# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0002048251-26-000659
**Filing Date:** 2026-1
**Character Count:** 381094
**Document Hash:** ba70b4940cdae00768c01cc450566164
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-000659.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0002048251-26-000659

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 26572067

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT Opportunistic Income Fund (Series ID: S000014581)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000039813 | SIIT Opportunistic Income Fund - Class A | ENIAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT OPPORTUNISTIC INCOME FUND

- **b. EDGAR series identifier (if any):** S000014581

- **c. LEI of Series:** QITQ3ENZHD0VPXRH4978

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $444933094.44

**Total Liabilities:** $10373586.23

**Net Assets:** $434559508.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1384.94086335 | **1-Year:** -14134.72163074 | **5-Year:** -20860.36661001 | **10-Year:** -6091.92447920 | **30-Year:** -1337.05666032

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

- **3-Month:** -464.01547329 | **1-Year:** -18503.37978710 | **5-Year:** -25327.38336392 | **10-Year:** -3369.09041688 | **30-Year:** -536.07133227

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000039813 | 0.25%                | 0.54%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $35301.08                | $-644254.45                                |
| Month 2  | $74028.35                | $-358671.13                                |
| Month 3  | $11796.11                | $462773.99                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PROJECT ALPHA (QLIK) 11/24 TL                          | PROJECT ALPHA (QLIK) 11/24 TL 26-Oct-30                                         | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              |  | US        |         0 | PA      | $0.01         | 0.00%             | 2030-10-26      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                              | OBX 2025-NQM14 TRUST OBX 2025-NQM14 A2                                          | CUSIP: 673924AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    702058 | PA      | $709574.50    | 0.16%             | 2065-07-25      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| MISSOURI HIGHER ED LN AUTH STUDENT LN REV              | MISSOURI HIGHER EDUCATION LOAN AUTHORITY MHELA 2021-1 A1B                       | CUSIP: 606072LD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    436304 | PA      | $425662.62    | 0.10%             | 2061-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| APPLE BIDCO, LLC                                       | APPLE BIDCO, LLC 9/22/2031                                                      | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              |  | US        |    377360 | PA      | $378956.26    | 0.09%             | 2031-09-23      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Enviva 8/24 TL                                         | Enviva 8/24 TL 12/6/2029                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    936051 | PA      | $948528.20    | 0.22%             | 2029-12-06      | Floating      | 12.63%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN MA2474                                                       | CUSIP: 31418BXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    136861 | PA      | $134452.55    | 0.03%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| wilsonart international 7/24                           | wilsonart international 7/24 5-Aug-31                                           | CUSIP: 97246FAM8<br>LEI: N/A                  | Long             | LON              |  | US        |    363939 | PA      | $350403.69    | 0.08%             | 2031-08-05      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                       | WORLD OMNI AUTO RECEIVABLES TRUST 2022-D WOART 2022-D A3                        | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     65935 | PA      | $66205.96     | 0.02%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST                                         | CARDS II TRUST CARD2 2024-1A A                                                  | CUSIP: 14161GCJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    160000 | PA      | $160333.76    | 0.04%             | 2029-07-15      | Floating      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 CAS 2022-R05 2M2                   | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1018963.40   | 0.23%             | 2042-04-25      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-B33RP WFCM 2025-B33RP A              | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $999977.60    | 0.23%             | 2042-08-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2025-DELC BX 2025-DELC A                                               | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1500000.00   | 0.35%             | 2030-12-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                           | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-1 2A1              | CUSIP: 59020UNN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    253605 | PA      | $237822.30    | 0.05%             | 2034-12-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Confluent Medical 7/25 Cov-Lite                        | Confluent Medical 7/25 Cov-Lite 2/16/2029                                       | CUSIP: 20717RAE2<br>LEI: N/A                  | Long             | LON              |  | US        |    916267 | PA      | $918557.94    | 0.21%             | 2029-02-16      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2024-R04 CAS 2024-R04 1M2                   | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $1104113.45   | 0.25%             | 2044-05-25      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 CAS 2022-R05 2M1                   | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     61645 | PA      | $61737.87     | 0.01%             | 2042-04-25      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                       | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A A2A2                         | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1176109 | PA      | $1164781.75   | 0.27%             | 2053-01-15      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                       | SMB PRIVATE EDUCATION LOAN TRUST 2019-B SMB 2019-B A2B                          | CUSIP: 83192CAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    299422 | PA      | $299576.72    | 0.07%             | 2037-06-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                            | ALLIANT ENERGY FINANCE LLC 144A 5.400000% 06/06/2027                            | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101289.27    | 0.02%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                            | VOLKSWAGEN AUTO LEASE TRUST 2025-B VWALT 2025-B A2A                             | CUSIP: 92868BAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $115005.88    | 0.03%             | 2028-04-20      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Radiology Partners 6/25 Cov-Lite TLB                   | Radiology Partners 6/25 Cov-Lite TLB 6/30/2032                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    245000 | PA      | $243858.30    | 0.06%             | 2032-06-30      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                   | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 PILOT 2025-1A A3                    | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    275000 | PA      | $278001.52    | 0.06%             | 2028-10-20      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO LIMITED                                       | AMMC CLO 24 LTD AMMC 2021-24A BR                                                | CUSIP: 00177LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $799561.60    | 0.18%             | 2035-01-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Ranpak/Ranger Packaging 12/24 TL                       | Ranpak/Ranger Packaging 12/24 TL 19-Dec-31                                      | CUSIP: 75321EAM5<br>LEI: N/A                  | Long             | LON              |  | US        |    188506 | PA      | $188034.95    | 0.04%             | 2031-12-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 DRMT 2021-2 A3                      | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    363893 | PA      | $325696.75    | 0.07%             | 2066-04-25      | Floating      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| Veeam Software 7/25 Cov-Lite TLB                       | Veeam Software 7/25 Cov-Lite TLB 4/12/2031                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    375000 | PA      | $374062.50    | 0.09%             | 2031-04-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                     | MARS INC 144A 4.450000% 03/01/2027                                              | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246660.49    | 0.06%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO, LLC                                     | POLARIS NEWCO, LLC 6/2/2028                                                     | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              |  | US        |    967880 | PA      | $910794.48    | 0.21%             | 2028-06-02      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT C                           | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    968828 | PA      | $968228.12    | 0.22%             | 2036-09-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                              | DRIVEN BRANDS FUNDING LLC HONK 2019-2A A2                                       | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    114634 | PA      | $113754.48    | 0.03%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2010-83 BA                                                | CUSIP: 31398TTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67404 | PA      | $69359.13     | 0.02%             | 2040-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTIES RETAIL HOLDING LLC               | BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / B 4.500000% 04/01/2027         | CUSIP: 11284DAC9<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |    292000 | PA      | $286954.62    | 0.07%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRE GRAND ISLANDER TIMESHARE ISSUER LLC                | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC HGVGI 2019-A A                   | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1289157 | PA      | $1278960.36   | 0.29%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | ARCHKEY 10/24 DELAYED TL 11/1/2031                                              | CUSIP: 29409YAF8<br>LEI: N/A                  | Long             | LON              |  | US        |     53793 | PA      | $403.45       | 0.00%             | 2031-11-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN AL0355                                                       | CUSIP: 3138EGMD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    171039 | PA      | $176369.68    | 0.04%             | 2036-07-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| SUMMER (BC) BIDCO B LLC                                | SUMMER (BC) BIDCO B LLC 2/15/2029                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    396576 | PA      | $370798.14    | 0.09%             | 2029-02-15      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| ASURION 6/25 B13 TLB                                   | ASURION 6/25 B13 TLB 9/19/2030                                                  | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              |  | US        |    464234 | PA      | $455181.53    | 0.10%             | 2030-09-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE                                    | ELARA HGV TIMESHARE ISSUER 2023-A LLC EHGVT 2023-A A                            | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    499020 | PA      | $516751.82    | 0.12%             | 2038-02-25      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| AADVANTAGE LOYALITY IP LTD. (AMERICAN AIRLINES)        | AADVANTAGE LOYALITY IP LTD. (AMERICAN AIRLINES) 4/20/2028                       | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              |  | US        |    770632 | PA      | $769953.52    | 0.18%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A B1                      | CUSIP: 64828FAN2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1382614 | PA      | $1384112.35   | 0.32%             | 2048-01-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.       | GREATAMERICA LEASING RECEIVABLES FUNDING LLC GALC 2025-1 A1                     | CUSIP: 39154GAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8686 | PA      | $8688.58      | 0.00%             | 2026-03-16      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                              | COREBRIDGE GLOBAL FUNDING 144A 5.750000% 07/02/2026                             | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277756.62    | 0.06%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                | CARS-DB4 LP CAUTO 2020-1A A5                                                    | CUSIP: 12510HAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    488854 | PA      | $478758.27    | 0.11%             | 2050-02-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK TAX LIEN NYCTL                                | NYCTL 2025-A TRUST NYCTL 2025-A A                                               | CUSIP: 62957CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     94556 | PA      | $94506.99     | 0.02%             | 2038-11-10      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| ICU MEDICAL, INC.                                      | ICU MEDICAL, INC. 1/8/2029                                                      | CUSIP: 44931YAD9<br>LEI: N/A                  | Long             | LON              |  | US        |    387818 | PA      | $389271.98    | 0.09%             | 2029-01-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)         | RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A8 RAST 2007-A8 3A1                 | CUSIP: 761128AJ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    416050 | PA      | $187738.25    | 0.04%             | 2038-12-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily 8/25 TLB                              | Wash Multifamily 8/25 TLB 9/10/2032                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    517500 | PA      | $520304.85    | 0.12%             | 2032-09-10      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| USI, INC.                                              | USI INC/NY 144A 7.500000% 01/15/2032                                            | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521241.50    | 0.12%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2023-2 VERUS 2023-2 A3                               | CUSIP: 92539DAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    507693 | PA      | $507864.13    | 0.12%             | 2068-03-25      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Generation 10/24 TLB                       | Cornerstone Generation 10/24 TLB 8/11/2032                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    416472 | PA      | $420420.15    | 0.10%             | 2032-08-11      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-B HART 2025-B A2A                           | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $115285.75    | 0.03%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST                 | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A8                    | CUSIP: 86358ELS3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1756631 | PA      | $1726477.20   | 0.40%             | 2034-09-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Tekni-Plex 10/24 B6 Cov-Lite TLB                       | Tekni-Plex 10/24 B6 Cov-Lite TLB 9/15/2028                                      | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              |  | US        |    504741 | PA      | $487524.70    | 0.11%             | 2028-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                             | JP MORGAN MORTGAGE TRUST 2005-A3 JPMMT 2005-A3 6A2                              | CUSIP: 466247QJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    109491 | PA      | $109703.95    | 0.03%             | 2035-06-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2023-HQA3 STACR 2023-HQA3 A1                      | CUSIP: 35564K3F4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1749449 | PA      | $1766846.90   | 0.41%             | 2043-11-25      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 12/30/2025                                              | CUSIP: 912797RZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    177200 | PA      | $176646.69    | 0.04%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PAREXEL INTERNATIONAL, INC.                            | PAREXEL INTERNATIONAL, INC. 11/15/2028                                          | CUSIP: 71911KAE4<br>LEI: N/A                  | Long             | LON              |  | US        |    541688 | PA      | $543697.43    | 0.13%             | 2028-11-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS BX 2024-MDHS A                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    915884 | PA      | $916455.18    | 0.21%             | 2041-05-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                  | HPEFS EQUIPMENT TRUST 2025-2 HPEFS 2025-2A A2                                   | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $245045.06    | 0.06%             | 2032-11-22      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2023-R07 CAS 2023-R07 2M1                   | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    388785 | PA      | $390549.78    | 0.09%             | 2043-09-25      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                    | RCKT MORTGAGE TRUST 2023-CES3 RCKT 2023-CES3 A1A                                | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    515089 | PA      | $521934.37    | 0.12%             | 2043-11-25      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2025-SFR6 TRUST STAR 2025-SFR6 A                                           | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1001875.00   | 0.23%             | 2042-08-17      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| UFC HLDGS LLC                                          | UFC HLDGS LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    526505 | PA      | $528106.02    | 0.12%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                              | BAUSCH + LOMB CORPORATION 9/29/2028                                             | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              |  | US        |    308700 | PA      | $309280.36    | 0.07%             | 2028-09-29      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| TEXAS COMMERCIAL MORTGAGE TRUST                        | TEXAS COMMERCIAL MORTGAGE TRUST 2025-TWR TEXAS 2025-TWR A                       | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1249705.13   | 0.29%             | 2042-04-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BELRON 7/25                                            | BELRON 7/25 10/16/2031                                                          | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              |  | US        |    605093 | PA      | $608118.48    | 0.14%             | 2031-10-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| FUGUE FIN NORD ANGLIA 7/25                             | FUGUE FIN NORD ANGLIA 7/25 1/9/2032                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    748978 | PA      | $750894.97    | 0.17%             | 2032-01-09      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1                      | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    207271 | PA      | $202896.48    | 0.05%             | 2057-08-27      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| SHACKLETON CLO LTD                                     | SHACKLETON 2019-XIV CLO LTD SHACK 2019-14A BRR                                  | CUSIP: 81880XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999844.00    | 0.23%             | 2034-07-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                 | BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 12A2                                 | CUSIP: 07384MM25<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    587387 | PA      | $545288.07    | 0.13%             | 2034-05-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| ELECTRON BIDCO INC.                                    | ELECTRON BIDCO INC. 11/1/2028                                                   | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              |  | US        |   1371831 | PA      | $1377331.90   | 0.32%             | 2028-11-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                | GSR MORTGAGE LOAN TRUST 2005-AR1 GSR 2005-AR1 1A1                               | CUSIP: 36242DUL5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25503 | PA      | $24296.49     | 0.01%             | 2035-01-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                     | WENDY'S FUNDING LLC WEN 2019-1A A2I                                             | CUSIP: 95058XAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1027961 | PA      | $1021708.77   | 0.24%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS, LLC                        | RAVEN ACQUISITION HOLDINGS, LLC 11/19/2031                                      | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              |  | US        |     19598 | PA      | $48.99        | 0.00%             | 2031-11-19      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                              | SCF EQUIPMENT LEASING 2025-2 LLC SCFET 2025-2A A2                               | CUSIP: 78439XAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    125000 | PA      | $125073.25    | 0.03%             | 2031-12-22      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                             | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD 14 5.500000% 04/20/2026         | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     33333 | PA      | $33391.78     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                                   | EPICOR SOFTWARE CORP 5/30/2031                                                  | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              |  | US        |    926662 | PA      | $929136.50    | 0.21%             | 2031-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORP 4.623000% 05/09/2029                                       | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126705.63    | 0.03%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | TRIPARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET                             | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |   8800000 | PA      | $8800000.00   | 2.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS, INC.                                       | DATABRICKS 1/3/2031                                                             | CUSIP: 29409YAF8<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              |  | US        |     73033 | PA      | $0.01         | 0.00%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                              | MFA 2021-INV1 TRUST MFRA 2021-INV1 A1                                           | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19110 | PA      | $18620.78     | 0.00%             | 2056-01-25      | Floating      | 0.85%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                | NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A3                                   | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245680 | PA      | $246321.04    | 0.06%             | 2027-04-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                    | HOTWIRE FUNDING LLC HWIRE 2021-1 A2                                             | CUSIP: 44148JAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    330000 | PA      | $322212.23    | 0.07%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                             | GCAT 2025-NQM2 TRUST GCAT 2025-NQM2 A1                                          | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    429803 | PA      | $433191.01    | 0.10%             | 2070-04-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2023-R06 CAS 2023-R06 1M1                   | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    337368 | PA      | $338633.57    | 0.08%             | 2043-07-25      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                | NTT FINANCE CORP 144A 4.567000% 07/16/2027                                      | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $251885.00    | 0.06%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A             | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2023-1 A1                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |    400000 | PA      | $401400.08    | 0.09%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| SLM PRIVATE CREDIT STUDENT LOAN TRUST                  | SLM PRIVATE CREDIT STUDENT LOAN TRUST 2005-A SLMA 2005-A A4                     | CUSIP: 78443CBV5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    348207 | PA      | $343719.36    | 0.08%             | 2038-12-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION, LLC                                  | ALPHA GENERATION, LLC 9/30/2031                                                 | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              |  | US        |    531110 | PA      | $531885.50    | 0.12%             | 2031-09-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 02/19/2026                                              | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $520674.47    | 0.12%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES, INC.                                | SS&C TECHNOLOGIES INC 144A 5.500000% 09/30/2027                                 | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299951.88    | 0.07%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA3 STACR 2025-DNA3 A1                      | CUSIP: 35564UAQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    323750 | PA      | $323874.51    | 0.07%             | 2045-09-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| OVG Business/Oak View Group 6/24 TLB                   | OVG Business/Oak View Group 6/24 TLB 6/25/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    635000 | PA      | $633812.55    | 0.15%             | 2031-06-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| EXTENET ISSUER, LLC                                    | EXTENET ISSUER LLC EXTNT 2024-1A B                                              | CUSIP: 30227XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $405214.00    | 0.09%             | 2054-07-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Imprivata 6/25 Cov-Lite                                | Imprivata 6/25 Cov-Lite 12/1/2027                                               | CUSIP: 45323KAG5<br>LEI: N/A                  | Long             | LON              |  | US        |    602995 | PA      | $604629.32    | 0.14%             | 2027-12-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| PAR PACIFIC PATROLEUM 3/24 COV-LITE                    | PAR PACIFIC PATROLEUM 3/24 COV-LITE 2/28/2030                                   | CUSIP: 69889PAE5<br>LEI: N/A                  | Long             | LON              |  | US        |    395949 | PA      | $396198.03    | 0.09%             | 2030-02-28      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Usalco 7/25 Cov-Lite                                   | Usalco 7/25 Cov-Lite 9/30/2031                                                  | CUSIP: 91732NAN3<br>LEI: N/A                  | Long             | LON              |  | US        |    496838 | PA      | $498050.55    | 0.11%             | 2031-09-30      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2021-HQA1 STACR 2021-HQA1 M2                      | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    127143 | PA      | $130089.86    | 0.03%             | 2033-08-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                               | VOYA CLO 2016-1 LTD VOYA 2016-1A A2R                                            | CUSIP: 92915CAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $825072.60    | 0.19%             | 2031-01-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                            | ELMWOOD CLO III LTD ELMW3 2019-3A A1RR                                          | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001073.00   | 0.23%             | 2037-07-18      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                     | AMERICAN HONDA FINANCE CORP MTN 4.550000% 07/09/2027                            | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151361.76    | 0.03%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cogentrix Finance 7/25 Cov-Lite                        | Cogentrix Finance 7/25 Cov-Lite 2/26/2032                                       | CUSIP: 19239LAC0<br>LEI: N/A                  | Long             | LON              |  | US        |    519750 | PA      | $522535.86    | 0.12%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-D HART 2025-D A1                            | CUSIP: 44891XAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    255000 | PA      | $255053.81    | 0.06%             | 2026-11-16      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                    | EMERA US FINANCE LP 3.550000% 06/15/2026                                        | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    125000 | PA      | $124446.35    | 0.03%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TAL ADVANTAGE LLC                                      | TAL ADVANTAGE VII LLC TAL 2020-1A B                                             | CUSIP: 87407RAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    686250 | PA      | $659192.81    | 0.15%             | 2045-09-20      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDINGS, LLC                              | BROWN GROUP HOLDINGS, LLC 7/1/2031                                              | CUSIP: 11565HAB2<br>LEI: N/A                  | Long             | LON              |  | US        |    126187 | PA      | $126660.15    | 0.03%             | 2031-07-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWA/CITRIX/CLOUD SOFTW 8/25 COV-LITE TLB      | TIBCO SOFTWA/CITRIX/CLOUD SOFTW 8/25 COV-LITE TLB 3/21/2031                     | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              |  | US        |    343275 | PA      | $342228.01    | 0.08%             | 2031-03-21      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| M6MIDSTREAM 9/25 TLB                                   | M6MIDSTREAM 9/25 TLB 4/1/2032                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     40918 | PA      | $41039.02     | 0.01%             | 2032-04-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                    | STATION CASINOS LLC 3/14/2031                                                   | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              |  | US        |    675106 | PA      | $675618.64    | 0.16%             | 2031-03-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TRUST                    | THORNBURG MORTGAGE SECURITIES TRUST 2005-1 TMST 2005-1 A3                       | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    398134 | PA      | $390307.07    | 0.09%             | 2045-04-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| KIDDE GLOBAL 7/25 LSF12 CROWN                          | KIDDE GLOBAL 7/25 LSF12 CROWN 12/2/2031                                         | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              |  | US        |    364088 | PA      | $364087.50    | 0.08%             | 2031-12-02      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST TAOT 2024-B A3                       | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1011253.80   | 0.23%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PointClickCare 7/25                                    | PointClickCare 7/25 11/3/2031                                                   | CUSIP: C7365BAG1<br>LEI: N/A                  | Long             | LON              |  | US        |    844587 | PA      | $845288.22    | 0.19%             | 2031-11-03      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| PANDA STONEWALL/POTOMAC ENERGY 3/25 TL                 | PANDA STONEWALL/POTOMAC ENERGY 3/25 TL 8/5/2032                                 | CUSIP: 73767TAB2<br>LEI: N/A                  | Long             | LON              |  | US        |    548631 | PA      | $551374.12    | 0.13%             | 2032-08-05      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY 12/24 INCREMENTAL TLB                     | TALEN ENERGY 12/24 INCREMENTAL TLB 13-Dec-31                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    387075 | PA      | $387628.52    | 0.09%             | 2031-12-13      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1                                  | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5357 | PA      | $5233.59      | 0.00%             | 2059-12-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners 1/25 Incremental Cov-Lite     | Focus Financial Partners 1/25 Incremental Cov-Lite 9/15/2031                    | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              |  | US        |    581391 | PA      | $581245.75    | 0.13%             | 2031-09-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SHR TRUST                                              | SHR TRUST 2024-LXRY SHR 2024-LXRY A                                             | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1000625.00   | 0.23%             | 2041-10-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2024-HQA1 STACR 2024-HQA1 A1                      | CUSIP: 35564NBW2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1601225 | PA      | $1605208.36   | 0.37%             | 2044-03-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2023-2 MORTGAGE LOAN TRUST COLT 2023-2 A1                                  | CUSIP: 12598UAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    148698 | PA      | $149482.29    | 0.03%             | 2068-07-25      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| KAMAN CORPORATION                                      | KAMAN/RUBY/ARXIS 1/25 DEL 2/26/2032                                             | CUSIP: 48825CAC9<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              |  | US        |     38208 | PA      | $107.36       | 0.00%             | 2032-02-26      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                     | AQUA FINANCE TRUST 2021-A AQFIT 2021-A A                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     41020 | PA      | $37774.41     | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                    | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2025-2 VALET 2025-2 A2A                     | CUSIP: 92869QAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    210000 | PA      | $210153.57    | 0.05%             | 2028-08-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM NRZT 2020-NQM2 A1                  | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12335 | PA      | $12045.41     | 0.00%             | 2060-05-24      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                       | EQUITABLE AMERICA GLOBAL FUNDING 144A 3.950000% 09/15/2027                      | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39942.21     | 0.01%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST                         | BOCA COMMERCIAL MORTGAGE TRUST 2024-BOCA BOCA 2024-BOCA A                       | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1390000 | PA      | $1391734.58   | 0.32%             | 2041-08-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST                                  | TOORAK MORTGAGE TRUST 2024-RRTL2 TRK 2024-RRTL2 A1                              | CUSIP: 89055JAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $801067.84    | 0.18%             | 2039-09-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES 5/22 BASE TERM LOAN TL      | VENTURE GLOBAL PLAQUEMINES 5/22 BASE TERM LOAN TL 5/25/2029                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    459873 | PA      | $458341.46    | 0.11%             | 2029-05-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST TAOT 2025-B A2A                      | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     85170 | PA      | $85330.65     | 0.02%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                     | CENTRAL PARENT INC 7/6/2029                                                     | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              |  | US        |    613272 | PA      | $508439.03    | 0.12%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 701225                                                       | CUSIP: 31400YA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67939 | PA      | $68750.63     | 0.02%             | 2033-04-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| MILANO ACQUISITION                                     | MILANO ACQUISITION 10/1/2027                                                    | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              |  | US        |    612278 | PA      | $605390.20    | 0.14%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST BMWLT 2024-2 A2A                                        | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     83773 | PA      | $83824.53     | 0.02%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS, LLC                        | RAVEN ACQUISITION HOLDINGS, LLC 11/19/2031                                      | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              |  | US        |    273071 | PA      | $273753.83    | 0.06%             | 2031-11-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                         | PACIFIC LIFE GLOBAL FUNDING II 144A 5.500000% 08/28/2026                        | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126458.43    | 0.03%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2024-A TLOT 2024-A A4                                  | CUSIP: 89238GAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $251747.85    | 0.06%             | 2028-06-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC STORM FUNDING LLC              | DUKE ENERGY PROGRESS NC STORM FUNDING LLC 1.295000% 07/01/2028                  | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209447 | PA      | $202076.50    | 0.05%             | 2028-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST                           | METLIFE SECURITIZATION TRUST MST 2017-1A A                                      | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     74269 | PA      | $71820.15     | 0.02%             | 2055-04-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG, LLC                                        | ACCESS CIG, LLC 8/18/2032                                                       | CUSIP: 00435CAV0<br>LEI: N/A                  | Long             | LON              |  | US        |   1258866 | PA      | $1225040.08   | 0.28%             | 2032-08-18      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| USQ RAIL I LLC                                         | USQ RAIL I LLC STEAM 2021-1A A                                                  | CUSIP: 90352WAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    858715 | PA      | $814544.58    | 0.19%             | 2051-02-28      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 847789                                                       | CUSIP: 31408C2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    219277 | PA      | $225652.90    | 0.05%             | 2035-10-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC NON GOLD POOL FH 1L0080                                             | CUSIP: 3128Q2CR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    202073 | PA      | $208237.65    | 0.05%             | 2035-06-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-R2 VERUS 2021-R2 A1                             | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     77092 | PA      | $72378.64     | 0.02%             | 2064-02-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 12/09/2025                                              | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2198098.12   | 0.51%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD                                  | SYCAMORE TREE CLO 2023-3 LTD STCP 2023-3A BR                                    | CUSIP: 87122FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002937.00   | 0.23%             | 2037-04-20      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Calabrio 9/25 First-out Cov-Lite TL                    | Calabrio 9/25 First-out Cov-Lite TL 10/25/2032                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    170000 | PA      | $159800.00    | 0.04%             | 2032-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies 5/24 B8 Cov-Lite TLB                 | SS&C Technologies 5/24 B8 Cov-Lite TLB 5/9/2031                                 | CUSIP: 78466DBJ2<br>LEI: N/A                  | Long             | LON              |  | US        |    852331 | PA      | $855467.28    | 0.20%             | 2031-05-09      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                    | CNH EQUIPMENT TRUST 2024-B CNH 2024-B A3                                        | CUSIP: 18978JAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $253745.93    | 0.06%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2022-REV1 FORDR 2022-1 A                           | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    275000 | PA      | $274701.05    | 0.06%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| KKR FINANCIAL CLO, LTD.                                | KKR CLO 12 LTD KKR 12 AR2A                                                      | CUSIP: 48250RBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     26903 | PA      | $26897.60     | 0.01%             | 2030-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2025-10 AOMT 2025-10 A1                                | CUSIP: 034940AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    487928 | PA      | $487254.12    | 0.11%             | 2070-09-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2024-3 OWNER TRUST HAROT 2024-3 A3                       | CUSIP: 43813YAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $201243.98    | 0.05%             | 2029-03-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1 DRMT 2021-1 A1                      | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16887 | PA      | $16241.27     | 0.00%             | 2065-05-25      | Floating      | 0.71%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                              | OBX 2025-NQM19 TRUST OBX 2025-NQM19 A1                                          | CUSIP: 67449LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    691014 | PA      | $690597.86    | 0.16%             | 2065-10-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 751582                                                       | CUSIP: 31403K6T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19551 | PA      | $19933.45     | 0.00%             | 2033-10-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Inmar Inc 06/25                                        | Inmar Inc 06/25 10/30/2031                                                      | CUSIP: 45763FAV0<br>LEI: N/A                  | Long             | LON              |  | US        |    500035 | PA      | $493474.38    | 0.11%             | 2031-10-30      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                          | BARINGS EQUIPMENT FINANCE LLC 2025-B MMAF 2025-B A2                             | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75000 | PA      | $75062.40     | 0.02%             | 2029-02-13      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST                                              | MFA 2024-NQM2 TRUST MFRA 2024-NQM2 A1                                           | CUSIP: 58004JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    833387 | PA      | $833345.32    | 0.19%             | 2069-08-25      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC                   | ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE 6.625000% 10/15/2032          | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    266000 | PA      | $272080.49    | 0.06%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST                                  | INTOWN 2025-STAY MORTGAGE TRUST TOWN 2025-STAY A                                | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1499063.10   | 0.34%             | 2042-03-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| OHA CREDIT FUNDING LTD                                 | OHA CREDIT FUNDING 4 LTD OAKC 2019-4A AR2                                       | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250415.50    | 0.06%             | 2038-01-22      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS, INC.                             | TRIDENT TPI HOLDINGS INC 144A 12.750000% 12/31/2028                             | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    675000 | PA      | $679355.78    | 0.16%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2023-1 CARMX 2023-1 A3                                  | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     93172 | PA      | $93346.85     | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zuora 12/24 Cov-Lite TLB                               | Zuora 12/24 Cov-Lite TLB 2/14/2032                                              | CUSIP: 98980XAC9<br>LEI: N/A                  | Long             | LON              |  | US        |    341342 | PA      | $337160.75    | 0.08%             | 2032-02-14      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                      | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     38785 | PA      | $37331.58     | 0.01%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT INSURANCE 7/25 COV-LITE TLB                    | ALLIANT INSURANCE 7/25 COV-LITE TLB 9/19/2031                                   | CUSIP: 01881UAN5<br>LEI: N/A                  | Long             | LON              |  | US        |    954131 | PA      | $954255.01    | 0.22%             | 2031-09-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                        | CAST & CREW LLC 12/29/2028                                                      | CUSIP: 14835JAQ3<br>LEI: N/A                  | Long             | LON              |  | US        |    614146 | PA      | $411410.16    | 0.09%             | 2028-12-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M2                      | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    500000 | PA      | $515437.15    | 0.12%             | 2042-02-25      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| CAL FUNDING LIMITED                                    | CAL FUNDING IV LTD CAI 2020-1A A                                                | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |   1115833 | PA      | $1068787.01   | 0.25%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 889946                                                       | CUSIP: 31410KWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49814 | PA      | $51419.56     | 0.01%             | 2035-05-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1                      | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     79405 | PA      | $77284.11     | 0.02%             | 2057-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                  | CCG RECEIVABLES TRUST 2025-2 CCG 2025-2 A1                                      | CUSIP: 12516XAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    171678 | PA      | $171737.07    | 0.04%             | 2026-10-14      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                         | AUTOZONE INC 5.050000% 07/15/2026                                               | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150897.66    | 0.03%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A2A                 | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $225785.39    | 0.05%             | 2028-01-18      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Four Seasons 9/25                                      | Four Seasons 9/25 9/22/2032                                                     | CUSIP: 35100DAW6<br>LEI: N/A                  | Long             | LON              |  | US        |    583482 | PA      | $584672.10    | 0.13%             | 2032-09-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                 | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC AXIS 2023-1A A2                      | CUSIP: 03236YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    299124 | PA      | $301717.64    | 0.07%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2024-B B               | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    230680 | PA      | $232124.74    | 0.05%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CP ATLAS BUYER, INC.                                   | CP ATLAS BUYER INC 144A 12.750000% 01/15/2031                                   | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370500.32    | 0.09%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| USALCO, LLC                                            | USALCO 7/25 9/30/2031                                                           | CUSIP: N/A<br>LEI: 5493006WBYB0CYPCSG20       | Long             | LON              |  | US        |     32767 | PA      | $79.95        | 0.00%             | 2031-09-30      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DEAN WITTER CAPITAL I INC               | MORGAN STANLEY MORTGAGE LOAN TRUST 2004-10AR MSM 2004-10AR 1A                   | CUSIP: 61748HFC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    452501 | PA      | $436300.13    | 0.10%             | 2034-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2024-OMNI A            | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1018197.60   | 0.23%             | 2039-10-05      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                            | TRUIST BANK 4.671000% 05/20/2027                                                | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250546.08    | 0.06%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL MORTGAGE TRUST                           | FS COMMERCIAL MORTGAGE TRUST 2023-4SZN FS 2023-4SZN A                           | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $612016.56    | 0.14%             | 2039-11-10      | Fixed         | 7.07%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A3                                  | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1009568.40   | 0.23%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES 5/22 CONTINGENCY RESER      | VENTURE GLOBAL PLAQUEMINES 5/22 CONTINGENCY RESER 5/25/2029                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     57523 | PA      | $57091.34     | 0.01%             | 2029-05-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-2A A                                 | CUSIP: 96328GBG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     43540 | PA      | $44074.78     | 0.01%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                          | NYC COMMERCIAL MORTGAGE TRUST 2025-3BP NYC 2025-3BP B                           | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1497199.05   | 0.34%             | 2042-02-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE                                    | ELARA HGV TIMESHARE ISSUER 2019-A LLC EHGVT 2019-A A                            | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    354878 | PA      | $352219.21    | 0.08%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Gentiva Health/Kindred at Home 1/25 Cov-Lite           | Gentiva Health/Kindred at Home 1/25 Cov-Lite 2/11/2028                          | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              |  | US        |    416995 | PA      | $414909.98    | 0.10%             | 2028-02-11      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                           | HILTON GRAND VACATIONS TRUST 2022-1D HGVT 2022-1D B                             | CUSIP: 43283BAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    381285 | PA      | $379387.79    | 0.09%             | 2034-06-20      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES  | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR10 A7            | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    341011 | PA      | $329071.31    | 0.08%             | 2033-10-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                             | TORONTO-DOMINION BANK/THE MTN 0.750000% 01/06/2026                              | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $498309.55    | 0.11%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK 2018-BNK12 BANK 2018-BN12 A2                                               | CUSIP: 06541KAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    442508 | PA      | $440298.30    | 0.10%             | 2061-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| VICTORY BUYER LLC                                      | VICTORY BUYER LLC 11/19/2028                                                    | CUSIP: 92643PAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    774985 | PA      | $775310.03    | 0.18%             | 2028-11-19      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A1             | CUSIP: 858933AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    199141 | PA      | $199282.20    | 0.05%             | 2026-08-20      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                 | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A C                      | CUSIP: 03237CAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    850000 | PA      | $867673.54    | 0.20%             | 2031-01-21      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC.                                 | ELLUCIAN HOLDINGS INC. 11/22/2032                                               | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              |  | US        |    300588 | PA      | $302091.18    | 0.07%             | 2032-11-22      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS                                       | FORTREA HOLDINGS 7/1/2030                                                       | CUSIP: 34965PAD8<br>LEI: N/A                  | Long             | LON              |  | US        |     80571 | PA      | $77348.11     | 0.02%             | 2030-07-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC               | RETAINED VANTAGE DATA CENTERS ISSUER LLC VDCR 2023-1A A2A                       | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $998870.50    | 0.23%             | 2048-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2021-4 A4              | CUSIP: 362554AD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    137416 | PA      | $137204.53    | 0.03%             | 2027-10-18      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE 11/24 TLB                              | BCP RENAISSANCE 11/24 TLB 31-Oct-28                                             | CUSIP: 05549PAG6<br>LEI: N/A                  | Long             | LON              |  | US        |    485440 | PA      | $486857.59    | 0.11%             | 2028-10-31      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HOLDINGS INC.                    | WIN WASTE INNOVATIONS HOLDINGS INC. 3/24/2028                                   | CUSIP: 38723BAJ0<br>LEI: N/A                  | Long             | LON              |  | US        |    487503 | PA      | $487688.49    | 0.11%             | 2028-03-24      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Amspec Parent 6/25 Cov-Lite                            | Amspec Parent 6/25 Cov-Lite 12/22/2031                                          | CUSIP: 03218AAF6<br>LEI: N/A                  | Long             | LON              |  | US        |     39960 | PA      | $39993.17     | 0.01%             | 2031-12-22      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                     | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 4.250000% 10/15/2027         | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493149.95    | 0.11%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST TAOT 2024-D A3                       | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    536000 | PA      | $539253.14    | 0.12%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                         | WILLIS ENGINE STRUCTURED TRUST V WESTF 2020-A C                                 | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    190549 | PA      | $187842.84    | 0.04%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                     | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B ABCLN 2025-B C                 | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    810000 | PA      | $811350.43    | 0.19%             | 2033-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2024-DNA2 STACR 2024-DNA2 A1                      | CUSIP: 35564NCW1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    262292 | PA      | $263596.96    | 0.06%             | 2044-05-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| MODENA BUYER LLC TL 1L                                 | MODENA BUYER LLC TL 1L 7/1/2031                                                 | CUSIP: 60753DAC8<br>LEI: N/A                  | Long             | LON              |  | US        |    522584 | PA      | $511562.29    | 0.12%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2025-B FORDO 2025-B A2A                            | CUSIP: 34532BAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $114955.97    | 0.03%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                   | CROSS 2024-H2 MORTGAGE TRUST CROSS 2024-H2 A3                                   | CUSIP: 22757BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    512216 | PA      | $516640.17    | 0.12%             | 2069-04-25      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                               | BEAR STEARNS ALT-A TRUST 2003-5 BALTA 2003-5 2A1                                | CUSIP: 07386HDL2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    341904 | PA      | $332780.89    | 0.08%             | 2033-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PG POLARIS BIDCO S.A.R.L.                              | PG POLARIS BIDCO S.A.R.L. 3/26/2031                                             | CUSIP: 91728NAB5<br>LEI: N/A                  | Long             | LON              |  | US        |    569261 | PA      | $569972.36    | 0.13%             | 2031-03-26      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                           | DEXT ABS 2023-2 LLC DEXT 2023-2 A2                                              | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     17113 | PA      | $17222.54     | 0.00%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-C HART 2025-C A2A                           | CUSIP: 44935JAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    265000 | PA      | $265118.88    | 0.06%             | 2028-07-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                             | APIDOS CLO XI APID 2012-11A BR4A                                                | CUSIP: 03763YCA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001319.00   | 0.23%             | 2034-04-17      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | ATHENE GLOBAL FUNDING 144A 5.349000% 07/09/2027                                 | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91336.59     | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 BRAVO 2021-NQM3 A1                    | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     74445 | PA      | $69686.41     | 0.02%             | 2060-04-25      | Floating      | 1.70%                 | Yes           |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                     | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 7A1                   | CUSIP: 161630AU2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     14103 | PA      | $14163.48     | 0.00%             | 2037-02-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                               | TRICON RESIDENTIAL 2021-SFR1 TRUST TCN 2021-SFR1 E2                             | CUSIP: 89614YAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $394111.48    | 0.09%             | 2038-07-17      | Fixed         | 2.89%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2                       | CUSIP: 30711XCT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     32109 | PA      | $32425.82     | 0.01%             | 2028-10-25      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| GRAY TELEVISION, INC.                                  | GRAY TELEVISION, INC. 12/1/2028                                                 | CUSIP: 389376AZ7<br>LEI: N/A                  | Long             | LON              |  | US        |     42713 | PA      | $42700.16     | 0.01%             | 2028-12-01      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                         | HARBORVIEW MORTGAGE LOAN TRUST 2004-6 HVMLT 2004-6 4A                           | CUSIP: 41161PFU2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    462774 | PA      | $454575.55    | 0.10%             | 2034-08-19      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                               | US 2YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |       -38 | NC      | $-7936656.25  | -1.83%            |  |  |  | No            |                  1 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                          | BLP COMMERCIAL MORTGAGE TRUST 2025-IND BLP 2025-IND B                           | CUSIP: 05625BAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    952891 | PA      | $948727.01    | 0.22%             | 2042-03-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                     | OMNIA PARTNERS LLC 7/25/2030                                                    | CUSIP: 68218HAE7<br>LEI: N/A                  | Long             | LON              |  | US        |    207900 | PA      | $208646.37    | 0.05%             | 2030-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO LTD                                   | SIXTH STREET CLO VIII LTD SIXST 2017-8A A1R2                                    | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $374890.88    | 0.09%             | 2034-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST HAROT 2024-4 A3                       | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    125000 | PA      | $125549.89    | 0.03%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | MITSUBISHI UFJ FINANCIAL GROUP INC 3.850000% 03/01/2026                         | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    275000 | PA      | $274807.20    | 0.06%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                             | MMAF EQUIPMENT FINANCE LLC 2024-A MMAF 2024-A A2                                | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     66617 | PA      | $66815.99     | 0.02%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Simon & Schuster 7/25                                  | Simon & Schuster 7/25 10/30/2030                                                | CUSIP: 15651FAE6<br>LEI: N/A                  | Long             | LON              |  | US        |    789815 | PA      | $791789.44    | 0.18%             | 2030-10-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                  | HPEFS EQUIPMENT TRUST 2024-1 HPEFS 2024-1A A3                                   | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     51451 | PA      | $51532.88     | 0.01%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| QUIDELORTHO TL-B  8/13/2032                            | QUIDELORTHO TL-B  8/13/2032 8/20/2032                                           | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              |  | US        |    460000 | PA      | $457557.40    | 0.11%             | 2032-08-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CLAIMS MANAGEMENT SERVICES, INC.              | SEDGWICK CLAIMS MANAGEMENT SERVICES, INC. 7/31/2031                             | CUSIP: 81527CAP2<br>LEI: N/A                  | Long             | LON              |  | US        |   1134690 | PA      | $1136459.66   | 0.26%             | 2031-07-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Creative Artists 7/25                                  | Creative Artists 7/25 10/1/2031                                                 | CUSIP: 22526WAU2<br>LEI: N/A                  | Long             | LON              |  | US        |    981504 | PA      | $982995.76    | 0.23%             | 2031-10-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE, INC.                          | GLOBAL MEDICAL RESPONSE, INC. 10/1/2032                                         | CUSIP: 37956SAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    755963 | PA      | $759780.91    | 0.17%             | 2032-10-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2022-HQA2 STACR 2022-HQA2 M1B                     | CUSIP: 35564KB32<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1048579.50   | 0.24%             | 2042-07-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2025-2 LLC EFF 2025-2 A1                             | CUSIP: 29375TAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     31268 | PA      | $31284.18     | 0.01%             | 2026-05-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Playcore 1/25 Cov-Lite TLB                             | Playcore 1/25 Cov-Lite TLB 2/20/2030                                            | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              |  | US        |    286874 | PA      | $287861.02    | 0.07%             | 2030-02-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| United Talent 6/25 Cov-Lite                            | United Talent 6/25 Cov-Lite 6/10/2032                                           | CUSIP: 91301QAN7<br>LEI: N/A                  | Long             | LON              |  | US        |   1058856 | PA      | $1064150.32   | 0.24%             | 2032-06-10      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M2                      | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    195000 | PA      | $197437.50    | 0.05%             | 2042-01-25      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| COGNITA 7/25 (TLB3-B USD) TL                           | COGNITA 7/25 (TLB3-B USD) TL 10/27/2031                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    151545 | PA      | $151544.57    | 0.03%             | 2031-10-27      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                   | UBS AG/LONDON 1.250000% 06/01/2026                                              | CUSIP: 902674ZZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |    275000 | PA      | $271365.16    | 0.06%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2025-11 AOMT 2025-11 A2                                | CUSIP: 03466FAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    988089 | PA      | $987768.29    | 0.23%             | 2070-10-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2024-2 VERUS 2024-2 A3                               | CUSIP: 92539UAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    455136 | PA      | $458674.63    | 0.11%             | 2069-02-25      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC                       | DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2017-1A A23                              | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1151500 | PA      | $1143756.05   | 0.26%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC.                                | SCIH SALT HOLDINGS INC. 1/31/2029                                               | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              |  | US        |   1062617 | PA      | $1063148.23   | 0.24%             | 2029-01-31      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Kaman/Ruby/Arxis 2/25 Cov-Lite                         | Kaman/Ruby/Arxis 2/25 Cov-Lite 2/26/2032                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    446894 | PA      | $448149.37    | 0.10%             | 2032-02-26      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2025-D OWNER TRUST TAOT 2025-D A2B                      | CUSIP: 89231GAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380000 | PA      | $379999.01    | 0.09%             | 2028-08-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES 6/24 INCREMENTAL TLB                     | TEAM SERVICES 6/24 INCREMENTAL TLB 20-Dec-27                                    | CUSIP: 87821EAG8<br>LEI: N/A                  | Long             | LON              |  | US        |    213412 | PA      | $212611.52    | 0.05%             | 2027-12-20      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| AIR METHODS WARRANTS 4                                 | AIR METHODS WARRANTS 4 W70783                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2937 | NC      | $540668.29    | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                | BAIN CAPITAL CREDIT CLO 2021-4 LTD BCC 2021-4A A1R                              | CUSIP: 05685AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $374890.50    | 0.09%             | 2034-10-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX TRUST 2025-VOLT BX 2025-VOLT C                                               | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1001250.00   | 0.23%             | 2044-12-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2019-HY2 TPMT 2019-HY2 M2                             | CUSIP: 89177HAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $3012846.60   | 0.69%             | 2058-05-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | AIR METHODS EQUITY E69939 *                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      2388 | NS      | $439603.64    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| LUMEN TECHNOLOGIES INC.                                | LUMEN TECHNOLOGIES INC. 4/15/2030                                               | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              |  | US        |    174554 | PA      | $173375.75    | 0.04%             | 2030-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST TPMT 2023-CES2 A1A                                    | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    510627 | PA      | $517888.62    | 0.12%             | 2063-10-25      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES  | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR9 A7             | CUSIP: 92922FWL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    959023 | PA      | $934697.74    | 0.22%             | 2034-08-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DEAN WITTER CAPITAL I INC               | MORGAN STANLEY MORTGAGE LOAN TRUST 2004-5AR MSM 2004-5AR 3A1                    | CUSIP: 61748HAR2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    157117 | PA      | $155280.69    | 0.04%             | 2034-07-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                                | QUIKRETE HOLDINGS, INC. 2/10/2032                                               | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              |  | US        |    502475 | PA      | $502927.23    | 0.12%             | 2032-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 BRAVO 2021-NQM1 A1                    | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39226 | PA      | $36918.73     | 0.01%             | 2049-02-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| John Bean Technologies /JBT Marel 8/25 Cov-Lite        | John Bean Technologies /JBT Marel 8/25 Cov-Lite 1/2/2032                        | CUSIP: 47783YAQ2<br>LEI: N/A                  | Long             | LON              |  | US        |    308450 | PA      | $307839.27    | 0.07%             | 2032-01-02      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                               | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     44271 | PA      | $39999.13     | 0.01%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| Cognita 7/25 (USD) TL                                  | Cognita 7/25 (USD) TL 10/27/2031                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    348252 | PA      | $348252.19    | 0.08%             | 2031-10-27      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US 5YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         8 | NC      | $878125.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT LNG INVESTMENTS, LLLP                         | FREEPORT LNG INVESTMENTS, LLLP 11/16/2026                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    589974 | PA      | $592186.12    | 0.14%             | 2026-11-16      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| MED COMMERCIAL MORTGAGE TRUST                          | MED COMMERCIAL MORTGAGE TRUST 2024-MOB MED 2024-MOB A                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1494755.85   | 0.34%             | 2041-05-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION, LLC                                   | LBM ACQUISITION, LLC 6/6/2031                                                   | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              |  | US        |    656490 | PA      | $617645.83    | 0.14%             | 2031-06-06      | Floating      | 7.81%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | NFP WEALTH DD UNF S+250 10/12/32                                                | CUSIP: 29409YAF8<br>LEI: N/A                  | Long             | LON              |  | US        |     63362 | PA      | $158.41       | 0.00%             | 2032-10-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HILT MORTGAGE TRUST                                    | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL HILT 2024-ORL B                         | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1000311.40   | 0.23%             | 2037-05-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-1A A                                 | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75289 | PA      | $75739.86     | 0.02%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Services 1/25 TLB                    | GFL Environmental Services 1/25 TLB 3/3/2032                                    | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              |  | US        |    534459 | PA      | $535122.19    | 0.12%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Chobani 10/25 Cov-Lite TLB                             | Chobani 10/25 Cov-Lite TLB 10/22/2032                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    905000 | PA      | $910095.15    | 0.21%             | 2032-10-22      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Bettcher Industries 12/21 Cov-Lite TL                  | Bettcher Industries 12/21 Cov-Lite TL 12/14/2028                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    635651 | PA      | $640418.39    | 0.15%             | 2028-12-14      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 3786 ED                                                  | CUSIP: 3137A5R97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7949 | PA      | $7936.16      | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US 10YR NOTE (CBT)MAR26 FINANCIAL COMMODITY FUTURE.                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -16 | NC      | $-1813500.00  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                    | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1                       | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7130 | PA      | $6971.75      | 0.00%             | 2065-04-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                               | TRINITY RAIL LEASING 2018 LLC TRL 2020-1A A                                     | CUSIP: 89657AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    507463 | PA      | $484879.90    | 0.11%             | 2050-10-17      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                | FIRST STUDENT BIDCO INC 8/15/2030                                               | CUSIP: 33718FAN0<br>LEI: N/A                  | Long             | LON              |  | US        |    693953 | PA      | $694994.01    | 0.16%             | 2030-08-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2025-SFR5 TRUST STAR 2025-SFR5 A                                           | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    179763 | PA      | $180182.84    | 0.04%             | 2042-02-17      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2023-32 BD                                                | CUSIP: 3136BQAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    341733 | PA      | $348444.69    | 0.08%             | 2042-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                 | SOUTH FIELD ENERGY LLC 8/29/2031                                                | CUSIP: 83783XAG1<br>LEI: N/A                  | Long             | LON              |  | US        |    335255 | PA      | $337350.03    | 0.08%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                               | VIRGIN MEDIA BRISTOL LLC 3/31/2031                                              | CUSIP: G9368PBH6<br>LEI: N/A                  | Long             | LON              |  | US        |    350000 | PA      | $343269.50    | 0.08%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Planview 12/24 TL                                      | Planview 12/24 TL 17-Dec-27                                                     | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              |  | US        |     89238 | PA      | $85528.94     | 0.02%             | 2027-12-17      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| WESTGATE RESORTS LLC                                   | WESTGATE RESORTS 2023-1 LLC WESTR 2023-1A B                                     | CUSIP: 96033EAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    698710 | PA      | $708329.15    | 0.16%             | 2037-12-20      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                  | ARROYO MORTGAGE TRUST 2021-1R ARRW 2021-1R A1                                   | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    572392 | PA      | $518208.76    | 0.12%             | 2048-10-25      | Floating      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2023-A B               | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    129147 | PA      | $129314.95    | 0.03%             | 2033-06-15      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                           | IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 IMPRL 2021-NQM3 A1                       | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    111723 | PA      | $97114.96     | 0.02%             | 2056-11-25      | Floating      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD                                      | JAMESTOWN CLO IX LTD JTWN 2016-9A A2R3                                          | CUSIP: 47048JBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000827.00   | 0.23%             | 2034-07-25      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| COLT TRUST                                             | COLT 2020-2R MORTGAGE LOAN TRUST COLT 2020-2R A1                                | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18335 | PA      | $17356.56     | 0.00%             | 2065-10-26      | Floating      | 1.33%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORPORATION                                    | STRYKER CORP 4.550000% 02/10/2027                                               | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151089.18    | 0.03%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                             | MMAF EQUIPMENT FINANCE LLC 2023-A MMAF 2023-A A2                                | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4750 | PA      | $4753.31      | 0.00%             | 2026-11-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 4.300000% 08/12/2027               | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $150565.71    | 0.03%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Concentra Health 3/25                                  | Concentra Health 3/25 7/26/2031                                                 | CUSIP: 20602RAD2<br>LEI: N/A                  | Long             | LON              |  | US        |     64513 | PA      | $64755.24     | 0.01%             | 2031-07-26      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| VFS GLOBAL/SPEED MIDCO 9/25 (USD) COV-LITE TLB         | VFS GLOBAL/SPEED MIDCO 9/25 (USD) COV-LITE TLB 9/23/2032                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    385000 | PA      | $384518.75    | 0.09%             | 2032-09-23      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                              | MFA 2020-NQM1 TRUST MFRA 2020-NQM1 A1                                           | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    217727 | PA      | $211896.62    | 0.05%             | 2065-03-25      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| GWT COMMERCIAL MORTGAGE TRUST                          | GWT 2024-WLF2 GWT 2024-WLF2 B                                                   | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1002542.30   | 0.23%             | 2041-05-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-2R MORTGAGE LOAN TRUST COLT 2021-2R A1                                | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     36621 | PA      | $33229.95     | 0.01%             | 2054-07-27      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                    | BMW US CAPITAL LLC 144A 1.250000% 08/12/2026                                    | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $245332.61    | 0.06%             | 2026-08-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                         | JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027                                    | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151140.22    | 0.03%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1-800 Contacts 1/25 Cov-Lite                           | 1-800 Contacts 1/25 Cov-Lite 11/8/2032                                          | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              |  | US        |    840817 | PA      | $841775.26    | 0.19%             | 2032-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                            | ALLY AUTO RECEIVABLES TRUST 2025-1 ALLYA 2025-1 A2                              | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    205000 | PA      | $205065.70    | 0.05%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                         | TRANSDIGM INC. 2/28/2031                                                        | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              |  | US        |    177772 | PA      | $178023.02    | 0.04%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4753 QV                                                  | CUSIP: 3137FDYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    123334 | PA      | $122917.49    | 0.03%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2023-A FORDO 2023-A A3                             | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     53309 | PA      | $53421.83     | 0.01%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BA MORTGAGE SECURITIES INCORPORATED                    | BANC OF AMERICA MORTGAGE 2004-A TRUST BOAMS 2004-A 2A2                          | CUSIP: 05948XT27<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    343508 | PA      | $338867.38    | 0.08%             | 2034-02-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 01/06/2026                                              | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1447800 | PA      | $1442304.15   | 0.33%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP 5/25 TL                                    | ALERA GROUP 5/25 TL 5/30/2032                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    415000 | PA      | $416556.25    | 0.10%             | 2032-05-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST             | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2020-NNN XAFX          | CUSIP: 46652BBA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12500000 | PA      | $543000.00    | 0.12%             | 2037-01-16      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                | CF HIPPOLYTA ISSUER LLC SORT 2021-1A B1                                         | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1069678 | PA      | $658877.46    | 0.15%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                      | CLARIOS GLOBAL LP 5/6/2030                                                      | CUSIP: C8000CAM5<br>LEI: N/A                  | Long             | LON              |  | US        |    891017 | PA      | $890571.36    | 0.20%             | 2030-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                             | AMSR 2021-SFR3 TRUST AMSR 2021-SFR3 C                                           | CUSIP: 00180UAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $97360.67     | 0.02%             | 2038-10-17      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2025-JDI BX 2025-JDI A                             | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1001248.30   | 0.23%             | 2042-11-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                           | IMPERIAL FUND MORTGAGE TRUST 2021-NQM1 IMPRL 2021-NQM1 A1                       | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    131799 | PA      | $115830.82    | 0.03%             | 2056-06-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS, INC.                            | QXO BUILDING PRODUCTS INC 144A 6.750000% 04/30/2032                             | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140982.66    | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER II L.P                           | HI-FI MUSIC IP ISSUER LP HIFI 2022-1A A2                                        | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |   1100000 | PA      | $1088256.40   | 0.25%             | 2062-02-01      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION 10/25 COV-LITE TLB                         | LIVE NATION 10/25 COV-LITE TLB 10/15/2032                                       | CUSIP: 53803HAY6<br>LEI: N/A                  | Long             | LON              |  | US        |    364394 | PA      | $364393.94    | 0.08%             | 2032-10-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Bending Spoons 2/25 TLB                                | Bending Spoons 2/25 TLB 3/7/2031                                                | CUSIP: 08167PAB2<br>LEI: N/A                  | Long             | LON              |  | US        |    754912 | PA      | $744214.53    | 0.17%             | 2031-03-07      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| Level 3 9/25 Cov-Lite TLB4                             | Level 3 9/25 Cov-Lite TLB4 3/27/2032                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    280000 | PA      | $280350.00    | 0.06%             | 2032-03-27      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                              | OBX 2018-1 TRUST OBX 2018-1 A2                                                  | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    417151 | PA      | $408930.79    | 0.09%             | 2057-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2025-HQA1 STACR 2025-HQA1 M1                      | CUSIP: 35564NGZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    675863 | PA      | $675446.02    | 0.16%             | 2045-02-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 810320                                                       | CUSIP: 31406HG50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    151908 | PA      | $157221.71    | 0.04%             | 2034-04-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC                                 | BLUE STREAM ISSUER LLC BSTRM 2023-1A B                                          | CUSIP: 09606BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $762147.23    | 0.18%             | 2053-05-20      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                   | MEDLINE BORROWER LP 144A 3.875000% 04/01/2029                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121345.05    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                          | BLP COMMERCIAL MORTGAGE TRUST 2023-IND BLP 2023-IND A                           | CUSIP: 055531AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    978530 | PA      | $978529.96    | 0.23%             | 2040-03-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                 | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER CSFB 2004-AR5 6A1            | CUSIP: 22541SJE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    534327 | PA      | $525838.02    | 0.12%             | 2034-06-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                         | DTI HOLDCO INC 4/26/2029                                                        | CUSIP: 23358EAK5<br>LEI: N/A                  | Long             | LON              |  | US        |    307712 | PA      | $286596.63    | 0.07%             | 2029-04-26      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST                 | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-BNC1 SAIL 2004-BNC1 A4              | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    538800 | PA      | $570845.92    | 0.13%             | 2034-09-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                    | FRONTIER ISSUER LLC FYBR 2023-1 B                                               | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $815692.32    | 0.19%             | 2053-08-20      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST            | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2024-1 PFAST 2024-1A A3             | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    231000 | PA      | $231614.09    | 0.05%             | 2030-01-22      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty Group 9/24 TLB                          | Ryan Specialty Group 9/24 TLB 15-Sep-31                                         | CUSIP: 78350UAJ4<br>LEI: N/A                  | Long             | LON              |  | US        |    287522 | PA      | $287582.53    | 0.07%             | 2031-09-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                       | DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 11/16/2027                           | CUSIP: 251526CN7<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    325000 | PA      | $326514.43    | 0.08%             | 2027-11-16      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                               | SCRIPPS ESCROW II INC 144A 3.875000% 01/15/2029                                 | CUSIP: 81105DAA3<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279183.99    | 0.06%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2021-P2 CRVNA 2021-P2 D                          | CUSIP: 14687TAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    540000 | PA      | $525011.87    | 0.12%             | 2028-05-10      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                   | ALIGNED DATA CENTERS ISSUER LLC ADC 2021-1A A2                                  | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1285000 | PA      | $1257895.11   | 0.29%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                 | BEAR STEARNS ARM TRUST 2004-1 BSARM 2004-1 21A1                                 | CUSIP: 07384MK27<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    118597 | PA      | $117668.54    | 0.03%             | 2034-04-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT, INC.                                       | PROOFPOINT, INC. 8/31/2028                                                      | CUSIP: 74345HAG6<br>LEI: N/A                  | Long             | LON              |  | US        |   1066885 | PA      | $1070981.88   | 0.25%             | 2028-08-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                          | FOCUS FINANCIAL PARTNERS LLC 144A 6.750000% 09/15/2031                          | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278954.28    | 0.06%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNA VII, LLC                                           | FNA VII LLC FNH 2023-1A A1                                                      | CUSIP: 30327HAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    334791 | PA      | $336325.39    | 0.08%             | 2038-04-15      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2024-BIO BX 2024-BIO A                                                 | CUSIP: 05612AAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1396000 | PA      | $1392516.28   | 0.32%             | 2041-02-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| LACKAWANNA ENERGY 7/25 TLB                             | LACKAWANNA ENERGY 7/25 TLB 8/5/2032                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     97470 | PA      | $97927.33     | 0.02%             | 2032-08-05      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Charter NEX 10/24                                      | Charter NEX 10/24 29-Nov-30                                                     | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              |  | US        |    632727 | PA      | $635169.70    | 0.15%             | 2030-11-29      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST                             | BANK OF AMERICA AUTO TRUST 2023-2 BAAT 2023-2A A4                               | CUSIP: 06054YAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $254639.15    | 0.06%             | 2029-11-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                   | CROSS 2023-H1 MORTGAGE TRUST CROSS 2023-H1 A1                                   | CUSIP: 22758CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1027516 | PA      | $1033088.51   | 0.24%             | 2068-03-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                   | VERIZON MASTER TRUST SERIES 2025-9 VZMT 2025-9 A1A                              | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    110000 | PA      | $110144.32    | 0.03%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                        | POST ROAD EQUIPMENT FINANCE 2025-1 LLC PREF 2025-1A A2                          | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    383892 | PA      | $386555.92    | 0.09%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                            | ALLY AUTO RECEIVABLES TRUST 2022-3 ALLYA 2022-3 A4                              | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $401508.04    | 0.09%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                    | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-2A D                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    278228 | PA      | $276342.09    | 0.06%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WAYSTAR/NAVICURE 8/25 TLB                              | WAYSTAR/NAVICURE 8/25 TLB 10/22/2029                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    652743 | PA      | $653017.36    | 0.15%             | 2029-10-22      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4479 TA                                                  | CUSIP: 3137BJVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    196557 | PA      | $194131.03    | 0.04%             | 2034-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2017-6 TPMT 2017-6 A1                                 | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     53069 | PA      | $52311.97     | 0.01%             | 2057-10-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1                                  | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    248539 | PA      | $214018.01    | 0.05%             | 2066-10-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA4 STACR 2025-DNA4 M2                      | CUSIP: 35564UBS5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    500000 | PA      | $499981.45    | 0.12%             | 2045-10-25      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EDELMAN FINANCIAL 5/24 2ND LIEN TL                     | EDELMAN FINANCIAL 5/24 2ND LIEN TL 10/6/2028                                    | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              |  | US        |    484221 | PA      | $484100.05    | 0.11%             | 2028-10-06      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                    | BMW US CAPITAL LLC 144A 4.150000% 08/11/2027                                    | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $150364.67    | 0.03%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2024-1 TPMT 2024-1 A1                                 | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    674404 | PA      | $688035.64    | 0.16%             | 2064-03-25      | Floating      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| MDVIP/Mamba Purchaser 8/25 Cov-Lite                    | MDVIP/Mamba Purchaser 8/25 Cov-Lite 10/14/2031                                  | CUSIP: 56150KAH8<br>LEI: N/A                  | Long             | LON              |  | US        |    971232 | PA      | $974145.68    | 0.22%             | 2031-10-14      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST                              | ASHFORD HOSPITALITY TRUST 2018-ASHF AHT1 2018-ASHF B                            | CUSIP: 04410RAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $995108.90    | 0.23%             | 2035-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline 10/25 Cov-Lite TLB                   | Blackfin Pipeline 10/25 Cov-Lite TLB 10/1/2032                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    660070 | PA      | $660347.20    | 0.15%             | 2032-10-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tibco Software/Citrix/Cloud Software 8/25 (2032)       | Tibco Software/Citrix/Cloud Software 8/25 (2032) 8/13/2032                      | CUSIP: 88632NBL3<br>LEI: N/A                  | Long             | LON              |  | US        |    694399 | PA      | $692614.14    | 0.16%             | 2032-08-13      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC               | SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC SRFC 2024-1A B                  | CUSIP: 826935AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    454146 | PA      | $459630.18    | 0.11%             | 2043-01-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                               | BX 2021-MFM1 BX 2021-MFM1 C                                                     | CUSIP: 05608VAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    700000 | PA      | $699579.58    | 0.16%             | 2034-01-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST       | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2025-A A3               | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    275000 | PA      | $276977.14    | 0.06%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AUTOKINITON GROUP/L&W (AGG) 1/24                       | AUTOKINITON GROUP/L&W (AGG) 1/24 4/6/2028                                       | CUSIP: 05278HAC0<br>LEI: N/A                  | Long             | LON              |  | US        |         0 | PA      | $0.06         | 0.00%             | 2028-04-06      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| MILANO ACQUISITION                                     | MILANO ACQUISITION 10/2/2028                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    265000 | PA      | $259700.00    | 0.06%             | 2028-10-02      | Floating      | 12.04%                | No            |                  3 | On Loan: No      |
| GEN II FUND SERVICES 11/24 TLB                         | GEN II FUND SERVICES 11/24 TLB 11/26/2031                                       | CUSIP: 69381MAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    248750 | PA      | $248645.53    | 0.06%             | 2031-11-26      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-2A A1                                | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     99442 | PA      | $100256.71    | 0.02%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2025-7 AOMT 2025-7 A2                                  | CUSIP: 03466TAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1049668 | PA      | $1057087.57   | 0.24%             | 2070-06-25      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD.                                    | WIND RIVER 2022-1 CLO LTD WINDR 2022-1A AR                                      | CUSIP: 97316YAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500432.50    | 0.12%             | 2035-07-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | HYUNDAI CAPITAL AMERICA 144A 4.875000% 06/23/2027                               | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126287.10    | 0.03%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2024-B FORDO 2024-B A3                             | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $505784.10    | 0.12%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A2A                   | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     95000 | PA      | $95190.04     | 0.02%             | 2027-10-20      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| COTIVITI 2/25 INCREMENTAL COV-LITE TL                  | COTIVITI 2/25 INCREMENTAL COV-LITE TL 3/26/2032                                 | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              |  | US        |    245221 | PA      | $235208.35    | 0.05%             | 2032-03-26      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Lonza Group/Lonza Specialty 4/21 (USD) TLB             | Lonza Group/Lonza Specialty 4/21 (USD) TLB 7/3/2028                             | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              |  | US        |    519770 | PA      | $461394.32    | 0.11%             | 2028-07-03      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A2A                                 | CUSIP: 891943AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     36707 | PA      | $36723.41     | 0.01%             | 2027-02-22      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                               | VOYA CLO 2015-3 LTD VOYA 2015-3A A3R4                                           | CUSIP: 92913UBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000145.00   | 0.23%             | 2031-10-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Intrawest/Alterra 7/25 Cov-Lite                        | Intrawest/Alterra 7/25 Cov-Lite 5/31/2030                                       | CUSIP: 46124CAS6<br>LEI: N/A                  | Long             | LON              |  | US        |    193540 | PA      | $193781.88    | 0.04%             | 2030-05-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                 | JOHN DEERE OWNER TRUST 2024-C JDOT 2024-C A2A                                   | CUSIP: 477911AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25167 | PA      | $25187.68     | 0.01%             | 2027-08-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                           | FORD CREDIT AUTO LEASE TRUST 2025-B FORDL 2025-B A2A                            | CUSIP: 34533MAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    390000 | PA      | $390980.27    | 0.09%             | 2028-03-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1                                  | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    166517 | PA      | $141693.17    | 0.03%             | 2066-08-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| 0EDELMAN FINANCIAL 12/24 TL                            | 0EDELMAN FINANCIAL 12/24 TL 4/7/2028                                            | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              |  | US        |    259292 | PA      | $260464.14    | 0.06%             | 2028-04-07      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DATABRICKS 12/24 TL                                    | DATABRICKS 12/24 TL 1/3/2031                                                    | CUSIP: 23803RAB7<br>LEI: N/A                  | Long             | LON              |  | US        |    331967 | PA      | $332797.13    | 0.08%             | 2031-01-03      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Service Logic 2/25 Cov-Lite TLB                        | Service Logic 2/25 Cov-Lite TLB 29-Oct-27                                       | CUSIP: 81759AAH3<br>LEI: N/A                  | Long             | LON              |  | US        |   1160790 | PA      | $1159339.31   | 0.27%             | 2027-10-29      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2024-6 MORTGAGE LOAN TRUST COLT 2024-6 A3                                  | CUSIP: 19688XAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    819871 | PA      | $823461.68    | 0.19%             | 2069-11-25      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2022-HQA1 STACR 2022-HQA1 M1A                     | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    290862 | PA      | $291569.11    | 0.07%             | 2042-03-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY 0.985000% 12/10/2026                                             | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224806.35    | 0.05%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2024-SFR4 TRUST STAR 2024-SFR4 A                                           | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    748345 | PA      | $751125.25    | 0.17%             | 2041-10-17      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries/Howden 6/24 TLB                       | Chart Industries/Howden 6/24 TLB 3/15/2030                                      | CUSIP: 16115EAT4<br>LEI: N/A                  | Long             | LON              |  | US        |    387198 | PA      | $388409.61    | 0.09%             | 2030-03-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                     | AMERICAN HONDA FINANCE CORP MTN 2.300000% 09/09/2026                            | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345418.15    | 0.08%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NFP WEALTH 10/25 TL                                    | NFP WEALTH 10/25 TL 10/8/2032                                                   | CUSIP: 16825PAB9<br>LEI: N/A                  | Long             | LON              |  | US        |    426638 | PA      | $427704.53    | 0.10%             | 2032-10-30      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                         | SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA SWCH 2025-DATA B                       | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $991885.30    | 0.23%             | 2042-02-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC                                        | CLI FUNDING VIII LLC CLIF 2022-1A B                                             | CUSIP: 12565KAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    246528 | PA      | $226155.13    | 0.05%             | 2047-01-18      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                   | INEOS US FINANCE LLC 2/18/2030                                                  | CUSIP: G4768PAN1<br>LEI: N/A                  | Long             | LON              |  | US        |    194556 | PA      | $163913.30    | 0.04%             | 2030-02-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| TMK HAWK PARENT, CORP.                                 | TMK HAWK PARENT, CORP. 12/15/2031                                               | CUSIP: 87258WAW5<br>LEI: N/A                  | Long             | LON              |  | US        |     19254 | PA      | $19254.01     | 0.00%             | 2031-12-15      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| AIR METHODS WARRANTS 3                                 | AIR METHODS WARRANTS 3 W70782                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3049 | NC      | $561286.22    | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| ELARA HGV TIMESHARE                                    | ELARA HGV TIMESHARE ISSUER 2025-A LLC EHGVT 2025-A A                            | CUSIP: 28416VAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    909623 | PA      | $911375.82    | 0.21%             | 2040-01-25      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                            | VOLKSWAGEN AUTO LEASE TRUST 2025-A VWALT 2025-A A2A                             | CUSIP: 92868WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $225722.30    | 0.05%             | 2027-12-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| OID-OL INTERMEDIATE I 5/25 TL2                         | OID-OL INTERMEDIATE I 5/25 TL2 2/1/2029                                         | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              |  | US        |    928542 | PA      | $790087.28    | 0.18%             | 2029-02-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1B                     | CUSIP: 35564KT66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1041701.60   | 0.24%             | 2043-04-25      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| Hightower 7/25 Cov-Lit                                 | Hightower 7/25 Cov-Lit 2/3/2032                                                 | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              |  | US        |    905989 | PA      | $904856.59    | 0.21%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LIMITED 8/25 COV-LITE TLB              | TURQUOISE TOPCO LIMITED 8/25 COV-LITE TLB 8/13/2032                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    666219 | PA      | $657058.96    | 0.15%             | 2032-08-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION        | GRANITE EDVANCE CORP NHHEL 2020-1 A1B                                           | CUSIP: 644622AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    359823 | PA      | $362751.65    | 0.08%             | 2060-09-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2025-B TLOT 2025-B A2A                                 | CUSIP: 89240NAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    110000 | PA      | $109977.31    | 0.03%             | 2028-05-22      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED          | MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERIES MLMI 2005-A4 1A              | CUSIP: 59020UXH3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225866 | PA      | $98473.83     | 0.02%             | 2035-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                              | DRIVEN BRANDS FUNDING LLC HONK 2020-2A A2                                       | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    464636 | PA      | $449259.99    | 0.10%             | 2051-01-20      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| CFMT TRUST                                             | CFMT 2021-AL1 LLC CFMT 2021-AL1 B                                               | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19179 | PA      | $19119.35     | 0.00%             | 2031-09-22      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD               | CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-1 LTD CGMS 2016-1A A1R3               | CUSIP: 14312HBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499754.50    | 0.12%             | 2034-04-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                   | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-1 PILOT 2024-1A A3                    | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    650000 | PA      | $652413.39    | 0.15%             | 2027-11-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS, INC.                               | RADIOLOGY PARTNERS INC 144A 8.500000% 07/15/2032                                | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259687.50    | 0.06%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN FA3649                                                       | CUSIP: 3140W4BT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    575000 | PA      | $566109.08    | 0.13%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                 | VB-S1 ISSUER LLC - VBTEL VBTEL 2022-1A C2I                                      | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    280000 | PA      | $272776.78    | 0.06%             | 2052-02-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-47 HA                         | CUSIP: 38385DC79<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    479142 | PA      | $481115.67    | 0.11%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE 12/24 TLB                                       | MCAFEE 12/24 TLB 3/1/2029                                                       | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              |  | US        |    277900 | PA      | $256115.42    | 0.06%             | 2029-03-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                               | NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD NEUB 2017-25A AR2                     | CUSIP: 64131JAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450693.00    | 0.10%             | 2038-07-18      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2024-7 VERUS 2024-7 A3                               | CUSIP: 924925AE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    393526 | PA      | $392988.37    | 0.09%             | 2069-09-25      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BA MORTGAGE SECURITIES INCORPORATED                    | BANC OF AMERICA MORTGAGE 2003-K TRUST BOAMS 2003-K 2A1                          | CUSIP: 05948XZG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380831 | PA      | $373216.34    | 0.09%             | 2033-12-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Sebia/Argent Finco 11/25 Cov-Lite TLB                  | Sebia/Argent Finco 11/25 Cov-Lite TLB 11/19/2032                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    350000 | PA      | $350875.00    | 0.08%             | 2032-11-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE, NATIONAL ASSOCIATION                      | CAPITAL ONE NA 3.450000% 07/27/2026                                             | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248897.68    | 0.06%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 CAS 2023-R05 1M1                   | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1112666 | PA      | $1121891.75   | 0.26%             | 2043-06-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS, LLC                         | WHITE CAP SUPPLY HOLDINGS, LLC 10/19/2029                                       | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              |  | US        |    447739 | PA      | $448875.96    | 0.10%             | 2029-10-19      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL EQUIP FINANCE LLC                           | COMMERCIAL EQUIPMENT FINANCE 2025-1 LLC CEFI 2025-1A A                          | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    974028 | PA      | $976714.69    | 0.22%             | 2031-05-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                          | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-1 VFET 2025-1A A1                     | CUSIP: 92887TAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     20459 | PA      | $20463.40     | 0.00%             | 2026-03-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| ADVANCION SCIENCES, INC.                               | ADVANCION SCIENCES INC 144A 9.250000% 11/01/2026                                | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1041445 | PA      | $908660.76    | 0.21%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                   | DTE ELECTRIC CO 4.250000% 05/14/2027                                            | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80555.23     | 0.02%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WRIGHT EXPRESS 11/24 COV-LITE TLB                      | WRIGHT EXPRESS 11/24 COV-LITE TLB 31-Mar-28                                     | CUSIP: 96208UAW1<br>LEI: N/A                  | Long             | LON              |  | US        |    186337 | PA      | $186609.13    | 0.04%             | 2028-03-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TELENET 1/20 (USD) AR TL                               | TELENET 1/20 (USD) AR TL 4/30/2028                                              | CUSIP: B9000TBJ3<br>LEI: N/A                  | Long             | LON              |  | US        |    496538 | PA      | $495739.00    | 0.11%             | 2028-04-30      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A2A                                 | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     76629 | PA      | $76810.31     | 0.02%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                            | CAESARS ENTERTAINMENT INC 144A 7.000000% 02/15/2030                             | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310560.90    | 0.07%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                   | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                  | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30156 | PA      | $30480.10     | 0.01%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                    | FRONTIER ISSUER LLC FYBR 2023-1 A2                                              | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $505807.10    | 0.12%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC                                      | SONIC CAPITAL LLC SONIC 2020-1A A2I                                             | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    947500 | PA      | $935255.16    | 0.22%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2025-R04 CAS 2025-R04 1M1                   | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    212488 | PA      | $214174.94    | 0.05%             | 2045-05-25      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MADISON IAQ LLC                                        | MADISON IAQ LLC 6/21/2028                                                       | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              |  | US        |    696373 | PA      | $698503.96    | 0.16%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| INFOBLOX 4/24 2ND LIEN TL                              | INFOBLOX 4/24 2ND LIEN TL 29-Nov-30                                             | CUSIP: 24780DAH0<br>LEI: N/A                  | Long             | LON              |  | US        |    277200 | PA      | $273272.07    | 0.06%             | 2030-11-29      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LIMITED PARTNERSHIP                 | ONTARIO GAMING GTA LIMITED PARTNERSHIP 8/1/2030                                 | CUSIP: C6907UAB7<br>LEI: N/A                  | Long             | LON              |  | US        |    815868 | PA      | $760021.72    | 0.17%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2025-C FORDO 2025-C A2A                            | CUSIP: 34535LAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    260000 | PA      | $260167.31    | 0.06%             | 2028-08-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2024-B HART 2024-B A3                            | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $252321.08    | 0.06%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A             | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2025-1 A1                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |     90000 | PA      | $91276.34     | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRODIGY FINANCE LTD                                    | PRODIGY FINANCE CM2021-1 DAC PRDGY 2021-1A A                                    | CUSIP: 742855AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | IE        |    348507 | PA      | $347633.20    | 0.08%             | 2051-07-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| ARAMARK INTERMEDIATE HOLDCO CORPORATION                | ARAMARK INTERMEDIATE HOLDCO CORPORATION 6/22/2030                               | CUSIP: 03852JAV3<br>LEI: N/A                  | Long             | LON              |  | US        |    879935 | PA      | $881536.35    | 0.20%             | 2030-06-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-88 WC                         | CUSIP: 38378TL99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    263198 | PA      | $257202.33    | 0.06%             | 2041-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN AA3518                                                       | CUSIP: 31416L4C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129691 | PA      | $133882.34    | 0.03%             | 2037-05-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2023-HQA2 STACR 2023-HQA2 M1A                     | CUSIP: 35564K2F5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    227894 | PA      | $228565.99    | 0.05%             | 2043-06-25      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                | DUKE ENERGY CORP 5.000000% 12/08/2025                                           | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250023.86    | 0.06%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                  | SBNA AUTO LEASE TRUST 2024-B SBALT 2024-B A3                                    | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    314110 | PA      | $315833.13    | 0.07%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                       | PREGIS TOPCO LLC 2/1/2029                                                       | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              |  | US        |    848698 | PA      | $852415.00    | 0.20%             | 2029-02-01      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST       | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2024-A A4               | CUSIP: 981946AE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    275000 | PA      | $278147.27    | 0.06%             | 2029-09-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST HAROT 2023-3 A3                       | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    140789 | PA      | $141832.62    | 0.03%             | 2028-02-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                           | IMPERIAL FUND MORTGAGE TRUST 2022-NQM5 IMPRL 2022-NQM5 A3                       | CUSIP: 45276QAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    263757 | PA      | $263269.15    | 0.06%             | 2067-08-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER/SURGERY PARTNERS 8/25 TLB               | SURGERY CENTER/SURGERY PARTNERS 8/25 TLB 12/19/2030                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    651150 | PA      | $652341.15    | 0.15%             | 2030-12-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 A1                               | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     98944 | PA      | $84502.52     | 0.02%             | 2066-07-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                    | BANC OF AMERICA FUNDING 2006-I TRUST BAFC 2006-I 1A1                            | CUSIP: 05951VAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    614796 | PA      | $607055.92    | 0.14%             | 2036-12-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST           | WELLS FARGO MORTGAGE BACKED SECURITIES 2004-U TRUS WFMBS 2004-U A1              | CUSIP: 949803AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    355774 | PA      | $351460.21    | 0.08%             | 2034-10-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING MTN 1.300000% 07/12/2026                | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196653.68    | 0.05%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2025-B ARIFL 2025-B A2                                    | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100581.38    | 0.02%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                        | VANTAGE DATA CENTERS LLC VDC 2020-2A A2                                         | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $712416.23    | 0.16%             | 2045-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                | BAIN CAPITAL CREDIT CLO 2019-2 BCC 2019-2A AR3                                  | CUSIP: 05682LBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    423342 | PA      | $422554.34    | 0.10%             | 2032-10-17      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Summit Companies 9/25 Cov-Lite TL                      | Summit Companies 9/25 Cov-Lite TL 9/10/2032                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    381613 | PA      | $383284.36    | 0.09%             | 2032-09-10      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                    | SOUTHWESTERN ELECTRIC POWER CO 1.650000% 03/15/2026                             | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173739.09    | 0.04%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                   | NAVIENT STUDENT LOAN TRUST NAVSL 2023-BA A1A                                    | CUSIP: 63942TAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    324960 | PA      | $336743.13    | 0.08%             | 2072-03-15      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2               | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    294320 | PA      | $284498.80    | 0.07%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                               | NEUBERGER BERMAN CLO XVI-S LTD NEUB 2017-16SA A1R2                              | CUSIP: 64131TAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249799.50    | 0.06%             | 2039-04-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                     | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 CHASE 2007-A2 2A3                   | CUSIP: 16163LAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    157271 | PA      | $157931.43    | 0.04%             | 2035-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST                        | FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST 2024-FBLU FMBT 2024-FBLU A             | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1001244.50   | 0.23%             | 2039-12-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2025-A ARIFL 2025-A A2                                    | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100264.77    | 0.02%             | 2034-01-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                    | NISSAN AUTO RECEIVABLES 2023-B OWNER TRUST NAROT 2023-B A3                      | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    161517 | PA      | $162713.52    | 0.04%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                  | GEORGIA POWER CO VARIABLE RATE 09/15/2026                                       | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274998.81    | 0.06%             | 2026-09-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| HERSCHEND/HARLEM 5/25 COV-LITE TLB                     | HERSCHEND/HARLEM 5/25 COV-LITE TLB 5/27/2032                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    314212 | PA      | $315359.38    | 0.07%             | 2032-05-27      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2025-R06 CAS 2025-R06 1A1                   | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    807011 | PA      | $807043.02    | 0.19%             | 2045-09-25      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Freeport LNG 1/25 TLB                                  | Freeport LNG 1/25 TLB 21-Dec-28                                                 | CUSIP: 35670CAC2<br>LEI: N/A                  | Long             | LON              |  | US        |     88735 | PA      | $88956.70     | 0.02%             | 2028-12-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| DATASITE 6/24 (USD) TLB                                | DATASITE 6/24 (USD) TLB 3-Jul-31                                                | CUSIP: 59012CAL9<br>LEI: N/A                  | Long             | LON              |  | US        |    805506 | PA      | $806513.13    | 0.19%             | 2031-07-03      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                        | ALLEGRO CLO VII LTD ALLEG 2018-1A D                                             | CUSIP: 01750CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399491.20    | 0.09%             | 2031-06-13      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| AlixPartners 7/25 (USD                                 | AlixPartners 7/25 (USD 8/12/2032                                                | CUSIP: 01642PBE5<br>LEI: N/A                  | Long             | LON              |  | US        |    947302 | PA      | $946003.92    | 0.22%             | 2032-08-12      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                 | VB-S1 ISSUER LLC - VBTEL VBTEL 2022-1A D                                        | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $98648.54     | 0.02%             | 2052-02-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| DATABANK ISSUER, LLC                                   | DATABANK ISSUER COLO 2021-1A A2                                                 | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1290193.06   | 0.30%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE, INC.                          | GLOBAL MEDICAL RESPONSE INC 144A 7.375000% 10/01/2032                           | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263400.18    | 0.06%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING                     | GRACIE POINT INTERNATIONAL FUNDING 2023-2 GPIF 2023-2A A                        | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    161650 | PA      | $161898.51    | 0.04%             | 2027-03-01      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED          | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A5              | CUSIP: 59020USM8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    188100 | PA      | $179771.30    | 0.04%             | 2035-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST                         | WMRK COMMERCIAL MORTGAGE TRUST 2022-WMRK WMRK 2022-WMRK A                       | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1211521 | PA      | $1213051.55   | 0.28%             | 2027-11-15      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WINGSTOP FUNDING                                       | WINGSTOP FUNDING LLC WSTOP 2020-1A A2                                           | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1477500 | PA      | $1427278.59   | 0.33%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| ARUBA INVESTMENTS HOLDINGS, LLC                        | ARUBA INVESTMENTS HOLDINGS, LLC 11/24/2028                                      | CUSIP: 04317JAF5<br>LEI: N/A                  | Long             | LON              |  | US        |     73830 | PA      | $66447.39     | 0.02%             | 2028-11-24      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG/STAMFORD CT 4.864000% 01/10/2028                                         | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $252068.18    | 0.06%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4166 PV                                                  | CUSIP: 3137AYD32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    344435 | PA      | $341594.59    | 0.08%             | 2037-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 CAS 2022-R04 1M1                   | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480380 | PA      | $484291.02    | 0.11%             | 2042-03-25      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-IA A1B              | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    632476 | PA      | $628646.51    | 0.14%             | 2069-04-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2024-VLT4 BX 2024-VLT4 B                                               | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1670000 | PA      | $1662184.57   | 0.38%             | 2041-06-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                 | CHESAPEAKE FUNDING II LLC CFII 2023-1A A1                                       | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |     58269 | PA      | $58600.23     | 0.01%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                     | A&D MORTGAGE TRUST 2025-NQM2 ADMT 2025-NQM2 A1                                  | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1426950 | PA      | $1438464.78   | 0.33%             | 2070-06-25      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE CQP 12/24                                   | BLACKSTONE CQP 12/24 31-Dec-30                                                  | CUSIP: 12657QAE3<br>LEI: N/A                  | Long             | LON              |  | US        |    201052 | PA      | $201528.92    | 0.05%             | 2030-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC                                  | NEIGHBORLY ISSUER 2023-1 NBLY 2023-1A A2                                        | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    972500 | PA      | $985724.25    | 0.23%             | 2053-01-30      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| BA MORTGAGE SECURITIES INCORPORATED                    | BANC OF AMERICA MORTGAGE 2004-D TRUST BOAMS 2004-D 2A1                          | CUSIP: 05949ADF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113238 | PA      | $109956.85    | 0.03%             | 2034-05-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST                                            | VISIO 2020-1R TRUST VISIO 2020-1R A2                                            | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    136791 | PA      | $132203.20    | 0.03%             | 2055-11-25      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES  | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR7 A7             | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    326532 | PA      | $319553.38    | 0.07%             | 2033-08-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                           | FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A3                             | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     58632 | PA      | $58742.51     | 0.01%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                               | TRICON RESIDENTIAL 2025-SFR1 TRUST TCN 2025-SFR1 C                              | CUSIP: 895974AC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1001521.50   | 0.23%             | 2042-03-17      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Amspec Parent 6/25 Cov-Lite                            | Amspec Parent 6/25 Cov-Lite 12/22/2031                                          | CUSIP: 03218AAE9<br>LEI: N/A                  | Long             | LON              |  | US        |    259350 | PA      | $259565.26    | 0.06%             | 2031-12-22      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                           | HILTON GRAND VACATIONS TRUST 2023-1 HGVT 2023-1A C                              | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    518809 | PA      | $536147.66    | 0.12%             | 2038-01-25      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS, INC.                             | TEAM HEALTH HOLDINGS, INC. 6/30/2028                                            | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              |  | US        |    738338 | PA      | $739053.69    | 0.17%             | 2028-06-30      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| IVANTI SECURITY HOLDINGS                               | IVANTI SECURITY HOLDINGS 6/1/2029                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    448875 | PA      | $463836.00    | 0.11%             | 2029-06-01      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                          | COMMONBOND STUDENT LOAN TRUST 2017-A-GS CBSLT 2017-AGS A2                       | CUSIP: 20267VAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1085663 | PA      | $1074971.78   | 0.25%             | 2041-05-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| PARADOCS/ALTER DOMUS 10/25 (USD) COV-LITE TLB          | PARADOCS/ALTER DOMUS 10/25 (USD) COV-LITE TLB 10/30/2031                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    450261 | PA      | $451498.88    | 0.10%             | 2031-10-30      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SUPPORT SERVICES LLC                        | UNIVERSITY SUPPORT SERVICES LLC 2/10/2029                                       | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              |  | US        |    269926 | PA      | $264022.35    | 0.06%             | 2029-02-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                 | BEAR STEARNS ARM TRUST 2004-3 BSARM 2004-3 2A                                   | CUSIP: 07384MQ88<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    402783 | PA      | $379161.36    | 0.09%             | 2034-07-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A A1S                     | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    963858 | PA      | $946959.91    | 0.22%             | 2048-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| LIFE TIME FITNESS 8/25 COV-LITE TL                     | LIFE TIME FITNESS 8/25 COV-LITE TL 11/5/2031                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    399000 | PA      | $399650.37    | 0.09%             | 2031-11-05      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2025-R02 CAS 2025-R02 1A1                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    481744 | PA      | $482544.69    | 0.11%             | 2045-02-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS, INC.                             | PRETIUM PKG HOLDINGS, INC. 10/2/2028                                            | CUSIP: 74142KAK5<br>LEI: N/A                  | Long             | LON              |  | US        |    485075 | PA      | $155917.53    | 0.04%             | 2028-10-02      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                      | BATTALION CLO XIV LTD BATLN 2019-14A AR2                                        | CUSIP: 07090ABA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.23%             | 2035-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                           | ACRISURE LLC 6/4/2032                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    723188 | PA      | $722399.23    | 0.17%             | 2032-06-20      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                | GSR MORTGAGE LOAN TRUST 2005-AR2 GSR 2005-AR2 1A2                               | CUSIP: 36242DH55<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    104047 | PA      | $91003.98     | 0.02%             | 2035-04-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    188921 | PA      | $188803.40    | 0.04%             | 2036-09-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC                                        | CLI FUNDING VIII LLC CLIF 2021-1A B                                             | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    387486 | PA      | $359970.05    | 0.08%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORP MTN 3.500000% 04/19/2026                                   | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199564.19    | 0.05%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flow Control Group/FCG 1/25 Cov-lite                   | Flow Control Group/FCG 1/25 Cov-lite 3/31/2028                                  | CUSIP: 30260UAK1<br>LEI: N/A                  | Long             | LON              |  | US        |    782280 | PA      | $784220.44    | 0.18%             | 2028-03-31      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                | MF1 2022-FL8 LTD MF1 2022-FL8 A                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    162336 | PA      | $162335.69    | 0.04%             | 2037-02-19      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| R&R Ice Cream/Froneri 9/24 (USD) TL                    | R&R Ice Cream/Froneri 9/24 (USD) TL 9/30/2031                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              |  | US        |    725028 | PA      | $721562.21    | 0.17%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                     | A&D MORTGAGE TRUST 2025-NQM4 ADMT 2025-NQM4 A1                                  | CUSIP: 002941AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1091549 | PA      | $1091969.70   | 0.25%             | 2070-10-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CPI Holdco/Creative Planning 10/25 Add-on TL           | CPI Holdco/Creative Planning 10/25 Add-on TL 5/17/2031                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    215000 | PA      | $215068.80    | 0.05%             | 2031-05-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OBERTHUR/IDEMIA 1/24 B5 (USD) TLB                      | OBERTHUR/IDEMIA 1/24 B5 (USD) TLB 9/30/2028                                     | CUSIP: F4939DAD5<br>LEI: N/A                  | Long             | LON              |  | US        |    566750 | PA      | $566987.54    | 0.13%             | 2028-09-30      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Usalco 7/25 Delayed TL                                 | Usalco 7/25 Delayed TL 9/30/2031                                                | CUSIP: 91732NAP8<br>LEI: N/A                  | Long             | LON              |  | US        |     18809 | PA      | $18854.89     | 0.00%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                  | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC BVCLN 2025-EDU1 A             | CUSIP: 07337GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    952468 | PA      | $955810.18    | 0.22%             | 2048-07-27      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS, INC.                             | TEAM HEALTH HOLDINGS INC 144A 8.375000% 06/30/2028                              | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252096.75    | 0.06%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 MBART 2022-1 A3                     | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    109891 | PA      | $110240.93    | 0.03%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ARUBA INVESTMENTS HOLDINGS, LLC                        | ARUBA INVESTMENTS HOLDINGS, LLC 11/24/2027                                      | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              |  | US        |     49231 | PA      | $46178.44     | 0.01%             | 2027-11-24      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Ranpak/Ranger Packaging 12/24 Dutch facility TL        | Ranpak/Ranger Packaging 12/24 Dutch facility TL 19-Dec-31                       | CUSIP: 75321EAP8<br>LEI: N/A                  | Long             | LON              |  | US        |    120644 | PA      | $120342.37    | 0.03%             | 2031-12-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| RESONETICS 7/25 COV-LITE TLB                           | RESONETICS 7/25 COV-LITE TLB 6/18/2031                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    300000 | PA      | $300228.00    | 0.07%             | 2031-06-18      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                            | OCCU AUTO RECEIVABLES TRUST 2025-1 OCCU 2025-1A A3                              | CUSIP: 67098SAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1764559.13   | 0.41%             | 2029-11-15      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT BX 2025-BCAT A                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    718714 | PA      | $718713.49    | 0.17%             | 2042-08-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GRAY TELEVISION 5/24 TLB                               | GRAY TELEVISION 5/24 TLB 6/4/2029                                               | CUSIP: 389376BC7<br>LEI: N/A                  | Long             | LON              |  | US        |      5200 | PA      | $5194.59      | 0.00%             | 2029-06-04      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                   | LHOME MORTGAGE TRUST 2025-RTL2 LHOME 2025-RTL2 A1                               | CUSIP: 50206RAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1006383.30   | 0.23%             | 2040-04-25      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2                             | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    339628 | PA      | $342176.61    | 0.08%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| COBHAM ULTRA SENIORCO S.A R.L.                         | COBHAM ULTRA SENIORCO S.A R.L. 8/3/2029                                         | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              |  | US        |    744293 | PA      | $746555.94    | 0.17%             | 2029-08-03      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                     | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 EFMT 2020-2 A1                        | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    238771 | PA      | $226290.64    | 0.05%             | 2065-10-25      | Floating      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                    | APPLIED SYSTEMS INC 2/24/2031                                                   | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              |  | US        |    857647 | PA      | $860545.88    | 0.20%             | 2031-02-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD.                                     | BELLEMEADE RE 2023-1 LTD BMIR 2023-1 M1A                                        | CUSIP: 07876XAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |    446003 | PA      | $447267.28    | 0.10%             | 2033-10-25      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2022-2 CARMX 2022-2 C                                   | CUSIP: 14317HAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $748972.65    | 0.17%             | 2027-12-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                | CARS-DB5 LP CAUTO 2021-1A A3                                                    | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    985625 | PA      | $960212.72    | 0.22%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| VISIO TRUST                                            | VISIO 2021-1R TRUST VISIO 2021-1R A1                                            | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    539734 | PA      | $503938.80    | 0.12%             | 2056-05-25      | Fixed         | 1.28%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1A                     | CUSIP: 35564KX79<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    839486 | PA      | $860796.78    | 0.20%             | 2043-05-25      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| BFLD TRUST                                             | BFLD TRUST 2025-EWEST BFLD 2025-EWEST A                                         | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501322.60    | 0.12%             | 2042-06-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS LLC                           | ALLIANCE LAUNDRY SYSTEMS LLC 8/19/2031                                          | CUSIP: 01862LBA5<br>LEI: N/A                  | Long             | LON              |  | US        |    513254 | PA      | $514111.48    | 0.12%             | 2031-08-19      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                           | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 IMPRL 2021-NQM2 A1                       | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    107656 | PA      | $91685.57     | 0.02%             | 2056-09-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2024-HQA1 STACR 2024-HQA1 M2                      | CUSIP: 35564NCA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    250000 | PA      | $251927.78    | 0.06%             | 2044-03-25      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| EW SCRIPPS 4/25                                        | EW SCRIPPS 4/25 6/30/2028                                                       | CUSIP: 26928BAQ2<br>LEI: N/A                  | Long             | LON              |  | US        |    342896 | PA      | $346469.20    | 0.08%             | 2028-06-30      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)             | COOPERATIEVE RABOBANK UA/NY 4.372000% 05/27/2027                                | CUSIP: 21688ABM3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    250000 | PA      | $252050.35    | 0.06%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 793029                                                       | CUSIP: 31405MA64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29912 | PA      | $30732.50     | 0.01%             | 2034-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CALPINE 1/24 B5 TL                                     | CALPINE 1/24 B5 TL 2/15/2032                                                    | CUSIP: 13134MBX0<br>LEI: N/A                  | Long             | LON              |  | US        |    750000 | PA      | $749415.00    | 0.17%             | 2032-02-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING, LLC                         | TERRAFORM POWER OPERATING, LLC 5/21/2029                                        | CUSIP: 88103NAL4<br>LEI: N/A                  | Long             | LON              |  | US        |    388045 | PA      | $387075.00    | 0.09%             | 2029-05-21      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                | ATHENAHEALTH GROUP INC. 2/15/2029                                               | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              |  | US        |   1039229 | PA      | $1037066.95   | 0.24%             | 2029-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST                        | RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 B2                           | CUSIP: 76119NAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $504152.25    | 0.12%             | 2059-09-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2024-HQA2 STACR 2024-HQA2 A1                      | CUSIP: 35564NDY6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    425000 | PA      | $427261.78    | 0.10%             | 2044-08-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                              | KUBOTA CREDIT OWNER TRUST 2025-2 KCOT 2025-2A A1                                | CUSIP: 50117LAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    119611 | PA      | $119717.94    | 0.03%             | 2026-07-15      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                             | MADISON PARK FUNDING XXIV LTD MDPK 2016-24A BR2                                 | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1170646 | PA      | $1171510.24   | 0.27%             | 2029-10-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC MSCR TRUST MN12 MSCR 2025-MN12 M1                                   | CUSIP: 355913AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1000006.00   | 0.23%             | 2045-11-25      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-HX1 MORTGAGE LOAN TRUST COLT 2021-HX1 A1                              | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    256432 | PA      | $222984.80    | 0.05%             | 2066-10-25      | Floating      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTNERS LLC                        | TRAVERSE MIDSTREAM PARTNERS LLC 2/16/2028                                       | CUSIP: 89435TAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    513698 | PA      | $514663.56    | 0.12%             | 2028-02-16      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-1RMORTGAGE PASS-THROUGH CERTIFICATES COLT 2021-1R A1                  | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     67683 | PA      | $61911.10     | 0.01%             | 2065-05-25      | Floating      | 0.86%                 | Yes           |                  2 | On Loan: No      |
| MISSOURI HIGHER ED LN AUTH STUDENT LN REV              | MISSOURI HIGHER EDUCATION LOAN AUTHORITY MHELA 2021-2 A1B                       | CUSIP: 606072LG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1325844 | PA      | $1291697.41   | 0.30%             | 2061-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| RIN LTD                                                | RIN II LTD RIN 2019-1A AR                                                       | CUSIP: 76676CAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003741.30   | 0.23%             | 2038-01-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VFI ABS LLC                                            | VFI ABS 2023-1 LLC VFI 2023-1A A                                                | CUSIP: 92555QAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6011 | PA      | $6027.74      | 0.00%             | 2029-03-26      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST               | GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE GSMS 2020-DUNE B                    | CUSIP: 36258BAL2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    461000 | PA      | $458957.17    | 0.11%             | 2036-12-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| US LUMBER/SPECIALTY BUILDING 10/21 COV-LITE            | US LUMBER/SPECIALTY BUILDING 10/21 COV-LITE 15-Oct-28                           | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              |  | US        |    154111 | PA      | $148332.23    | 0.03%             | 2028-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| OSMOSIS BUYER LIMITED                                  | OSMOSIS BUYER LIMITED 7/31/2028                                                 | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              |  | US        |   1231862 | PA      | $1234892.42   | 0.28%             | 2028-07-31      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ARSENAL WGH/WCG 2/25 COV-LITE TL                       | ARSENAL WGH/WCG 2/25 COV-LITE TL 2/25/2032                                      | CUSIP: 23343FAE4<br>LEI: N/A                  | Long             | LON              |  | US        |    319653 | PA      | $320055.44    | 0.07%             | 2032-02-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| SLM PRIVATE CREDIT STUDENT LOAN TRUST                  | SLM PRIVATE CREDIT STUDENT LOAN TRUST 2006-B SLMA 2006-B A5                     | CUSIP: 78443CCU6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1776078 | PA      | $1736175.61   | 0.40%             | 2039-12-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CCC INFORMATION                                        | CCC INFORMATION 1/23/2032                                                       | CUSIP: 12511BAC6<br>LEI: N/A                  | Long             | LON              |  | US        |    866507 | PA      | $869392.41    | 0.20%             | 2032-01-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT FUNDING LLC COLT 2021-3R A1                                                | CUSIP: 19688DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     51842 | PA      | $47951.58     | 0.01%             | 2064-12-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                    | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  19450981 | NS      | $19450981.12  | 4.48%             |  |  |  | No            |                  1 | On Loan: No      |
| KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV      | KENTUCKY HIGHER EDUCATION STUDENT LOAN CORP KHESL 2020-1 A1B                    | CUSIP: 49130NEZ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    943316 | PA      | $942340.61    | 0.22%             | 2050-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| WR GRACE 8/25 COV-LITE TLB                             | WR GRACE 8/25 COV-LITE TLB 8/19/2032                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    176667 | PA      | $175894.64    | 0.04%             | 2032-08-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| KAMAN/RUBY/ARXIS 1/25 DELAYED TL                       | KAMAN/RUBY/ARXIS 1/25 DELAYED TL 2/26/2032                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4047 | PA      | $4058.71      | 0.00%             | 2032-02-26      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A3                                  | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1384541 | PA      | $1394094.92   | 0.32%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DUNKIN BRANDS                                          | DB MASTER FINANCE LLC DNKN 2021-1A A2I                                          | CUSIP: 233046AN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    667200 | PA      | $652541.35    | 0.15%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-5 NRZT 2017-5A A1                      | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    603008 | PA      | $610509.50    | 0.14%             | 2057-06-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST HAROT 2024-4 A2                       | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     94273 | PA      | $94364.89     | 0.02%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN AE0825                                                       | CUSIP: 31419A4K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    139425 | PA      | $147244.40    | 0.03%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 879906                                                       | CUSIP: 31409VR39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49576 | PA      | $50844.72     | 0.01%             | 2033-10-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING LLC                               | STORE MASTER FUNDING I-VII XIV XIX XX STR 2021-1A A1                            | CUSIP: 86190BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    733437 | PA      | $684127.97    | 0.16%             | 2051-06-20      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                              | KUBOTA CREDIT OWNER TRUST 2024-1 KCOT 2024-1A A2                                | CUSIP: 50117BAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     28489 | PA      | $28531.03     | 0.01%             | 2027-01-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BROOK & WHITTLE 8/25 TLA                               | BROOK & WHITTLE 8/25 TLA 12/14/2030                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    193732 | PA      | $197001.92    | 0.05%             | 2030-12-14      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO, LTD.                                | KKR CLO 21 LTD KKR 21 A                                                         | CUSIP: 48252KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    165570 | PA      | $165546.20    | 0.04%             | 2031-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                         | DIAMOND INFRASTRUCTURE FUNDING LLC DNFRA 2021-1A B                              | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $194158.56    | 0.04%             | 2049-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| REGATTA FUNDING LTD                                    | REGATTA XXII FUNDING LTD REG22 2022-2A BR                                       | CUSIP: 758968AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000392.00   | 0.23%             | 2035-07-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA4 STACR 2025-DNA4 A1                      | CUSIP: 35564UBQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    962500 | PA      | $962494.71    | 0.22%             | 2045-10-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                               | VIRGIN MEDIA BRISTOL LLC 1/31/2028                                              | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              |  | US        |     40709 | PA      | $40669.67     | 0.01%             | 2028-01-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-3 A2A             | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    130000 | PA      | $130295.83    | 0.03%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD.                                   | WEC US HOLDINGS LTD. 1/27/2031                                                  | CUSIP: 92943LAC4<br>LEI: N/A                  | Long             | LON              |  | US        |   1006892 | PA      | $1007777.63   | 0.23%             | 2031-01-27      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST           | ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2025- ARIVO 2025-1A A2             | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $399485.64    | 0.09%             | 2029-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| HTS FUND I LLC                                         | HTS FUND II LLC HTS 2025-1 A                                                    | CUSIP: 40456GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    395000 | PA      | $395587.72    | 0.09%             | 2045-06-23      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES  | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR14 A1            | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    650029 | PA      | $632714.91    | 0.15%             | 2035-01-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HOLDINGS, LLC              | SPECIALTY BUILDING PRODUCTS HOLDINGS LLC / SBP FIN 7.750000% 10/15/2029         | CUSIP: 84749AAC1<br>LEI: 549300ICFD46O3KMJC06 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420343.15    | 0.10%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR/EOC 1/25 TLB                                  | ENDEAVOR/EOC 1/25 TLB 3/24/2032                                                 | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              |  | US        |    319732 | PA      | $320912.17    | 0.07%             | 2032-03-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                               | KODIAK GAS SERVICES LLC 144A 6.750000% 10/01/2035                               | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    385000 | PA      | $395582.11    | 0.09%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M1                   | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    354985 | PA      | $358664.46    | 0.08%             | 2042-03-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| VERIFONE SYSTEMS, INC.                                 | VERIFONE SYSTEMS, INC. 8/18/2028                                                | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              |  | US        |    529289 | PA      | $500648.72    | 0.12%             | 2028-08-18      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1A                     | CUSIP: 35564KT58<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    617099 | PA      | $625438.80    | 0.14%             | 2043-04-25      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| MADRID/ROHM 6/19 (USD) COV-LITE TLB                    | MADRID/ROHM 6/19 (USD) COV-LITE TLB 7/31/2026                                   | CUSIP: D8354KAD8<br>LEI: N/A                  | Long             | LON              |  | US        |    411490 | PA      | $392972.94    | 0.09%             | 2026-07-31      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                               | BEAR STEARNS ALT-A TRUST 2004-7 BALTA 2004-7 2A1                                | CUSIP: 07386HKK6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    543741 | PA      | $532378.24    | 0.12%             | 2034-08-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                            | PFIZER INC 3.875000% 11/15/2027                                                 | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275441.56    | 0.06%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                              | OBX 2020-INV1 TRUST OBX 2020-INV1 A11                                           | CUSIP: 67113CAL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    251988 | PA      | $238973.94    | 0.05%             | 2049-12-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-HA A                | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    293142 | PA      | $276944.00    | 0.06%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 NRZT 2018-1A A1A                     | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    309641 | PA      | $304111.79    | 0.07%             | 2057-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Opella TL B 04/28/2032                                 | Opella TL B 04/28/2032 4/28/2032                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    795897 | PA      | $800999.06    | 0.18%             | 2032-04-28      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025-3 A2A                                 | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     35000 | PA      | $35101.32     | 0.01%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                          | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-2 VFET 2025-2A A2                     | CUSIP: 92886CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70000 | PA      | $69996.56     | 0.02%             | 2028-06-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                 | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A D                      | CUSIP: 03237CAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    650000 | PA      | $671094.71    | 0.15%             | 2031-04-21      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                             | JP MORGAN MORTGAGE TRUST 2007-A1 JPMMT 2007-A1 5A2                              | CUSIP: 46630GAS4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    141751 | PA      | $141127.35    | 0.03%             | 2035-07-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| PROJECT CASTLE, INC.                                   | PROJECT CASTLE, INC. 6/1/2029                                                   | CUSIP: 74339YAB8<br>LEI: N/A                  | Long             | LON              |  | US        |    799013 | PA      | $544127.72    | 0.13%             | 2029-06-01      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| CPPIB/OHIO VALLEY MIDSTREAM 8/24 TLB                   | CPPIB/OHIO VALLEY MIDSTREAM 8/24 TLB 8/20/2031                                  | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    687010 | PA      | $688240.03    | 0.16%             | 2031-08-20      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ/Madison Air 10/25 TL                       | Madison IAQ/Madison Air 10/25 TL 11/8/2032                                      | CUSIP: 55759VAE8<br>LEI: N/A                  | Long             | LON              |  | US        |    108431 | PA      | $108876.56    | 0.03%             | 2032-11-08      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                          | ALLOYA AUTO RECEIVABLES TRUST 2025-1 ALLCU 2025-1A A4                           | CUSIP: 01986QAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    275000 | PA      | $276098.93    | 0.06%             | 2030-01-25      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2021-SJ2 TPMT 2021-SJ2 A1A                            | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    542808 | PA      | $529027.81    | 0.12%             | 2061-12-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED          | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A3              | CUSIP: 59020USK2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    253355 | PA      | $228782.26    | 0.05%             | 2035-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                        | PALMER SQUARE LOAN FUNDING 2024-1 LTD PSTAT 2024-1A A1                          | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    171027 | PA      | $170976.93    | 0.04%             | 2032-10-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Boyd 7/24 TLB                                          | Boyd 7/24 TLB 7/29/2029                                                         | CUSIP: 50217UBF3<br>LEI: N/A                  | Long             | LON              |  | US        |    516726 | PA      | $519527.00    | 0.12%             | 2029-07-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition/Alight Solutions 1/25                | Tempo Acquisition/Alight Solutions 1/25 8/31/2028                               | CUSIP: 88023HAJ9<br>LEI: N/A                  | Long             | LON              |  | US        |    535956 | PA      | $518440.50    | 0.12%             | 2028-08-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2025-C OWNER TRUST TAOT 2025-C A2A                      | CUSIP: 89238VAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    260000 | PA      | $260521.98    | 0.06%             | 2028-06-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST             | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2 ESART 2025-2 A1               | CUSIP: 30185EAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9856 | PA      | $9857.37      | 0.00%             | 2026-08-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MOTUS GROUP, LLC                                       | MOTUS GROUP, LLC 12/11/2028                                                     | CUSIP: 62014TAB6<br>LEI: N/A                  | Long             | LON              |  | US        |    876236 | PA      | $866378.50    | 0.20%             | 2028-12-11      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST         | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER SARM 2005-7 1A3              | CUSIP: 863579PF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    391262 | PA      | $357332.40    | 0.08%             | 2035-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUNDING CORPORATION                 | MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2             | CUSIP: 585525DF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     45814 | PA      | $44855.74     | 0.01%             | 2029-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                       | WORLD OMNI AUTO RECEIVABLES TRUST 2022-B WOART 2022-B A4                        | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $249182.95    | 0.06%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2025-2 BMWLT 2025-2 A2A                                 | CUSIP: 05594HAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $199982.88    | 0.05%             | 2027-11-26      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| RESIDEO TECHNOLOGIES 8/25 INCREMENTAL COV-LITE TL      | RESIDEO TECHNOLOGIES 8/25 INCREMENTAL COV-LITE TL 8/13/2032                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    455000 | PA      | $454645.10    | 0.10%             | 2032-08-13      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP, INC.                                     | AMWINS GROUP, INC. 1/30/2032                                                    | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              |  | US        |    409280 | PA      | $410167.85    | 0.09%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023- WLAKE 2023-P1 A2             | CUSIP: 96042UAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5902 | PA      | $5909.27      | 0.00%             | 2027-02-16      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| DIEBOLD NIXDORF, INCORPORATED                          | DIEBOLD NIXDORF INC 144A 7.750000% 03/31/2030                                   | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530860.00    | 0.12%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                          | BLP COMMERCIAL MORTGAGE TRUST 2024-IND2 BLP 2024-IND2 B                         | CUSIP: 05625AAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1518124 | PA      | $1518123.34   | 0.35%             | 2041-03-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                         | DRYDEN 53 CLO LTD DRSLF 2017-53A BR                                             | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998952.00    | 0.23%             | 2031-01-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                           | HILTON GRAND VACATIONS TRUST 2024-1B HGVT 2024-1B B                             | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    227786 | PA      | $231700.82    | 0.05%             | 2039-09-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN BATH 7/25 TLB                                 | AMERICAN BATH 7/25 TLB 7/8/2030                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    315000 | PA      | $300273.75    | 0.07%             | 2030-07-08      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING LLC                               | STORE MASTER FUNDING I-VII AND XIV STR 2019-1 A1                                | CUSIP: 86212XAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    688165 | PA      | $675808.59    | 0.16%             | 2049-11-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                    | SHIFT4 PAYMENTS LLC 6/30/2032                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    290000 | PA      | $291858.90    | 0.07%             | 2032-06-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                     | MANHATTAN WEST 2020-1MW MORTGAGE TRUST OMW 2020-1MW A                           | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $479273.60    | 0.11%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 NRZT 2023-NQM1 A1A                | CUSIP: 64831HAM5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    304083 | PA      | $307571.41    | 0.07%             | 2063-10-25      | Fixed         | 6.86%                 | Yes           |                  2 | On Loan: No      |
| BARENTZ 2/25 (USD) TLB                                 | BARENTZ 2/25 (USD) TLB 3/3/2031                                                 | CUSIP: N0965PAF9<br>LEI: N/A                  | Long             | LON              |  | US        |    601564 | PA      | $596300.50    | 0.14%             | 2031-03-03      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| AGILITI HEALTH                                         | AGILITI HEALTH 5/1/2030                                                         | CUSIP: 00847YAE2<br>LEI: N/A                  | Long             | LON              |  | US        |    647623 | PA      | $623874.80    | 0.14%             | 2030-05-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Kodiak Building Partners TL                            | Kodiak Building Partners TL 12/4/2031                                           | CUSIP: 50011JAF7<br>LEI: N/A                  | Long             | LON              |  | US        |    341461 | PA      | $329424.63    | 0.08%             | 2031-12-04      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                     | METRONET INFRASTRUCTURE ISSUER LLC MNET 2025-2A B                               | CUSIP: 59170JAZ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $252295.33    | 0.06%             | 2055-08-20      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                        | TOYOTA MOTOR CREDIT CORP 4.500000% 05/14/2027                                   | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176707.37    | 0.04%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                            | ALLY AUTO RECEIVABLES TRUST 2023-1 ALLYA 2023-1 A3                              | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    147214 | PA      | $148398.67    | 0.03%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| RIN LTD                                                | RIN XII LLC RIN 2025-1A A1                                                      | CUSIP: 74983UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002094.20   | 0.23%             | 2038-04-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| DAYFORCE 10/25 TLB                                     | DAYFORCE 10/25 TLB 10/7/2032                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    715000 | PA      | $712804.95    | 0.16%             | 2032-10-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| WHITEWATER MATTERHORN 5/25 TLB                         | WHITEWATER MATTERHORN 5/25 TLB 6/16/2032                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    435000 | PA      | $435622.05    | 0.10%             | 2032-06-16      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                 | WELLS FARGO BANK NA 5.450000% 08/07/2026                                        | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252177.09    | 0.06%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2025-1A A1                                | CUSIP: 96328GCE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $176186.05    | 0.04%             | 2040-01-18      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION               | SOUTHERN CO GAS CAPITAL CORP 4.050000% 09/15/2028                               | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55034.85     | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SPRING EDUCATION GROUP, INC.                           | SPRING EDUCATION GROUP, INC. 10/4/2030                                          | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              |  | US        |    668100 | PA      | $670191.15    | 0.15%             | 2030-10-04      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES       | CD 2016-CD1 MORTGAGE TRUST CD 2016-CD1 A3                                       | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    823261 | PA      | $816618.05    | 0.19%             | 2049-08-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                     | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A2                        | CUSIP: 31573TAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    177332 | PA      | $172093.72    | 0.04%             | 2059-11-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| FLEXSYS 5/25 FIRST OUT TL                              | FLEXSYS 5/25 FIRST OUT TL 8/1/2029                                              | CUSIP: G3577PAC8<br>LEI: N/A                  | Long             | LON              |  | US        |    405624 | PA      | $322134.05    | 0.07%             | 2029-08-01      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| GULFSIDE SUPPLY/GULFEAGLE SUP 5/24 COV-LITE TLB        | GULFSIDE SUPPLY/GULFEAGLE SUP 5/24 COV-LITE TLB 6/17/2031                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    273148 | PA      | $272066.47    | 0.06%             | 2031-06-17      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| BARINGS CLO LTD                                        | BARINGS CLO LTD 2019-III BABSN 2019-3A BRR                                      | CUSIP: 06761KBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750327.00    | 0.17%             | 2036-01-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2025-6 AOMT 2025-6 A2                                  | CUSIP: 034937AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    474277 | PA      | $477584.31    | 0.11%             | 2070-04-25      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                           | WILLIAMS COS INC/THE 5.400000% 03/02/2026                                       | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125435.45    | 0.03%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ACP TARA/ARCADIA CONSUMER HEALTHCARE 9/25 COV-LITE     | ACP TARA/ARCADIA CONSUMER HEALTHCARE 9/25 COV-LITE 9/17/2032                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    465782 | PA      | $468111.22    | 0.11%             | 2032-09-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING                     | GRACIE POINT INTERNATIONAL FUNDING 2025-1 LLC GPIF 2025-1A A                    | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $999968.80    | 0.23%             | 2028-08-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| ICON PARENT I INC.                                     | ICON PARENT I INC. 11/12/2032                                                   | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              |  | US        |    150000 | PA      | $150000.00    | 0.03%             | 2032-11-12      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Evercommerce 6/21 Cov-Lite TLB                         | Evercommerce 6/21 Cov-Lite TLB 7/7/2031                                         | CUSIP: 29977YAB9<br>LEI: N/A                  | Long             | LON              |  | US        |         0 | PA      | $0.01         | 0.00%             | 2031-07-07      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb 6/25                                     | Bausch + Lomb 6/25 1/15/2031                                                    | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              |  | US        |    580059 | PA      | $583249.01    | 0.13%             | 2031-01-15      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Kissner Group/Morton Salt 11/25 Cov-Lite TLB           | Kissner Group/Morton Salt 11/25 Cov-Lite TLB 1/31/2029                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     75000 | PA      | $75037.50     | 0.02%             | 2029-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD               | CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-3 LTD CGMS 2016-3A BRRR               | CUSIP: 14311UBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000301.00   | 0.23%             | 2034-07-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 GMALT 2024-3 A4                    | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    275000 | PA      | $275790.85    | 0.06%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GROUP, LLC                        | BROADSTREET PARTNERS GROUP LLC 144A 5.875000% 04/15/2029                        | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598984.92    | 0.14%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                | BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3                                  | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105883 | PA      | $106569.92    | 0.02%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| DISTRIBUTED POWER/INNIO GROUP 10/25 TLB2               | DISTRIBUTED POWER/INNIO GROUP 10/25 TLB2 11/30/2028                             | CUSIP: A2838LAK2<br>LEI: N/A                  | Long             | LON              |  | US        |    760000 | PA      | $761269.20    | 0.18%             | 2028-11-30      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 735172                                                       | CUSIP: 31402QW98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    136863 | PA      | $139870.09    | 0.03%             | 2033-10-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                              | OBX 2023-NQM8 TRUST OBX 2023-NQM8 A1                                            | CUSIP: 67118CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    454309 | PA      | $459194.66    | 0.11%             | 2063-09-25      | Fixed         | 7.04%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                             | CSMC 2021-NQM1 CSMC 2021-NQM1 A1                                                | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     78393 | PA      | $71525.34     | 0.02%             | 2065-05-25      | Floating      | 0.81%                 | Yes           |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE                                    | ELARA HGV TIMESHARE ISSUER 2021-A LLC EHGVT 2021-A C                            | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    544921 | PA      | $520763.59    | 0.12%             | 2035-08-27      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD                                            | AGL CLO 13 LTD AGL 2021-13A BR                                                  | CUSIP: 00120JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000270.00   | 0.23%             | 2034-10-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2015-57 CA                                                | CUSIP: 3136APZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60535 | PA      | $59867.06     | 0.01%             | 2034-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRECISION MEDICINE 8/25 COV-LITE TLB                   | PRECISION MEDICINE 8/25 COV-LITE TLB 8/20/2032                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    455000 | PA      | $456137.50    | 0.10%             | 2032-08-20      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                         | DIAMOND INFRASTRUCTURE FUNDING LLC DNFRA 2021-1A C                              | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $386809.48    | 0.09%             | 2049-04-15      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2023-HQA1 STACR 2023-HQA1 M1B                     | CUSIP: 35564KX87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2000000 | PA      | $2092989.80   | 0.48%             | 2043-05-25      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A2                               | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     99619 | PA      | $90455.14     | 0.02%             | 2066-01-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                 | GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027                         | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125755.59    | 0.03%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DISCO PARENT/DUCK CREEK 7/25 COV-LITE TLB              | DISCO PARENT/DUCK CREEK 7/25 COV-LITE TLB 8/6/2032                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    281567 | PA      | $282623.04    | 0.07%             | 2032-08-06      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER, LLC                                    | SUMMIT COMPANIES 9/25 9/10/2032                                                 | CUSIP: 29409YAF8<br>LEI: N/A                  | Long             | LON              |  | US        |     73387 | PA      | $321.44       | 0.00%             | 2032-09-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2024-B D               | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    461360 | PA      | $463834.90    | 0.11%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| CONNECTWISE, LLC                                       | CONNECTWISE, LLC 9/29/2028                                                      | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              |  | US        |    677288 | PA      | $677226.72    | 0.16%             | 2028-09-29      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| ArchKey 10/24 TLB                                      | ArchKey 10/24 TLB 11/1/2031                                                     | CUSIP: 48205CAC9<br>LEI: N/A                  | Long             | LON              |  | US        |    463879 | PA      | $467357.87    | 0.11%             | 2031-11-01      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN AD0213                                                       | CUSIP: 31418MGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7927 | PA      | $8371.14      | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2021-SDMF BX 2021-SDMF B                                               | CUSIP: 12434CAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    927976 | PA      | $922790.86    | 0.21%             | 2034-09-15      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| ENSONO, INC.                                           | ENSONO, INC. 5/26/2028                                                          | CUSIP: 29359DAB3<br>LEI: N/A                  | Long             | LON              |  | US        |   1079767 | PA      | $1080037.22   | 0.25%             | 2028-05-26      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                             | JP MORGAN MORTGAGE TRUST 2018-7FRB JPMMT 2018-7FRB A2                           | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39429 | PA      | $38746.23     | 0.01%             | 2046-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 4.875000% 07/31/2026               | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $251274.83    | 0.06%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA3 STACR 2022-DNA3 M1B                     | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2000000 | PA      | $2052901.60   | 0.47%             | 2042-04-25      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1 BRAVO 2020-NQM1 A1                    | CUSIP: 105699AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     15482 | PA      | $15163.67     | 0.00%             | 2060-05-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| Autodata/JD Power 7/24 TL                              | Autodata/JD Power 7/24 TL 7/16/2031                                             | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              |  | US        |    867876 | PA      | $867607.01    | 0.20%             | 2031-07-16      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1                             | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42857 | PA      | $40949.58     | 0.01%             | 2064-04-25      | Floating      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| BEACON CONTAINER FINANCE LLC                           | BEACON CONTAINER FINANCE II LLC BEACN 2021-1A A                                 | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    917083 | PA      | $858065.41    | 0.20%             | 2046-10-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ESDEC SOLAR GROUP B.V.                                 | ESDEC SOLAR GROUP B.V. 8/30/2028                                                | CUSIP: N3066KAM7<br>LEI: N/A                  | Long             | LON              |  | US        |    165050 | PA      | $78398.78     | 0.02%             | 2028-08-30      | Floating      | 9.26%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2022-HQA2 STACR 2022-HQA2 M1A                     | CUSIP: 35564KB24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    102205 | PA      | $104261.32    | 0.02%             | 2042-07-25      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| WEX INC.                                               | WEX INC 144A 6.500000% 03/15/2033                                               | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254978.75    | 0.06%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 A2                               | CUSIP: 92538HAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    507607 | PA      | $436711.19    | 0.10%             | 2066-07-25      | Floating      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 M1B                     | CUSIP: 35564KP45<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2000000 | PA      | $2076175.80   | 0.48%             | 2043-03-25      | Floating      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| CFC GROUP 5/25 TLB                                     | CFC GROUP 5/25 TLB 7/1/2032                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    355000 | PA      | $344793.75    | 0.08%             | 2032-07-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC                                     | TIF FUNDING II LLC TIF 2021-1A A                                                | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    233311 | PA      | $213913.66    | 0.05%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| JOHNSTONE SUPPLY 12/24 TLB                             | JOHNSTONE SUPPLY 12/24 TLB 6/9/2031                                             | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              |  | US        |    593008 | PA      | $594638.30    | 0.14%             | 2031-06-09      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST            | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2 PFAST 2023-2A A3             | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105446 | PA      | $106290.16    | 0.02%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                               | TRICON RESIDENTIAL 2021-SFR1 TRUST TCN 2021-SFR1 E1                             | CUSIP: 89614YAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $197097.60    | 0.05%             | 2038-07-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                                 | AVEANNA HEALTHCARE LLC 9/17/2032                                                | CUSIP: 05549DAN8<br>LEI: N/A                  | Long             | LON              |  | US        |    668492 | PA      | $671533.89    | 0.15%             | 2032-09-17      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Mediware Information/WellSky 10/24 TL                  | Mediware Information/WellSky 10/24 TL 3/12/2029                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    310000 | PA      | $310000.00    | 0.07%             | 2029-03-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO LTD                                        | INVESCO CLO 2022-2 LTD INVCO 2022-2A A1R                                        | CUSIP: 46145XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $999423.00    | 0.23%             | 2035-07-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ARBYS FUNDING LLC                                      | ARBYS FUNDING LLC ARBYS 2020-1A A2                                              | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1367242 | PA      | $1325682.84   | 0.31%             | 2050-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 CAS 2023-R04 1M1                   | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1727785 | PA      | $1761481.25   | 0.41%             | 2043-05-25      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| HYPERION INSURANCE/HOWDEN 8/24 TLB                     | HYPERION INSURANCE/HOWDEN 8/24 TLB 4/18/2030                                    | CUSIP: G4712JAY8<br>LEI: N/A                  | Long             | LON              |  | US        |    532035 | PA      | $533424.04    | 0.12%             | 2030-04-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                             | LAD AUTO RECEIVABLES TRUST 2025-2 LADAR 2025-2A A1                              | CUSIP: 505912AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     30463 | PA      | $30467.99     | 0.01%             | 2026-08-17      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                       | PRINCIPAL LIFE GLOBAL FUNDING II 144A 3.000000% 04/18/2026                      | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248945.34    | 0.06%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                           | NASDAQ INC 3.850000% 06/30/2026                                                 | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199787.77    | 0.05%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Option Care/BioScrip 9/25 Cov-Lite                     | Option Care/BioScrip 9/25 Cov-Lite 9/16/2032                                    | CUSIP: 68404YAD6<br>LEI: N/A                  | Long             | LON              |  | US        |    924594 | PA      | $928061.16    | 0.21%             | 2032-09-16      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| NEXT WAVE 9/25 TL                                      | NEXT WAVE 9/25 TL 2/27/2032                                                     | CUSIP: 70230EAD6<br>LEI: N/A                  | Long             | LON              |  | US        |    539522 | PA      | $538847.26    | 0.12%             | 2032-02-27      | Floating      | 7.25%                 | No            |                  3 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2025-LUNR BX 2025-LUNR A                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    443840 | PA      | $443840.02    | 0.10%             | 2040-06-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                            | SWEDBANK AB 144A 6.136000% 09/12/2026                                           | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $203220.06    | 0.05%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A3                                    | CUSIP: 04033GAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    236000 | PA      | $241191.67    | 0.06%             | 2032-07-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Newly Weds Foods 2/25 Cov-Lite TLB                     | Newly Weds Foods 2/25 Cov-Lite TLB 3/15/2032                                    | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              |  | US        |    334162 | PA      | $334162.50    | 0.08%             | 2032-03-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                     | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B ABCLN 2024-B C                 | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350637 | PA      | $352754.77    | 0.08%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| QUICKBASE 4/19 COV-LITE TL                             | QUICKBASE 4/19 COV-LITE TL 10/2/2028                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    593668 | PA      | $590331.14    | 0.14%             | 2028-10-02      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A2A                 | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     93780 | PA      | $94046.00     | 0.02%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| VISIO TRUST                                            | VISIO 2020-1 TRUST VISIO 2020-1 A3                                              | CUSIP: 92837KAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    230000 | PA      | $222745.89    | 0.05%             | 2055-08-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                        | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A3                                          | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150000 | PA      | $151097.45    | 0.03%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                       | CIFC FUNDING 2014-IV-R LTD CIFC 2014-4RA A1A2                                   | CUSIP: 12552FBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599675.40    | 0.14%             | 2035-01-17      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2023-R01 CAS 2023-R01 1M1                   | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    725057 | PA      | $740458.97    | 0.17%             | 2042-12-25      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2025-TAIL BX 2025-TAIL A                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    530000 | PA      | $529999.84    | 0.12%             | 2035-06-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL DEV PENSION FDG          | PHILADELPHIA PA AUTH FOR INDL PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT | CUSIP: 71781LAM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $259460.65    | 0.06%             | 2028-04-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-3 A3              | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335389 | PA      | $337802.44    | 0.08%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3, INC. TL                                  | WAND NEWCO 3, INC. TL 30-Jan-31                                                 | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              |  | US        |    817052 | PA      | $816970.79    | 0.19%             | 2031-01-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST           | WELLS FARGO MORTGAGE BACKED SECURITIES 2004-K TRUS WFMBS 2004-K 1A2             | CUSIP: 94981VAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     56047 | PA      | $57156.13     | 0.01%             | 2034-07-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST                      | BUNKER HILL LOAN DEPOSITARY TRUST 2020-1 BHLD 2020-1 A1                         | CUSIP: 12062RAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1818 | PA      | $1810.40      | 0.00%             | 2055-02-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| HYPERION INSURANCE/HOWDEN 8/25 TLB                     | HYPERION INSURANCE/HOWDEN 8/25 TLB 2/15/2031                                    | CUSIP: G4712JBB7<br>LEI: N/A                  | Long             | LON              |  | US        |     39601 | PA      | $39646.29     | 0.01%             | 2031-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 729190                                                       | CUSIP: 31402HC33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    248187 | PA      | $254789.95    | 0.06%             | 2034-08-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                       | CIFC FUNDING 2013-III-R LTD CIFC 2013-3RA A2R                                   | CUSIP: 12552MAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997511.00    | 0.23%             | 2031-04-24      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                    | NISSAN AUTO RECEIVABLES 2022-A OWNER TRUST NAROT 2022-A A4                      | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    193819 | PA      | $192830.90    | 0.04%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                 | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 VCC 2020-1 AFX                    | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    433511 | PA      | $403751.85    | 0.09%             | 2050-02-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 DRMT 2021-2 A1                      | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     36381 | PA      | $32440.43     | 0.01%             | 2066-04-25      | Floating      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| ROCKET SOFTWARE, INC.                                  | ROCKET SOFTWARE, INC. 11/28/2028                                                | CUSIP: 77313DAW1<br>LEI: N/A                  | Long             | LON              |  | US        |    146579 | PA      | $146108.82    | 0.03%             | 2028-11-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                          | SG RESIDENTIAL MORTGAGE TRUST 2021-2 SGR 2021-2 A1                              | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1314813 | PA      | $1141566.18   | 0.26%             | 2061-12-25      | Floating      | 1.74%                 | Yes           |                  2 | On Loan: No      |
| ZAYO 9/25 (USD) TL                                     | ZAYO 9/25 (USD) TL 3/11/2030                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    825770 | PA      | $782070.31    | 0.18%             | 2030-03-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP.                                     | EAGLE PARENT CORP. 4/2/2029                                                     | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              |  | US        |    591764 | PA      | $590746.18    | 0.14%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST                        | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1                           | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2006 | PA      | $1993.96      | 0.00%             | 2060-01-26      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| PNC Bank, National Association (Delaware)              | PNC BANK NA 4.775000% 01/15/2027                                                | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250134.98    | 0.06%             | 2027-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT 6/25 ADD-ON TL                              | PROOFPOINT 6/25 ADD-ON TL 8/31/2028                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     82687 | PA      | $83004.19     | 0.02%             | 2028-08-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| STEELE CREEK CLO                                       | STEELE CREEK CLO 2019-2 LTD STCR 2019-2A CRR                                    | CUSIP: 85817EAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998697.00    | 0.23%             | 2032-07-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                           | CHURCHILL DOWNS INC 144A 4.750000% 01/15/2028                                   | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199105.54    | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                | CANADIAN IMPERIAL BANK OF COMMERCE 5.237000% 06/28/2027                         | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |     90000 | PA      | $91753.65     | 0.02%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Golden State Foods 12/24                               | Golden State Foods 12/24 12/4/2031                                              | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              |  | US        |    381910 | PA      | $383319.18    | 0.09%             | 2031-12-04      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.       | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2024-1 A2               | CUSIP: 39154TCH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21581 | PA      | $21610.37     | 0.00%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| ARBY'S/INSPIRE BRANDS 12/24                            | ARBY'S/INSPIRE BRANDS 12/24 12/15/2027                                          | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              |  | US        |    941798 | PA      | $941732.07    | 0.22%             | 2027-12-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUP TL B                                  | TALEN ENERGY SUP TL B 10/11/2032                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    565000 | PA      | $565000.00    | 0.13%             | 2032-10-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CORPORATION SERVICE COMPANY                            | CORPORATION SERVICE COMPANY 11/2/2029                                           | CUSIP: 22006VAL3<br>LEI: N/A                  | Long             | LON              |  | US        |    208671 | PA      | $208322.53    | 0.05%             | 2029-11-02      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                      | PALMER SQUARE CLO 2021-3 LTD PLMRS 2021-3A A1R                                  | CUSIP: 69688FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    265000 | PA      | $265628.32    | 0.06%             | 2038-10-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Mediware Information/WellSky 7/25 TLB                  | Mediware Information/WellSky 7/25 TLB 3/10/2028                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    906525 | PA      | $908790.93    | 0.21%             | 2028-03-10      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                      | PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021-SFR3 E2                                | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    960000 | PA      | $948295.10    | 0.22%             | 2026-05-17      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                 | CHASE AUTO OWNER TRUST 2024-4 CHAOT 2024-4A A2                                  | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     74560 | PA      | $74674.66     | 0.02%             | 2027-09-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                           | MARRIOTT INTERNATIONAL INC/MD 4.200000% 07/15/2027                              | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150424.13    | 0.03%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tronox Finance 12/24 TLB                               | Tronox Finance 12/24 TLB 4/4/2029                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    308292 | PA      | $240467.91    | 0.06%             | 2029-04-04      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| GWT COMMERCIAL MORTGAGE TRUST                          | GWT 2024-WLF2 GWT 2024-WLF2 A                                                   | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500623.95    | 0.12%             | 2041-05-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                       | SMB PRIVATE EDUCATION LOAN TRUST 2018-C SMB 2018-C A2B                          | CUSIP: 78449QAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    378552 | PA      | $378268.74    | 0.09%             | 2035-11-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES, LLC                                   | ARTERA SERVICES, LLC 2/15/2031                                                  | CUSIP: 73937UAL2<br>LEI: N/A                  | Long             | LON              |  | US        |    429620 | PA      | $360343.92    | 0.08%             | 2031-02-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022-4 A3                                  | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     89384 | PA      | $89643.09     | 0.02%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERATIONS USA                       | GRIFOLS WORLDWIDE OPERATIONS USA 11/15/2027                                     | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              |  | US        |    203643 | PA      | $203547.73    | 0.05%             | 2027-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | HYUNDAI CAPITAL AMERICA 144A 5.450000% 06/24/2026                               | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1962920.49   | 0.45%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                 | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-1 VCC 2021-1 A                      | CUSIP: 92259TAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    476577 | PA      | $414937.38    | 0.10%             | 2051-05-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| U.S.I. 12/24 (2029) COV-LITE TLD                       | U.S.I. 12/24 (2029) COV-LITE TLD 11/21/2029                                     | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              |  | US        |     64033 | PA      | $64136.13     | 0.01%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2022-LBA6 BX 2022-LBA6 A                                               | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    210000 | PA      | $209671.98    | 0.05%             | 2039-01-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Datatel/Ellucian 11/24                                 | Datatel/Ellucian 11/24 10/9/2029                                                | CUSIP: 28917XAB6<br>LEI: N/A                  | Long             | LON              |  | US        |    966019 | PA      | $968356.82    | 0.22%             | 2029-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                       | STACK INFRASTRUCTURE ISSUER LLC SIDC 2021-1A A2                                 | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    862000 | PA      | $853155.97    | 0.20%             | 2046-03-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                    | CNH EQUIPMENT TRUST 2025-A CNH 2025-A A2A                                       | CUSIP: 12674BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    255623 | PA      | $256069.20    | 0.06%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Grant Thornton 12/24 Cov-Lite TLB                      | Grant Thornton 12/24 Cov-Lite TLB 6/2/2031                                      | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              |  | US        |   1031523 | PA      | $1029594.06   | 0.24%             | 2031-06-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                          | MHP 2022-MHIL MHP 2022-MHIL A                                                   | CUSIP: 55293DAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6819 | PA      | $6790.23      | 0.00%             | 2039-01-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                    | PFS FINANCING CORP PFSFC 2025-A A                                               | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    195000 | PA      | $195323.95    | 0.04%             | 2029-01-15      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST            | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2024-1 C                | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $502672.95    | 0.12%             | 2029-04-25      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST            | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2025-1 PFAST 2025-1A A2B            | CUSIP: 732911AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    345000 | PA      | $345289.08    | 0.08%             | 2029-03-22      | Floating      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MORTGAGE CORP                    | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR2 A              | CUSIP: 92922FNW4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    993429 | PA      | $976728.25    | 0.22%             | 2044-04-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2024-FNX BX 2024-FNX A                                                 | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    690203 | PA      | $690203.47    | 0.16%             | 2041-11-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2020-5 AOMT 2020-5 A1                                  | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    136181 | PA      | $131459.70    | 0.03%             | 2065-05-25      | Floating      | 1.37%                 | No            |                  2 | On Loan: No      |
| GIP Pilot 1/25 TL                                      | GIP Pilot 1/25 TL 10/4/2030                                                     | CUSIP: 31773HAE2<br>LEI: N/A                  | Long             | LON              |  | US        |     80000 | PA      | $80026.40     | 0.02%             | 2030-10-04      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                 | BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1                                  | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    889507 | PA      | $884445.63    | 0.20%             | 2034-01-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                             | JP MORGAN MORTGAGE TRUST 2005-A4 JPMMT 2005-A4 4A2                              | CUSIP: 466247RV7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     71158 | PA      | $72033.09     | 0.02%             | 2035-07-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                         | SMRT 2022-MINI SMRT 2022-MINI B                                                 | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $497827.25    | 0.11%             | 2039-01-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                               | VOYA CLO 2017-3 LTD VOYA 2017-3A A1RR                                           | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $374891.63    | 0.09%             | 2034-04-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| R&R Ice Cream/Froneri 8/25 (USD)                       | R&R Ice Cream/Froneri 8/25 (USD) 8/2/2032                                       | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              |  | US        |    975000 | PA      | $975048.75    | 0.22%             | 2032-08-02      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| MEDLINE INDUSTRIES/MOZART 7/25 INCR COV-LITE TL        | MEDLINE INDUSTRIES/MOZART 7/25 INCR COV-LITE TL 10/23/2030                      | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              |  | US        |    875900 | PA      | $876837.50    | 0.20%             | 2030-10-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                         | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1 CACLN 2025-1 B                     | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285607 | PA      | $287391.80    | 0.07%             | 2033-02-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE FLOORING MASTER TRUST                         | WESTLAKE FLOORING MASTER TRUST WFLOOR 2024-1A A                                 | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     15000 | PA      | $15035.51     | 0.00%             | 2028-02-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES  | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR11 A             | CUSIP: 92922FYA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    238792 | PA      | $233356.56    | 0.05%             | 2034-10-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| HAWAII HOTEL TRUST                                     | HAWAII HOTEL TRUST 2025-MAUI HHT 2025-MAUI B                                    | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $999999.50    | 0.23%             | 2042-03-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN AE0643                                                       | CUSIP: 31419AWD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6566 | PA      | $6934.50      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD               | CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-1 LTD CGMS 2015-1A AR3                | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     51530 | PA      | $51540.10     | 0.01%             | 2031-07-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Formula One 9/24 Cov-Lite                              | Formula One 9/24 Cov-Lite 9/30/2031                                             | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              |  | US        |   1106000 | PA      | $1106000.00   | 0.25%             | 2031-09-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTH COMMERCIAL MORTGAGE TRUST                        | NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK NRTH 2025-PARK A                       | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $999999.70    | 0.23%             | 2040-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| WORLDPAY/BOOST NEWCO 1/25 (USD) TLB                    | WORLDPAY/BOOST NEWCO 1/25 (USD) TLB 1/31/2031                                   | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              |  | US        |    551218 | PA      | $552044.39    | 0.13%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                    | PRAIRIE ACQUIROR LP 8/1/2029                                                    | CUSIP: 73955HAF1<br>LEI: N/A                  | Long             | LON              |  | US        |    809753 | PA      | $814311.84    | 0.19%             | 2029-08-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                 | WELLS FARGO BANK NA 4.811000% 01/15/2026                                        | CUSIP: 94988J6H5<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250068.02    | 0.06%             | 2026-01-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                        | PALMER SQUARE LOAN FUNDING 2022-2 LTD PSTAT 2022-2A A2                          | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1460000 | PA      | $1459445.20   | 0.34%             | 2030-10-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                   | KIMCO REALTY OP LLC 3.250000% 08/15/2026                                        | CUSIP: 948741AM5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248239.81    | 0.06%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST         | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2               | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21257 | PA      | $21340.77     | 0.00%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                     | NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD NEUB 2021-45A AR                      | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249815.75    | 0.06%             | 2036-10-14      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2012-137 UE                                               | CUSIP: 3136AAL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     47463 | PA      | $45749.45     | 0.01%             | 2041-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BX MORTGAGE TRUST                                      | BX TRUST 2023-DELC BX 2023-DELC A                                               | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1499995.05   | 0.35%             | 2038-05-15      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| MARAVAI INTERMEDIATE HOLDINGS, LLC                     | MARAVAI INTERMEDIATE HOLDINGS, LLC 10/19/2027                                   | CUSIP: 56589PAJ4<br>LEI: N/A                  | Long             | LON              |  | US        |    722486 | PA      | $702617.90    | 0.16%             | 2027-10-19      | Floating      | 6.87%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA2 STACR 2025-DNA2 M1                      | CUSIP: 35564NHZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    363339 | PA      | $363420.07    | 0.08%             | 2045-05-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO LTD                                           | ARES XXXIV CLO LTD ARES 2015-2A A1R4                                            | CUSIP: 04015GBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500380.00    | 0.12%             | 2038-07-17      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                     | BSPRT 2022-FL8 ISSUER LTD BSPRT 2022-FL8 A                                      | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     49267 | PA      | $49289.03     | 0.01%             | 2037-02-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2022-3 CARMX 2022-3 A3                                  | CUSIP: 14318MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     33106 | PA      | $33097.61     | 0.01%             | 2027-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 SDART 2025-4 A2                   | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     95000 | PA      | $95029.31     | 0.02%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD                                        | BARINGS CLO LTD 2019-III BABSN 2019-3A A1RR                                     | CUSIP: 06761KAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1925000 | PA      | $1921971.98   | 0.44%             | 2036-01-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| HRNI HOLDINGS, LLC                                     | HRNI HOLDINGS, LLC 12/11/2028                                                   | CUSIP: 40443NAC4<br>LEI: N/A                  | Long             | LON              |  | US        |    206759 | PA      | $200210.91    | 0.05%             | 2028-12-11      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                              | MFA 2020-NQM1 TRUST MFRA 2020-NQM1 A3                                           | CUSIP: 552754AC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    351473 | PA      | $340000.36    | 0.08%             | 2049-08-25      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| TRANSUNION 11/24 B9 COV-LITE TLB                       | TRANSUNION 11/24 B9 COV-LITE TLB 6/24/2031                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |   1141375 | PA      | $1141375.00   | 0.26%             | 2031-06-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC NON GOLD POOL FH 1B7189                                             | CUSIP: 3128QPLV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    277462 | PA      | $287836.43    | 0.07%             | 2036-03-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST                            | DAIMLER TRUCKS RETAIL TRUST 2024-1 DTRT 2024-1 A3                               | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    197432 | PA      | $199064.12    | 0.05%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                          | UNIVISION COMMUNICATIONS INC 144A 8.000000% 08/15/2028                          | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309594.90    | 0.07%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA5 STACR 2021-DNA5 M2                      | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     62036 | PA      | $62168.47     | 0.01%             | 2034-01-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST HAROT 2025-2 A2A                      | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70000 | PA      | $70105.77     | 0.02%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Belfor 8/25 TLB                                        | Belfor 8/25 TLB 11/1/2030                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    707159 | PA      | $708488.12    | 0.16%             | 2030-11-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                 | SOUTH FIELD ENERGY LLC 8/29/2031                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     20151 | PA      | $20276.58     | 0.00%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| FLEXSYS 5/25 SECOND OUT TL                             | FLEXSYS 5/25 SECOND OUT TL 8/1/2029                                             | CUSIP: G3577PAD6<br>LEI: N/A                  | Long             | LON              |  | US        |    550252 | PA      | $55025.19     | 0.01%             | 2029-08-01      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                     | BANK OF MONTREAL MTN 1.250000% 09/15/2026                                       | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $293764.84    | 0.07%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                | FIRST STUDENT BIDCO INC 8/15/2030                                               | CUSIP: 33718FAP5<br>LEI: N/A                  | Long             | LON              |  | US        |    130691 | PA      | $130886.66    | 0.03%             | 2030-08-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST                                        | NYMT LOAN TRUST 2025-INV2 NYMT 2025-INV2 A1                                     | CUSIP: 62957JAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    497267 | PA      | $498830.24    | 0.11%             | 2060-10-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION             | CATERPILLAR FINANCIAL SERVICES CORP 4.500000% 01/07/2027                        | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151188.66    | 0.03%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS 5/24 TLB4                         | BROADSTREET PARTNERS 5/24 TLB4 6/13/2031                                        | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              |  | US        |    298575 | PA      | $299360.59    | 0.07%             | 2031-06-13      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Genmab 11/25 Cov-Lite TLB                              | Genmab 11/25 Cov-Lite TLB 11/19/2032                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    770000 | PA      | $772564.10    | 0.18%             | 2032-11-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST               | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-1 COPAR 2022-1 A3                 | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13399 | PA      | $13381.68     | 0.00%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM, LLC                                      | ENSEMBLE RCM, LLC 8/1/2029                                                      | CUSIP: 29359BAE1<br>LEI: N/A                  | Long             | LON              |  | US        |   1079520 | PA      | $1084399.61   | 0.25%             | 2029-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                            | SCCU AUTO RECEIVABLES TRUST 2025-1 SCCU 2025-1A A2                              | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70000 | PA      | $70167.06     | 0.02%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                            | ONEOK INC 5.550000% 11/01/2026                                                  | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202289.71    | 0.05%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC              | ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC 10/5/2028                             | CUSIP: 68764JAJ0<br>LEI: N/A                  | Long             | LON              |  | US        |    685668 | PA      | $687772.76    | 0.16%             | 2028-10-05      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2022-4 A4              | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1005442.10   | 0.23%             | 2028-08-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| OIDOL INTER LLC                                        | OIDOL INTER LLC 2/1/2029                                                        | CUSIP: 67089SAB7<br>LEI: N/A                  | Long             | LON              |  | US        |    203385 | PA      | $209803.70    | 0.05%             | 2029-02-01      | Floating      | 9.84%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                  | GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD GLM 2020-8A ARR                         | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399792.00    | 0.09%             | 2034-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | ATHENE GLOBAL FUNDING 144A 5.684000% 02/23/2026                                 | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300922.95    | 0.07%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CONSERVICE 7/25 COV-LITE TL                            | CONSERVICE 7/25 COV-LITE TL 5/13/2030                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    951674 | PA      | $954652.69    | 0.22%             | 2030-05-13      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2016-81 PA                                                | CUSIP: 3136AT5V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    280113 | PA      | $277318.53    | 0.06%             | 2044-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                  | BANK OF AMERICA NA 5.526000% 08/18/2026                                         | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252358.44    | 0.06%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                          | MHP 2022-MHIL MHP 2022-MHIL B                                                   | CUSIP: 55293DAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $798510.00    | 0.18%             | 2039-01-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2024-B HART 2024-B A2A                           | CUSIP: 44934QAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     79528 | PA      | $79660.91     | 0.02%             | 2027-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 793599                                                       | CUSIP: 31405MUY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    107479 | PA      | $109127.68    | 0.03%             | 2034-09-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1                    | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19130 | PA      | $18700.12     | 0.00%             | 2060-03-25      | Floating      | 0.97%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2023-3 VERUS 2023-3 A1                               | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    522610 | PA      | $522791.63    | 0.12%             | 2068-03-25      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                      | PALMER SQUARE CLO 2015-1 LTD PLMRS 2015-1A A2R5                                 | CUSIP: 69689ABY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500375.00   | 0.35%             | 2034-05-21      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                             | APIDOS CLO XXIV APID 2016-24A A1AL                                              | CUSIP: 03759CAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     70934 | PA      | $70918.28     | 0.02%             | 2030-10-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A2A                                 | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    467373 | PA      | $468539.62    | 0.11%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                              | SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A A3                               | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    513610 | PA      | $520266.26    | 0.12%             | 2032-05-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| AVAYA INC.                                             | AVAYA INC. 8/1/2028                                                             | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              |  | US        |   1156662 | PA      | $1037687.74   | 0.24%             | 2028-08-01      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| LEIA FINCO US TL 1L                                    | LEIA FINCO US TL 1L 10/9/2031                                                   | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              |  | US        |    796000 | PA      | $797241.76    | 0.18%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| NEP 10/25 (USD) Cov-Lite                               | NEP 10/25 (USD) Cov-Lite 10/9/2031                                              | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              |  | US        |    694572 | PA      | $640395.30    | 0.15%             | 2031-10-09      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CENTURYLINK/LUMEN 3/24 COV-LITE TLA                    | CENTURYLINK/LUMEN 3/24 COV-LITE TLA 6/1/2028                                    | CUSIP: 55024EAD7<br>LEI: N/A                  | Long             | LON              |  | US        |     98989 | PA      | $100185.08    | 0.02%             | 2028-06-01      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                              | DRIVEN BRANDS FUNDING LLC HONK 2024-1A A2                                       | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     98750 | PA      | $102751.82    | 0.02%             | 2054-10-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| HIPGNOSIS MUSIC ASSETS L.P.                            | HIPGNOSIS MUSIC ASSETS 2022-1 LP MUSIC 2022-1 A                                 | CUSIP: 43351RAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    599284 | PA      | $598461.04    | 0.14%             | 2062-05-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OFSI BSL LTD                                           | OFSI BSL IX LTD OFSBS 2018-1A B1R                                               | CUSIP: 67111BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002266.00   | 0.23%             | 2031-07-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                       | LINCOLN FINANCIAL GLOBAL FUNDING 144A 4.625000% 05/28/2028                      | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151468.28    | 0.03%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH 5/24 INCREMENTAL TLB                          | ASPLUNDH 5/24 INCREMENTAL TLB 5/23/2031                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    351374 | PA      | $352216.86    | 0.08%             | 2031-05-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 820598                                                       | CUSIP: 31406UUX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     88544 | PA      | $89700.55     | 0.02%             | 2035-03-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Brook & Whittle 8/25                                   | Brook & Whittle 8/25 12/14/2028                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    773432 | PA      | $510465.35    | 0.12%             | 2028-12-14      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING, LLC                               | BROWN GROUP HOLDING, LLC 7/1/2031                                               | CUSIP: 11565HAD8<br>LEI: N/A                  | Long             | LON              |  | US        |     29849 | PA      | $29979.99     | 0.01%             | 2031-07-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                          | WILSONART LLC 144A 11.000000% 08/15/2032                                        | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    299000 | PA      | $277375.48    | 0.06%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| RADNET 11/24                                           | RADNET 11/24 4/18/2031                                                          | CUSIP: 75049EAR5<br>LEI: N/A                  | Long             | LON              |  | US        |    676773 | PA      | $678363.72    | 0.16%             | 2031-04-18      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                     | NEUBERGER BERMAN LOAN ADVISERS CLO 46 LTD NEUB 2021-46A BR                      | CUSIP: 64134QAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $319424.64    | 0.07%             | 2037-01-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2025-3 LLC EFF 2025-3 A1                             | CUSIP: 29375UAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     62469 | PA      | $62533.70     | 0.01%             | 2026-07-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Grifols, S.A.                                          | GRIFOLS SA 144A 4.750000% 10/15/2028                                            | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | NUSS              | ES        |    400000 | PA      | $391062.52    | 0.09%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TMK HAWK PARENT, CORP.                                 | TMK HAWK PARENT, CORP. 6/30/2029                                                | CUSIP: 87258WAV7<br>LEI: N/A                  | Long             | LON              |  | US        |    564061 | PA      | $210112.80    | 0.05%             | 2029-06-30      | Floating      | 5.92%                 | No            |                  3 | On Loan: No      |
| TRK TRUST                                              | TRK 2021-INV1 TRUST TRK 2021-INV1 A1                                            | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    826847 | PA      | $740957.07    | 0.17%             | 2056-07-25      | Floating      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 780998                                                       | CUSIP: 31404WUX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29506 | PA      | $30134.91     | 0.01%             | 2034-05-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DEAN WITTER CAPITAL I INC               | MORGAN STANLEY MORTGAGE LOAN TRUST 2004-8AR MSM 2004-8AR 4A2                    | CUSIP: 61748HEG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    324275 | PA      | $316412.05    | 0.07%             | 2034-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                    | LIFE 2022-BMR MORTGAGE TRUST LIFE 2022-BMR2 A1                                  | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $963934.60    | 0.22%             | 2039-05-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HAMILTON PROJECTS 6/25 TL                              | HAMILTON PROJECTS 6/25 TL 5/30/2031                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    337414 | PA      | $339576.43    | 0.08%             | 2031-05-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| LABL, INC.                                             | LABL, INC. 10/30/2028                                                           | CUSIP: 50168EAN2<br>LEI: N/A                  | Long             | LON              |  | US        |    714024 | PA      | $488992.06    | 0.11%             | 2028-10-30      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| COORSTEK 10/25 COV-LITE TLB                            | COORSTEK 10/25 COV-LITE TLB 10/11/2032                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    385000 | PA      | $388368.75    | 0.09%             | 2032-10-11      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO/CREATIVE PLANNING 5/24 TL                   | CPI HOLDCO/CREATIVE PLANNING 5/24 TL 5/17/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    553602 | PA      | $553779.17    | 0.13%             | 2031-05-17      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| TransDigm 9/25 Cov-Lite                                | TransDigm 9/25 Cov-Lite 3/22/2030                                               | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              |  | US        |    516804 | PA      | $517310.15    | 0.12%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 12/26/2025                                              | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1625000 | PA      | $1620607.53   | 0.37%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC.                                | LUMEN TECHNOLOGIES INC. 4/16/2029                                               | CUSIP: 55024EAF2<br>LEI: N/A                  | Long             | LON              |  | US        |    174554 | PA      | $173398.44    | 0.04%             | 2029-04-16      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                    | BEAR STEARNS ARM TRUST 2004-5 BSARM 2004-5 2A                                   | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    389306 | PA      | $367139.93    | 0.08%             | 2034-07-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                        | MVW 2021-1W LLC MVWOT 2021-1WA C                                                | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    498715 | PA      | $479227.13    | 0.11%             | 2041-01-22      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Pushpay 8/25                                           | Pushpay 8/25 8/15/2031                                                          | CUSIP: 74646HAE7<br>LEI: N/A                  | Long             | LON              |  | US        |    289614 | PA      | $288527.67    | 0.07%             | 2031-08-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A A1M                     | CUSIP: 64828FCS9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    596078 | PA      | $587132.55    | 0.14%             | 2048-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                    | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-NQM1 GSMBS 2021-NQM1 A2           | CUSIP: 36262EAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    511762 | PA      | $467412.46    | 0.11%             | 2061-07-25      | Floating      | 1.28%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     62392 | PA      | $57045.39     | 0.01%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| 321 HENDERSON RECEIVABLES II LLC                       | 321 HENDERSON RECEIVABLES VI LLC HENDR 2010-1A A                                | CUSIP: 88576XAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    101260 | PA      | $101836.82    | 0.02%             | 2059-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| READYCAP LENDING SMALL BUSINESS LOAN TRUST             | READYCAP LENDING SMALL BUSINESS LOAN TRUST 2019-2 RCLT 2019-2 A                 | CUSIP: 75576QAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54572 | PA      | $54531.99     | 0.01%             | 2044-12-27      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                 | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 5.900000% 11/03/2027                    | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309705.24    | 0.07%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                               | ACM AUTO TRUST 2025-2 ACMAT 2025-2A A                                           | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    463539 | PA      | $463609.29    | 0.11%             | 2028-06-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FOREST CITY ENTERPRISES, L.P.                          | FOREST CITY ENTERPRISES, L.P. 12/8/2025                                         | CUSIP: 34555QAF7<br>LEI: N/A                  | Long             | LON              |  | US        |    945443 | PA      | $940848.46    | 0.22%             | 2025-12-08      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2023-B TLOT 2023-B A4                                  | CUSIP: 89240HAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501577.45    | 0.12%             | 2027-12-20      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                          | MHP 2021-STOR MHP 2021-STOR A                                                   | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105000 | PA      | $104792.56    | 0.02%             | 2038-07-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-1 MORTGAGE LOAN TRUST COLT 2021-1 A1                                  | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     84087 | PA      | $73397.12     | 0.02%             | 2066-06-25      | Floating      | 0.91%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                            | CAESARS ENTERTAINMENT, INC. 2/6/2030                                            | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              |  | US        |    687853 | PA      | $680403.43    | 0.16%             | 2030-02-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DELTA TOPCO, INC. TERM LOAN B                          | DELTA TOPCO, INC. TERM LOAN B 11/30/2029                                        | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              |  | US        |     84623 | PA      | $84094.09     | 0.02%             | 2029-11-30      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                   | JPMORGAN CHASE & CO VARIABLE RATE 04/22/2027                                    | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476054.68    | 0.11%             | 2027-04-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Select Medical 11/24 Cov-Lite                          | Select Medical 11/24 Cov-Lite 12/3/2031                                         | CUSIP: 816194AY0<br>LEI: N/A                  | Long             | LON              |  | US        |     46066 | PA      | $45605.80     | 0.01%             | 2031-12-03      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                             | IRON MOUNTAIN INC 144A 4.875000% 09/15/2027                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498237.75    | 0.11%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASCENSUS 12/24 COV-LITE TLB                            | ASCENSUS 12/24 COV-LITE TLB 8/2/2028                                            | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              |  | US        |   1555284 | PA      | $1552562.65   | 0.36%             | 2028-08-02      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD                                        | OAKTREE CLO 2021-2 LTD OAKCL 2021-2A B1R                                        | CUSIP: 67389BAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997726.00    | 0.23%             | 2035-01-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                             | CSMC 2021-AFC1 TRUST CSMC 2021-AFC1 A1                                          | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     95569 | PA      | $82147.59     | 0.02%             | 2056-03-25      | Floating      | 0.83%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO BX 2022-CSMO A                           | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501247.95    | 0.12%             | 2027-06-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 C                    | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    213087 | PA      | $212602.32    | 0.05%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY, LLC                                    | RYAN SPECIALTY LLC 144A 5.875000% 08/01/2032                                    | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    146000 | PA      | $149247.92    | 0.03%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sharp 9/25                                             | Sharp 9/25 9/29/2032                                                            | CUSIP: 81989LAG3<br>LEI: N/A                  | Long             | LON              |  | US        |   1001758 | PA      | $1003010.24   | 0.23%             | 2032-09-29      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | AMBROSIA TOPCO, LLC *                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      7227 | NS      | $72013.65     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                | DRYDEN 45 SENIOR LOAN FUND DRSLF 2016-45A BRR                                   | CUSIP: 26244MBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500935.00    | 0.12%             | 2030-10-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer