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        |     101490 | NC      | $202.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                              | GBLATL 4.5 09/18/30 144A                                                                                                                               | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2887655.22    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                          | TCN V6.375 06/09/56 .                                                                                                                                  | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   17825000 | PA      | $17646523.62   | 0.06%             | 2056-06-09      | Fixed         | 6.38%                 | 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        |   20597353 | PA      | $9400722.52    | 0.03%             | 2037-01-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 5.625 08/15/35                                                                                                                                  | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    9550000 | PA      | $9821803.03    | 0.03%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 5.375 01/01/32                                                                                                                                     | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   18470000 | PA      | $18746731.58   | 0.06%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank 2020-Bnk25                                                                      | BANK 2020-BN25 XB                                                                                                                                      | CUSIP: 06539WBD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  140000000 | PA      | $2259712.00    | 0.01%             | 2063-01-18      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  266990000 | NC      | $1222038.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guggenheim Strategy Funds Trust                                                      | Guggenheim Strategy Fund III                                                                                                                           | CUSIP: 40168Q304<br>LEI: 5493007THUTJ3GMETL84 | Long             | EC               | RF                | US        |    2295955 | NS      | $57031524.21   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TRUST 2006-NC2                                                                 | GSAMP 2006-NC2 A1                                                                                                                                      | CUSIP: 362463AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10319517 | PA      | $5755214.00    | 0.02%             | 2036-06-25      | Floating      | 4.09%                 | 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        |    4715292 | PA      | $940882.32     | 0.00%             | 2046-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| MAPS TRUST 2026-1                                                                    | MAPSL 2026-1A A                                                                                                                                        | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   68459948 | PA      | $66871882.81   | 0.21%             | 2051-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 TRUST                                                                 | OBX 2024-NQM12 A3                                                                                                                                      | CUSIP: 67448PAC7<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-O            | CORP              | US        |    1865081 | PA      | $1869667.16    | 0.01%             | 2064-07-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.559 04/23/27 MTN                                                                                                                                | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3348244.23    | 0.01%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                    | FDX 4.1 02/01/45 .                                                                                                                                     | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    6694000 | PA      | $5260904.17    | 0.02%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM2                                        | NRZT 2024-NQM2 A3                                                                                                                                      | CUSIP: 64832BAE5<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-O            | CORP              | US        |   12380059 | PA      | $12310851.91   | 0.04%             | 2064-09-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST                                                         | LIFE 2021-BMR F                                                                                                                                        | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13650000 | PA      | $12048855.00   | 0.04%             | 2038-03-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 ISSUER LTD                                                             | TRTX 2025-FL7 B                                                                                                                                        | CUSIP: 87277LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14025000 | PA      | $13960468.17   | 0.04%             | 2043-06-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                           | NRG 7.467 07/31/28                                                                                                                                     | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12360000 | PA      | $13014348.41   | 0.04%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                                                                | HOPE GAS HOLDINGS LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7387947.74    | 0.02%             | 2035-09-01      | Fixed         | 6.08%                 | No            |                  3 | On Loan: No      |
| OWL ROCK CLO III LLC                                                                 | OR 2020-3A AR                                                                                                                                          | CUSIP: 69120DAA9<br>LEI: 2549004CIDJSHLSPXF37 | Long             | ABS-CBDO         | CORP              | US        |   41250000 | PA      | $41262403.88   | 0.13%             | 2036-04-21      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 5.25 04/01/44                                                                                                                                     | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   19397000 | PA      | $12273970.62   | 0.04%             | 2044-04-01      | Fixed         | 5.25%                 | 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      | $-12782715.58  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CLI FUNDING IX LLC                                                                   | CLIF 2025-1A A                                                                                                                                         | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |    4361208 | PA      | $4393799.66    | 0.01%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL16 LLC                                                                    | BDS 2025-FL16 B                                                                                                                                        | CUSIP: 05556XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13200000 | PA      | $13107471.96   | 0.04%             | 2043-07-19      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                      | SIDC 2023-3A A2                                                                                                                                        | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   31313000 | PA      | $31442732.89   | 0.10%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                                   | JPMDB 2017-C7 XA                                                                                                                                       | CUSIP: 46648KAW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  106904334 | PA      | $969408.50     | 0.00%             | 2050-10-17      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 TRUST                                                                 | STAR 2025-SFR6 A                                                                                                                                       | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28150000 | PA      | $28150000.00   | 0.09%             | 2042-08-19      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 3.25 01/15/32                                                                                                                                     | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3699610.83    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Farmers Insurance Exchange Inc.                                                      | FARMER V7 10/15/64 144A                                                                                                                                | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |   28140000 | PA      | $28125068.92   | 0.09%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                      | FHR 5150 Z                                                                                                                                             | CUSIP: 3137H32U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     262582 | PA      | $142865.87     | 0.00%             | 2051-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 COMMERCIAL MORTGAGE TRUST                                             | CSAIL 2019-C15 XA                                                                                                                                      | CUSIP: 22945DAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   83778649 | PA      | $1860288.14    | 0.01%             | 2052-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corporation                                                    | HMN 4.7 10/01/30                                                                                                                                       | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1741896.24    | 0.01%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS5948                                                                                                                                              | CUSIP: 3138WFTE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143215 | PA      | $135163.65     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL5                                                       | LHOME 2024-RTL5 A1                                                                                                                                     | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-O            | CORP              | US        |   38700000 | PA      | $38700638.55   | 0.12%             | 2039-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1                                                         | TCN 2021-SFR1 D                                                                                                                                        | CUSIP: 89614YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6942059.60    | 0.02%             | 2038-07-19      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS7580                                                                                                                                              | CUSIP: 3138WHM66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     370971 | PA      | $332810.71     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                            | CMC 6 12/15/35 144A                                                                                                                                    | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3203997.88    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM5 TRUST                                                                 | GCAT 2022-NQM5 A3                                                                                                                                      | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7030664 | PA      | $7009117.76    | 0.02%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER USA LLC                                                                                                                                           | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |    6750000 | PA      | $6682500.00    | 0.02%             | 2032-09-29      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FINANCE AUTHORITY (CA)                                             | CA CASGEN 3.07 10/15/2040                                                                                                                              | CUSIP: 13057EEJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8000000 | PA      | $6499978.40    | 0.02%             | 2040-10-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC                                                       | FSRIA 2026-FL11 AS                                                                                                                                     | CUSIP: 30343TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10700000 | PA      | $10663373.90   | 0.03%             | 2044-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES2                                                        | RCKT 2023-CES2 A1A                                                                                                                                     | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1969423 | PA      | $1976919.39    | 0.01%             | 2043-09-25      | Variable      | 6.81%                 | 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        |   14350000 | PA      | $14178165.93   | 0.05%             | 2036-07-15      | Floating      | 6.79%                 | 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        |   14150000 | PA      | $13962748.38   | 0.04%             | 2036-03-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 51 LLC                                                         | CERB 2025-2A A                                                                                                                                         | CUSIP: 15675QAA2<br>LEI: 635400BNBEZ5CT8GJB24 | Long             | ABS-CBDO         | CORP              | US        |   43000000 | PA      | $42981995.90   | 0.14%             | 2037-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES IX CLO LTD                                             | FCO 2017-9A A1TR                                                                                                                                       | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    3023331 | PA      | $3030321.05    | 0.01%             | 2033-10-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MILL CITY SECURITIES 2024-RS1 LTD                                                    | MCMLT 2024-RS1 A1                                                                                                                                      | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   29881233 | PA      | $28500271.46   | 0.09%             | 2069-11-01      | Fixed         | 3.00%                 | 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        |   54891775 | PA      | $54754545.35   | 0.17%             | 2031-06-11      | Floating      | 8.17%                 | No            |                  3 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 9 LTD/LLC                                                  | GLM 2021-9A CR                                                                                                                                         | CUSIP: 38138JAU7<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   18550000 | PA      | $18569605.50   | 0.06%             | 2037-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                             | SAFE 5.65 01/15/35                                                                                                                                     | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2781171.17    | 0.01%             | 2035-01-15      | Fixed         | 5.65%                 | 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        |   23718800 | PA      | $23447694.12   | 0.07%             | 2030-09-19      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                   | ACAFP V5.222 05/27/31 144a                                                                                                                             | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   13700000 | PA      | $13866411.85   | 0.04%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C2                                          | CGCMT 2016-C2 XA                                                                                                                                       | CUSIP: 17291CBW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22015013 | PA      | $7414.66       | 0.00%             | 2049-08-12      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM7 TRUST                                                                  | OBX 2024-NQM7 A3                                                                                                                                       | CUSIP: 67119FAC7<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-O            | CORP              | US        |    5529104 | PA      | $5570425.85    | 0.02%             | 2064-03-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited / TAL International Container Corporation     | TRTN 3.25 03/15/32                                                                                                                                     | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    1850000 | PA      | $1669773.19    | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Galaxy Bidco Limited                                                                 | DGGLN 8.125 12/19/29 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 984500645A980C6A3639 | Long             | DBT              | CORP              | JE        |    7200000 | PA      | $9741061.34    | 0.03%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                            | BRAVO 2023-NQM2 A3                                                                                                                                     | CUSIP: 105933AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1955272 | PA      | $1938402.20    | 0.01%             | 2062-05-25      | Variable      | 4.50%                 | 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        |   11168373 | PA      | $11156423.25   | 0.04%             | 2031-07-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                        | OMF 6.125 05/15/30                                                                                                                                     | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3569119.29    | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2020-M23 X1                                                                                                                                        | CUSIP: 3136B9J32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  195932899 | PA      | $14921583.40   | 0.05%             | 2035-03-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Vontier Corporation                                                                  | VNT 2.95 04/01/31                                                                                                                                      | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    8009000 | PA      | $7282714.09    | 0.02%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5499 B                                                                                                                                             | CUSIP: 3137HJWE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   17962202 | PA      | $18091389.36   | 0.06%             | 2053-07-25      | Fixed         | 5.50%                 | 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        |  299771794 | NS      | $299771793.89  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2007-2N                                                       | LXS 2007-2N 2A                                                                                                                                         | CUSIP: 52524LAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3903735 | PA      | $3773861.55    | 0.01%             | 2037-02-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS INC                                                                  | Red Rock Resorts (Station Casinos) Term Loan B 225 2031-03-03                                                                                          | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    2156000 | PA      | $2153585.28    | 0.01%             | 2031-03-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                            | IQV 5 05/15/27 144A                                                                                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   10699000 | PA      | $10658551.36   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AASET 2024-2 LTD                                                                     | AASET 2024-2A A                                                                                                                                        | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   45986006 | PA      | $46324744.01   | 0.15%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                | GSMS 2017-GS6 XA                                                                                                                                       | CUSIP: 36253PAE2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |   39426962 | PA      | $307057.18     | 0.00%             | 2050-05-12      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                                | TEAM 5.5 05/15/34                                                                                                                                      | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    7540000 | PA      | $7383445.40    | 0.02%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2007-HE1                                         | MABS 2007-WMC1 A4                                                                                                                                      | CUSIP: 55275TAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5529472 | PA      | $1507491.15    | 0.00%             | 2037-01-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Csail 2016-C6 Commercial Mortg                                                       | CSAIL 2016-C6 XA                                                                                                                                       | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-O            | CORP              | US        |    1599747 | PA      | $16.00         | 0.00%             | 2049-01-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                      | CVI 7.5 02/15/31 144A                                                                                                                                  | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   15260000 | PA      | $15373946.42   | 0.05%             | 2031-02-15      | Fixed         | 7.50%                 | 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        |    6190000 | PA      | $6162444.60    | 0.02%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2006-CB2                       | CBASS 2006-CB2 AV                                                                                                                                      | CUSIP: 12498NAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3422409 | PA      | $3356193.41    | 0.01%             | 2036-12-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                            | QRVO 3.375 04/01/31 144A                                                                                                                               | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    8245000 | PA      | $7457449.23    | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                               | PLDTLF 4.625 03/15/33 144A                                                                                                                             | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   18525000 | PA      | $18015019.53   | 0.06%             | 2033-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM16 TRUST                                                                 | OBX 2024-NQM16 A3                                                                                                                                      | CUSIP: 67120GAE8<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-O            | CORP              | US        |    5781950 | PA      | $5810558.05    | 0.02%             | 2064-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V4.619 11/06/31                                                                                                                                   | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3580000 | PA      | $3530280.20    | 0.01%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                                                 | CA CASGEN 7.14 08/15/2047                                                                                                                              | CUSIP: 13080SL93<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   10150000 | PA      | $10653928.22   | 0.03%             | 2047-08-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                               | GM 6.25 10/02/43                                                                                                                                       | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1571229.76    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | 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        |      18698 | NC      | $2103525.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.HY.43.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3092167.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2025-1 CT                                                                                                                                          | CUSIP: 38385CRP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    6814713 | PA      | $6815221.03    | 0.02%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-NC1                                                                 | GSAMP 2007-NC1 A1                                                                                                                                      | CUSIP: 3622MGAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22394714 | PA      | $11772390.63   | 0.04%             | 2046-12-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                 | FIGRE 2025-PF2 A                                                                                                                                       | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24108789 | PA      | $23871710.46   | 0.08%             | 2055-10-25      | Variable      | 5.02%                 | 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