# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-25-182722
**Filing Date:** 2025-7
**Character Count:** 368825
**Document Hash:** 13caf9163269778966d81ae2d8e16823
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182722.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182722

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**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:** 251162843

**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:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $415641529.54

**Total Liabilities:** $9067386.67

**Net Assets:** $406574142.87

**Cash Not Reported:** $42523.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1037.33585027 | **1-Year:** -13089.49580600 | **5-Year:** -21377.88048786 | **10-Year:** -6468.60211049 | **30-Year:** -274.79635754

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

- **3-Month:** -372.83878406 | **1-Year:** -17838.42079603 | **5-Year:** -22998.78197006 | **10-Year:** -3641.04342171 | **30-Year:** -1042.67744972

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000039813 | 0.88%                | 0.34%                | 0.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-107604.69              | $1396635.09                                |
| Month 2  | $-42113.79               | $-602710.26                                |
| Month 3  | $-4088.45                | $-1633321.15                               |

### 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-2030                                    | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              |  | US        |    304562 | PA      | $305323.89    | 0.08%             | 2030-10-26      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Barnes Group 12/24 Cov-Lite TLB                        | Barnes Group 12/24 Cov-Lite TLB 1/27/2032                                    | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              |  | US        |    750000 | PA      | $746722.50    | 0.18%             | 2032-01-27      | Floating      | 7.33%                 | No            |                  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        |    463614 | PA      | $448589.46    | 0.11%             | 2061-01-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                              | MFA 2021-NQM1 TRUST MFRA 2021-NQM1 A1                                        | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     58988 | PA      | $55655.85     | 0.01%             | 2065-04-25      | Floating      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A                              | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54137 | PA      | $50998.26     | 0.01%             | 2065-01-26      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                     | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A A2             | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    275961 | PA      | $279392.40    | 0.07%             | 2032-05-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| APPLE BIDCO, LLC                                       | APPLE BIDCO, LLC 9/22/2031                                                   | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              |  | US        |    379261 | PA      | $376670.74    | 0.09%             | 2031-09-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN MA2474                                                    | CUSIP: 31418BXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    158083 | PA      | $153843.94    | 0.04%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| wilsonart international 7/24                           | wilsonart international 7/24 05-Aug-2031                                     | CUSIP: 97246FAM8<br>LEI: N/A                  | Long             | LON              |  | US        |    365777 | PA      | $352670.87    | 0.09%             | 2031-08-05      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD.                                      | 1261229 B.C. LTD. 10/8/2030                                                  | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    320000 | PA      | $303244.80    | 0.07%             | 2030-10-08      | Floating      | 10.59%                | 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        |    125513 | PA      | $126052.96    | 0.03%             | 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      | $160141.89    | 0.04%             | 2029-07-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 CAS 2022-R05 2M2                | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1027436.50   | 0.25%             | 2042-04-25      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                | BANK OF NOVA SCOTIA/THE 5.450000% 06/12/2025                                 | CUSIP: 06418GAC1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |    125000 | PA      | $125026.11    | 0.03%             | 2025-06-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER, INC.                                   | CP ATLAS BUYER INC 144A 7.000000% 12/01/2028                                 | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332090.40    | 0.08%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| QUIRCH FOODS HOLDINGS, LLC                             | QUIRCH FOODS HOLDINGS, LLC 10/27/2027                                        | CUSIP: 74880TAG1<br>LEI: N/A                  | Long             | LON              |  | US        |    736995 | PA      | $687557.79    | 0.17%             | 2027-10-27      | Floating      | 9.57%                 | No            |                  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        |    297851 | PA      | $280211.38    | 0.07%             | 2034-12-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A1              | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185793 | PA      | $160557.36    | 0.04%             | 2056-11-27      | Floating      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2024-R04 CAS 2024-R04 1M2                | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $602346.00    | 0.15%             | 2044-05-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 CAS 2022-R05 2M1                | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    126484 | PA      | $127068.00    | 0.03%             | 2042-04-25      | Floating      | 6.22%                 | 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        |   1296619 | PA      | $1285904.09   | 0.32%             | 2053-01-15      | Floating      | 5.17%                 | 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        |    378208 | PA      | $378382.35    | 0.09%             | 2037-06-15      | Floating      | 5.44%                 | 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      | $101042.76    | 0.02%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST               | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR 2022-2 A3              | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     50851 | PA      | $50825.17     | 0.01%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  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      | $800288.00    | 0.20%             | 2035-01-20      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Ranpak/Ranger Packaging 12/24 TL                       | Ranpak/Ranger Packaging 12/24 TL 19-Dec-2031                                 | CUSIP: 75321EAM5<br>LEI: N/A                  | Long             | LON              |  | US        |    189456 | PA      | $187561.31    | 0.05%             | 2031-12-19      | Floating      | 8.80%                 | 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        |    381148 | PA      | $336421.52    | 0.08%             | 2066-04-25      | Floating      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| NEP GROUP, INC.                                        | NEP GROUP, INC. 8/19/2026                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              |  | US        |   1228106 | PA      | $1110748.12   | 0.27%             | 2026-08-19      | Floating      | 9.32%                 | 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      | $245237.38    | 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        |    216416 | PA      | $209432.01    | 0.05%             | 2028-06-02      | Floating      | 8.29%                 | 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        |   1000000 | PA      | $993760.70    | 0.24%             | 2036-09-15      | Floating      | 5.54%                 | 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        |    115259 | PA      | $113107.23    | 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        |     69836 | PA      | $70805.52     | 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      | $283593.09    | 0.07%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTRUCK GROUP TL                                     | REALTRUCK GROUP TL 1/31/2028                                                 | CUSIP: 89778PAH0<br>LEI: N/A                  | Long             | LON              |  | US        |    114710 | PA      | $111125.63    | 0.03%             | 2028-01-31      | Floating      | 9.44%                 | 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        |   1643497 | PA      | $1616092.28   | 0.40%             | 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      | $44.65        | 0.00%             | 2031-11-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2023-P5 CRVNA 2023-P5 A2                      | CUSIP: 14687RAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5408 | PA      | $5411.95      | 0.00%             | 2027-04-12      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN AL0355                                                    | CUSIP: 3138EGMD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189229 | PA      | $195062.58    | 0.05%             | 2036-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| SUMMER (BC) BIDCO B LLC                                | SUMMER (BC) BIDCO B LLC 02/15/2029                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    575185 | PA      | $567517.87    | 0.14%             | 2029-02-15      | Floating      | 9.56%                 | 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        |    581178 | PA      | $595917.63    | 0.15%             | 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        |    774504 | PA      | $765597.40    | 0.19%             | 2028-04-20      | Floating      | 6.52%                 | 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        |   1495967 | PA      | $1496751.16   | 0.37%             | 2048-01-25      | Floating      | 5.49%                 | 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        |     72938 | PA      | $72898.82     | 0.02%             | 2026-03-16      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                | CARS-DB4 LP CAUTO 2020-1A A5                                                 | CUSIP: 12510HAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    490104 | PA      | $472415.07    | 0.12%             | 2050-02-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| ICU MEDICAL, INC.                                      | ICU MEDICAL, INC. 1/8/2029                                                   | CUSIP: 44931YAD9<br>LEI: N/A                  | Long             | LON              |  | US        |    532954 | PA      | $532175.84    | 0.13%             | 2029-01-08      | Floating      | 6.95%                 | 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      | $203322.53    | 0.05%             | 2038-12-25      | Floating      | 6.22%                 | 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      | $524104.50    | 0.13%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ/MADISON AIR 3/25 COV-LITE IN               | MADISON IAQ/MADISON AIR 3/25 COV-LITE IN 5/6/2032                            | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              |  | US        |    110000 | PA      | $109984.60    | 0.03%             | 2032-05-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation 10/24 TLB                       | Cornerstone Generation 10/24 TLB 28-Oct-2031                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    379149 | PA      | $380570.89    | 0.09%             | 2031-10-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS                                      | CLUBCORP HOLDINGS 9/18/2026                                                  | CUSIP: 18948TAF0<br>LEI: N/A                  | Long             | LON              |  | US        |    864541 | PA      | $864359.60    | 0.21%             | 2026-09-18      | Floating      | 9.56%                 | 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        |   1822980 | PA      | $1759093.54   | 0.43%             | 2034-09-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BANGL 7/23 TLB                                         | BANGL 7/23 TLB 2/1/2029                                                      | CUSIP: 05989UAC1<br>LEI: N/A                  | Long             | LON              |  | US        |     92848 | PA      | $92848.15     | 0.02%             | 2029-02-01      | Floating      | 8.79%                 | 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        |    736180 | PA      | $711245.82    | 0.17%             | 2028-09-15      | Floating      | 8.05%                 | 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        |    124556 | PA      | $125074.04    | 0.03%             | 2035-06-25      | Floating      | 5.74%                 | 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        |    913427 | PA      | $923900.71    | 0.23%             | 2043-11-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| PAREXEL INTERNATIONAL, INC.                            | PAREXEL INTERNATIONAL, INC. 11/15/2028                                       | CUSIP: 71911KAE4<br>LEI: N/A                  | Long             | LON              |  | US        |    544477 | PA      | $544351.44    | 0.13%             | 2028-11-15      | Floating      | 6.82%                 | 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        |    995825 | PA      | $997070.12    | 0.25%             | 2041-05-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| HIG FINANCE 2 LIMITED                                  | HIG FINANCE 2 LIMITED 2/15/2031                                              | CUSIP: G4712JAZ5<br>LEI: N/A                  | Long             | LON              |  | US        |     39800 | PA      | $39704.48     | 0.01%             | 2031-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R07 CAS 2023-R07 2M1                | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    573010 | PA      | $577270.42    | 0.14%             | 2043-09-25      | Floating      | 6.27%                 | 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        |    675504 | PA      | $685289.84    | 0.17%             | 2043-11-25      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                              | BAUSCH + LOMB CORPORATION 9/29/2028                                          | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              |  | US        |    310275 | PA      | $309499.31    | 0.08%             | 2028-09-29      | Floating      | 8.32%                 | 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      | $1244335.50   | 0.31%             | 2042-04-15      | Floating      | 5.62%                 | Yes           |                  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        |    226677 | PA      | $218644.27    | 0.05%             | 2057-08-27      | Floating      | 4.00%                 | No            |                  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        |    608589 | PA      | $564239.71    | 0.14%             | 2034-05-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| ELECTRON BIDCO INC.                                    | ELECTRON BIDCO INC. 11/1/2028                                                | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              |  | US        |   1378724 | PA      | $1379979.12   | 0.34%             | 2028-11-01      | Floating      | 7.07%                 | 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        |     26514 | PA      | $25105.09     | 0.01%             | 2035-01-25      | Floating      | 6.92%                 | 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        |    443701 | PA      | $436724.01    | 0.11%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD               | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-2R LTD CGMS 2014-2RA A2            | CUSIP: 14314LAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000092.00   | 0.25%             | 2031-05-15      | Floating      | 5.91%                 | 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        |     23333 | PA      | $-58.33       | -0.00%            | 2031-11-19      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                             | GCAT 2021-NQM5 TRUST GCAT 2021-NQM5 A1                                       | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400182 | PA      | $334157.57    | 0.08%             | 2066-07-25      | Floating      | 1.26%                 | 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        |     66667 | PA      | $66552.80     | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Next Wave 2/25 TLB                                     | Next Wave 2/25 TLB 2/27/2032                                                 | CUSIP: 70230EAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    505000 | PA      | $504055.65    | 0.12%             | 2032-02-27      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp                                   | Epicor Software Corp 5/30/2031                                               | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              |  | US        |    931342 | PA      | $932990.91    | 0.23%             | 2031-05-30      | Floating      | 7.07%                 | 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      | $124970.37    | 0.03%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 07/15/2025                                           | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $994959.44    | 0.24%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | TRIPARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET                          | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |   8200000 | PA      | $8200000.00   | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS, INC.                                       | DATABRICKS 1/3/2031                                                          | CUSIP: 29409YAF8<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              |  | US        |     73033 | PA      | $365.16       | 0.00%             | 2031-01-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2023-N3 CRVNA 2023-N3 A                       | CUSIP: 14686RAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12049 | PA      | $12076.46     | 0.00%             | 2027-09-10      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST                                              | MFA 2021-INV1 TRUST MFRA 2021-INV1 A1                                        | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     27953 | PA      | $26829.47     | 0.01%             | 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        |    250000 | PA      | $250774.03    | 0.06%             | 2027-04-15      | Fixed         | 4.91%                 | 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        |    500000 | PA      | $499668.00    | 0.12%             | 2070-04-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R06 CAS 2023-R06 1M1                | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    467516 | PA      | $470138.64    | 0.12%             | 2043-07-25      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| QUEST SOFTWARE US HOLDINGS INC.                        | QUEST SOFTWARE US HOLDINGS INC. 2/1/2029                                     | CUSIP: 74834YAN2<br>LEI: N/A                  | Long             | LON              |  | US        |   1014357 | PA      | $517829.14    | 0.13%             | 2029-02-01      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Alpha Generation 9/24 Cov-Lite TLB                     | Alpha Generation 9/24 Cov-Lite TLB 9/30/2031                                 | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              |  | US        |    428400 | PA      | $429873.70    | 0.11%             | 2031-09-30      | Floating      | 7.07%                 | 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      | $509609.68    | 0.13%             | 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      | $299665.44    | 0.07%             | 2027-09-30      | Fixed         | 5.50%                 | 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        |    397974 | PA      | $386118.63    | 0.09%             | 2030-02-28      | Floating      | 8.01%                 | No            |                  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      | $825397.65    | 0.20%             | 2031-01-20      | Floating      | 5.83%                 | 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      | $1002639.00   | 0.25%             | 2037-07-18      | Floating      | 5.65%                 | Yes           |                  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      | $123339.07    | 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        |    765000 | PA      | $720984.73    | 0.18%             | 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        |    126505 | PA      | $126116.58    | 0.03%             | 2031-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                    | STATION CASINOS LLC 3/14/2031                                                | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              |  | US        |    678532 | PA      | $678227.15    | 0.17%             | 2031-03-14      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Alliant Insurance 9/24 B6 TLB                          | Alliant Insurance 9/24 B6 TLB 19-Sep-2031                                    | CUSIP: 01881UAM7<br>LEI: N/A                  | Long             | LON              |  | US        |    497154 | PA      | $494902.18    | 0.12%             | 2031-09-19      | Floating      | 7.07%                 | 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        |    452171 | PA      | $439589.82    | 0.11%             | 2045-04-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                    | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 VALET 2023-1 A3                   | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1003125.60   | 0.25%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2021-SFR2 TRUST STAR 2021-SFR2 C                                        | CUSIP: 78474LAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1086788 | PA      | $1086599.83   | 0.27%             | 2039-01-17      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                | LEVEL 3 FINANCING, INC. 3/27/2032                                            | CUSIP: 52729KAT3<br>LEI: N/A                  | Long             | LON              |  | US        |    280000 | PA      | $281400.00    | 0.07%             | 2032-03-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                              | DLLAD 2021-1 LLC DLLAD 2021-1A A3                                            | CUSIP: 233262AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     23513 | PA      | $23389.11     | 0.01%             | 2026-09-21      | Fixed         | 0.64%                 | Yes           |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER  TL                              | POTOMAC ENERGY CENTER  TL 3/14/2032                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    370332 | PA      | $419895.99    | 0.10%             | 2032-03-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy 12/24 Incremental TLB                     | Talen Energy 12/24 Incremental TLB 13-Dec-2031                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    389025 | PA      | $388962.76    | 0.10%             | 2031-12-13      | Floating      | 6.81%                 | 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        |      6268 | PA      | $6077.23      | 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        |    488775 | PA      | $485798.36    | 0.12%             | 2031-09-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                    | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 STAR 2021-3 A1                    | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113046 | PA      | $95222.52     | 0.02%             | 2056-06-25      | Floating      | 1.13%                 | Yes           |                  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      | $1001250.80   | 0.25%             | 2041-10-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                           | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A2A                          | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     72122 | PA      | $72235.77     | 0.02%             | 2026-12-21      | Fixed         | 5.54%                 | 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        |   1700243 | PA      | $1704493.63   | 0.42%             | 2044-03-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| KAMAN CORPORATION                                      | KAMAN/RUBY/ARXIS 1/25 DEL 2/26/2032                                          | CUSIP: 48825CAC9<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              |  | US        |     42265 | PA      | $-310.23      | -0.00%            | 2032-02-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| COGNITA 10/24 COV-LITE TLB                             | COGNITA 10/24 COV-LITE TLB 27-Oct-2031                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    350000 | PA      | $350437.50    | 0.09%             | 2031-10-27      | Floating      | 8.29%                 | 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        |     54408 | PA      | $49853.83     | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  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        |     13534 | PA      | $13098.83     | 0.00%             | 2060-05-24      | Floating      | 1.65%                 | 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      | $1392171.88   | 0.34%             | 2041-08-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLII, LTD                         | MADISON PARK FUNDING XLII LTD ATRM 13A B                                     | CUSIP: 04966HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700349.30    | 0.17%             | 2030-11-21      | Floating      | 6.04%                 | No            |                  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      | $795790.64    | 0.20%             | 2039-09-25      | Fixed         | 5.50%                 | Yes           |                  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        |     95000 | PA      | $95037.40     | 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        |    541180 | PA      | $480778.98    | 0.12%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 701225                                                    | CUSIP: 31400YA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71394 | PA      | $72000.95     | 0.02%             | 2033-04-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 1.230000% 10/01/2025             | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61230.12     | 0.02%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| MILANO ACQUISITION                                     | MILANO ACQUISITION 10/1/2027                                                 | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              |  | US        |    139052 | PA      | $132933.30    | 0.03%             | 2027-10-01      | Floating      | 8.40%                 | 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        |    187549 | PA      | $187143.83    | 0.05%             | 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        |    326667 | PA      | $325850.00    | 0.08%             | 2031-11-19      | Floating      | 7.57%                 | 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      | $126657.40    | 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      | $252066.25    | 0.06%             | 2028-06-20      | Fixed         | 5.26%                 | 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        |     84953 | PA      | $80923.06     | 0.02%             | 2055-04-25      | Floating      | 3.00%                 | 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        |    873767 | PA      | $811777.64    | 0.20%             | 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        |    243997 | PA      | $250725.05    | 0.06%             | 2035-10-01      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC NON GOLD POOL FH 1L0080                                          | CUSIP: 3128Q2CR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    240535 | PA      | $247604.88    | 0.06%             | 2035-06-01      | Floating      | 7.25%                 | 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        |    567720 | PA      | $523219.76    | 0.13%             | 2064-02-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| THE DUN & BRADSTREET CORPORATION                       | THE DUN & BRADSTREET CORPORATION 1/18/2029                                   | CUSIP: 26483NAW0<br>LEI: N/A                  | Long             | LON              |  | US        |    981485 | PA      | $980660.81    | 0.24%             | 2029-01-18      | Floating      | 6.57%                 | 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      | $1002728.00   | 0.25%             | 2037-04-20      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| SS&C TECH INC TL 1L B8                                 | SS&C TECH INC TL 1L B8 5/9/2031                                              | CUSIP: 78466DBJ2<br>LEI: N/A                  | Long             | LON              |  | US        |    937853 | PA      | $940901.12    | 0.23%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC.                               | FIRST STUDENT BIDCO INC. 7/21/2028                                           | CUSIP: 33718FAK6<br>LEI: N/A                  | Long             | LON              |  | US        |    107604 | PA      | $107573.94    | 0.03%             | 2028-07-21      | Floating      | 6.80%                 | 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      | $252868.63    | 0.06%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Formula One 9/24 Cov-Lite B2 Delayed TL                | Formula One 9/24 Cov-Lite B2 Delayed TL 9/30/2031                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    368667 | PA      | $368482.34    | 0.09%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R NRZT 2021-NQ2R A1             | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     27930 | PA      | $26527.96     | 0.01%             | 2058-10-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2020-3 AOMT 2020-3 A1                               | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     56952 | PA      | $53488.26     | 0.01%             | 2065-04-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE, LLC                                 | GRAY OAK PIPELINE LLC 144A 2.600000% 10/15/2025                              | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $296248.90    | 0.07%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  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        |    102391 | PA      | $102414.96    | 0.03%             | 2030-10-15      | Floating      | 5.65%                 | No            |                  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      | $200730.70    | 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        |     21930 | PA      | $20807.90     | 0.01%             | 2065-05-25      | Floating      | 0.71%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                        | M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A1                      | CUSIP: 55287XAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    104610 | PA      | $104594.70    | 0.03%             | 2026-02-17      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST               | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1 AMCAR 2021-1 D               | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    540000 | PA      | $538978.91    | 0.13%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 751582                                                    | CUSIP: 31403K6T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21994 | PA      | $22355.01     | 0.01%             | 2033-10-01      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                              | DLLAA 2023-1 LLC DLLAA 2023-1A A2                                            | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11645 | PA      | $11662.57     | 0.00%             | 2026-07-20      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                    | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1                    | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5838 | PA      | $5555.05      | 0.00%             | 2050-02-25      | Floating      | 2.27%                 | No            |                  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      | $267535.62    | 0.07%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A HALST 2024-A A2A              | CUSIP: 448988AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     49028 | PA      | $49065.60     | 0.01%             | 2026-06-15      | Fixed         | 5.15%                 | Yes           |                  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      | $1491562.50   | 0.37%             | 2042-03-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Funding                     | GRACIE POINT INTERNATIONAL FUNDING 2023-1 GPIF 2023-1A A                     | CUSIP: 383931AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1906724 | PA      | $1904574.71   | 0.47%             | 2026-09-01      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| PEACEHEALTH                                            | PEACEHEALTH OBLIGATED GROUP 1.375000% 11/15/2025                             | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319508.46    | 0.08%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  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      | $705819.15    | 0.17%             | 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        |    179748 | PA      | $179803.80    | 0.04%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AssuredPartners 2/24 (B5) Incremental TLB              | AssuredPartners 2/24 (B5) Incremental TLB 14-Feb-2031                        | CUSIP: 04621HAW3<br>LEI: N/A                  | Long             | LON              |  | US        |   1094975 | PA      | $1096398.35   | 0.27%             | 2031-02-14      | Floating      | 7.82%                 | 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        |    342198 | PA      | $341130.02    | 0.08%             | 2032-02-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                             | FLAGSHIP CREDIT AUTO TRUST 2023-3 FCAT 2023-3 A2                             | CUSIP: 33846BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16152 | PA      | $16169.78     | 0.00%             | 2027-07-15      | Fixed         | 5.89%                 | Yes           |                  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        |     46841 | PA      | $44592.30     | 0.01%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 07/22/2025                                           | CUSIP: 912797QB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $994138.37    | 0.24%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SARATOGA INVESTMENT CORP SENIOR LOAN FUND LTD          | SARATOGA INVESTMENT CORP SENIOR LOAN FUND 2022-1 L SARAT 2022-1A D           | CUSIP: 80349PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $298946.10    | 0.07%             | 2033-10-20      | Floating      | 10.88%                | Yes           |                  2 | On Loan: No      |
| UNITED TALENT 4/24                                     | UNITED TALENT 4/24 7/7/2028                                                  | CUSIP: 91301QAM9<br>LEI: N/A                  | Long             | LON              |  | US        |   1058856 | PA      | $1058856.04   | 0.26%             | 2028-07-07      | Floating      | 8.08%                 | No            |                  3 | 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      | $520449.10    | 0.13%             | 2042-02-25      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 889946                                                    | CUSIP: 31410KWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     57194 | PA      | $58970.87     | 0.01%             | 2035-05-01      | Floating      | 6.90%                 | 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        |     86411 | PA      | $82900.48     | 0.02%             | 2057-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                         | AUTOZONE INC 5.050000% 07/15/2026                                            | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150818.23    | 0.04%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BW HOLDING, INC.                                       | BW HOLDING, INC. 12/14/2028                                                  | CUSIP: 58985XAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    775434 | PA      | $542803.92    | 0.13%             | 2028-12-14      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| American Auto Auction 11/24 TLB                        | American Auto Auction 11/24 TLB 30-Dec-2027                                  | CUSIP: 02403MAQ3<br>LEI: N/A                  | Long             | LON              |  | US        |    317657 | PA      | $316995.84    | 0.08%             | 2027-12-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                 | NEW ECONOMY ASSETS - PHASE 1 SPONSOR LLC USRE 2021-1 A1                      | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    953000 | PA      | $894360.39    | 0.22%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Chobani 1/25 Cov-Lite                                  | Chobani 1/25 Cov-Lite 25-Oct-2027                                            | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              |  | US        |    909259 | PA      | $911340.88    | 0.22%             | 2027-10-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                 | WELLS FARGO BANK NA 5.550000% 08/01/2025                                     | CUSIP: 94988J6B8<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250236.44    | 0.06%             | 2025-08-01      | Fixed         | 5.55%                 | 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        |    504891 | PA      | $483734.34    | 0.12%             | 2034-11-25      | Floating      | 5.86%                 | 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        |    500000 | PA      | $505808.90    | 0.12%             | 2039-10-05      | Floating      | 5.80%                 | 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      | $250172.47    | 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      | $616110.00    | 0.15%             | 2039-11-10      | Fixed         | 7.07%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2021-N1 CRVNA 2021-N1 A                       | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     24832 | PA      | $24301.05     | 0.01%             | 2028-01-10      | Fixed         | 0.70%                 | 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        |     63914 | PA      | $64753.81     | 0.02%             | 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        |   1000000 | PA      | $991250.00    | 0.24%             | 2042-02-15      | Floating      | 6.02%                 | 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        |    450991 | PA      | $442388.81    | 0.11%             | 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        |    419096 | PA      | $418647.26    | 0.10%             | 2028-02-11      | Floating      | 8.58%                 | 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        |    493378 | PA      | $485043.88    | 0.12%             | 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        |    387401 | PA      | $372975.32    | 0.09%             | 2033-10-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK 2018-BNK12 BANK 2018-BN12 A2                                            | CUSIP: 06541KAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    447025 | PA      | $440959.02    | 0.11%             | 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        |    779000 | PA      | $766668.43    | 0.19%             | 2028-11-19      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                    | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 STAR 2021-2 A1                    | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     27301 | PA      | $25466.00     | 0.01%             | 2065-05-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                             | GCAT 2020-NQM2 TRUST GCAT 2020-NQM2 A1                                       | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     29446 | PA      | $28094.59     | 0.01%             | 2065-04-25      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                              | KUBOTA CREDIT OWNER TRUST 2023-2 KCOT 2023-2A A2                             | CUSIP: 500945AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     48122 | PA      | $48177.45     | 0.01%             | 2026-07-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1 WLAKE 2024-1A A2A               | CUSIP: 96043RAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16754 | PA      | $16768.13     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | 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      | $303969.86    | 0.07%             | 2032-11-22      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                | LEVEL 3 FINANCING INC 144A 11.000000% 11/15/2029                             | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $226883.13    | 0.06%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS                                       | FORTREA HOLDINGS 7/1/2030                                                    | CUSIP: 34965PAD8<br>LEI: N/A                  | Long             | LON              |  | US        |     80571 | PA      | $70801.72     | 0.02%             | 2030-07-01      | Floating      | 8.07%                 | 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        |    500000 | PA      | $494268.65    | 0.12%             | 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        |    300000 | PA      | $295668.15    | 0.07%             | 2027-10-18      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE 11/24 TLB                              | BCP RENAISSANCE 11/24 TLB 31-Oct-2028                                        | CUSIP: 05549PAG6<br>LEI: N/A                  | Long             | LON              |  | US        |    288646 | PA      | $288574.31    | 0.07%             | 2028-10-31      | Floating      | 7.30%                 | 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        |    488728 | PA      | $484603.25    | 0.12%             | 2028-03-24      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| ZELIS COST MANAGEMENT BUYER, INC.                      | ZELIS COST MANAGEMENT BUYER, INC. 9/28/2029                                  | CUSIP: 98932TAG8<br>LEI: N/A                  | Long             | LON              |  | US        |    898838 | PA      | $890973.41    | 0.22%             | 2029-09-28      | Floating      | 7.07%                 | 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      | $485920.85    | 0.12%             | 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      | $536806.89    | 0.13%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2020-4 VERUS 2020-4 A1                            | CUSIP: 92538LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10260 | PA      | $10024.84     | 0.00%             | 2065-05-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Informatica 6/24 TLB                                   | Informatica 6/24 TLB 27-Oct-2028                                             | CUSIP: 45673YAL0<br>LEI: N/A                  | Long             | LON              |  | US        |    210000 | PA      | $210590.10    | 0.05%             | 2028-10-27      | Floating      | 6.57%                 | 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        |    235336 | PA      | $226065.69    | 0.06%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  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        |    278104 | PA      | $279320.19    | 0.07%             | 2044-05-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| MODENA BUYER LLC TL 1L                                 | MODENA BUYER LLC TL 1L 01-Jul-2031                                           | CUSIP: 60753DAC8<br>LEI: N/A                  | Long             | LON              |  | US        |    525223 | PA      | $508809.68    | 0.13%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE, INC.                          | GLOBAL MEDICAL RESPONSE, INC. 10/31/2028                                     | CUSIP: 00169QAG4<br>LEI: N/A                  | Long             | LON              |  | US        |   1179002 | PA      | $1179838.75   | 0.29%             | 2028-10-31      | Floating      | 9.83%                 | 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        |    612039 | PA      | $615244.50    | 0.15%             | 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        |    367019 | PA      | $355507.11    | 0.09%             | 2033-12-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Ursa Minor/PG Polaris/Rosen 3/24                       | Ursa Minor/PG Polaris/Rosen 3/24 3/26/2031                                   | CUSIP: 91728NAB5<br>LEI: N/A                  | Long             | LON              |  | US        |    572129 | PA      | $572557.69    | 0.14%             | 2031-03-26      | Floating      | 7.80%                 | 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        |     35869 | PA      | $36172.92     | 0.01%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  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      | $1003129.00   | 0.25%             | 2034-04-17      | Floating      | 5.93%                 | 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      | $91199.93     | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                              | KUBOTA CREDIT OWNER TRUST 2025-1 KCOT 2025-1A A1                             | CUSIP: 50117FAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    304793 | PA      | $304720.72    | 0.07%             | 2026-02-16      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2020-R1 AOMT 2020-R1 A1                             | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     31715 | PA      | $30074.70     | 0.01%             | 2053-04-25      | Floating      | 0.99%                 | Yes           |                  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        |     87069 | PA      | $80961.47     | 0.02%             | 2060-04-25      | Floating      | 1.70%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST               | GS MORTGAGE SECURITIES CORP TRUST 2021-STAR GSMS 2021-STAR B                 | CUSIP: 36264LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $994979.70    | 0.24%             | 2036-12-15      | Floating      | 5.85%                 | 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        |     15145 | PA      | $15234.16     | 0.00%             | 2037-02-25      | Floating      | 7.29%                 | 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        |    180000 | PA      | $174035.79    | 0.04%             | 2038-07-17      | Fixed         | 2.89%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2                    | CUSIP: 30711XCT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     48195 | PA      | $49558.71     | 0.01%             | 2028-10-25      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| GRAY TELEVISION, INC.                                  | GRAY TELEVISION, INC. 12/1/2028                                              | CUSIP: 389376AZ7<br>LEI: N/A                  | Long             | LON              |  | US        |     79783 | PA      | $76783.41     | 0.02%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                               | ACM AUTO TRUST 2024-2 ACMAT 2024-2A A                                        | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    573528 | PA      | $575106.96    | 0.14%             | 2029-02-20      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Acrisure 12/24 Cov-Lite                                | Acrisure 12/24 Cov-Lite 2/15/2027                                            | CUSIP: 00488PAU9<br>LEI: N/A                  | Long             | LON              |  | US        |    880627 | PA      | $878742.74    | 0.22%             | 2027-02-15      | Floating      | 7.07%                 | 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        |    481065 | PA      | $470939.00    | 0.12%             | 2034-08-19      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Conservice 1/25 Cov-Lite                               | Conservice 1/25 Cov-Lite 5/13/2030                                           | CUSIP: 20848PAK4<br>LEI: N/A                  | Long             | LON              |  | US        |    398927 | PA      | $398926.90    | 0.10%             | 2030-05-13      | Floating      | 7.32%                 | No            |                  2 | 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        |   1000000 | PA      | $987500.00    | 0.24%             | 2042-03-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                     | OMNIA PARTNERS LLC 7/25/2030                                                 | CUSIP: 68218HAE7<br>LEI: N/A                  | Long             | LON              |  | US        |    208950 | PA      | $209173.59    | 0.05%             | 2030-07-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Navicure/Waystar 12/24                                 | Navicure/Waystar 12/24 22-Oct-2029                                           | CUSIP: 63939WAM5<br>LEI: N/A                  | Long             | LON              |  | US        |    580710 | PA      | $580709.53    | 0.14%             | 2029-10-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                     | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1                     | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     72548 | PA      | $59886.49     | 0.01%             | 2066-06-25      | Floating      | 0.93%                 | Yes           |                  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        |    112246 | PA      | $112493.47    | 0.03%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A1          | CUSIP: 858928AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    136530 | PA      | $136535.76    | 0.03%             | 2026-04-20      | Fixed         | 4.50%                 | Yes           |                  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        |    105000 | PA      | $105214.47    | 0.03%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2021-SFR1 TRUST STAR 2021-SFR1 D                                        | CUSIP: 85521DAG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $995776.30    | 0.24%             | 2038-04-17      | Floating      | 5.74%                 | Yes           |                  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        |   1140399 | PA      | $1141185.58   | 0.28%             | 2031-07-31      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS, INC.                                    | CLEAN HARBORS INC 144A 4.875000% 07/15/2027                                  | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    489000 | PA      | $484366.31    | 0.12%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NET LEASE FUND LLC.        | OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES OAKIG 2020-1A A3           | CUSIP: 67181DAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    248125 | PA      | $241105.46    | 0.06%             | 2050-11-20      | Fixed         | 2.26%                 | Yes           |                  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      | $1055872.20   | 0.26%             | 2042-07-25      | Floating      | 8.32%                 | 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        |     73105 | PA      | $73110.74     | 0.02%             | 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        |    288319 | PA      | $288103.14    | 0.07%             | 2030-02-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                              | DRIVEN BRANDS FUNDING LLC HONK 2019-1A A2                                    | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1463607 | PA      | $1452894.83   | 0.36%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT 12/24 DELAYED TL                         | AMSPEC PARENT 12/24 DELAYED TL 12/12/2031                                    | CUSIP: 03218AAC3<br>LEI: N/A                  | Long             | LON              |  | US        |     40000 | PA      | $40200.00     | 0.01%             | 2031-12-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Creative Artists 9/24 Cov-Lite TLB                     | Creative Artists 9/24 Cov-Lite TLB 10/1/2031                                 | CUSIP: 22526WAS7<br>LEI: N/A                  | Long             | LON              |  | US        |    929345 | PA      | $928768.99    | 0.23%             | 2031-10-01      | Floating      | 7.07%                 | 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      | $266447.90    | 0.07%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MDVIP/Mamba Purchaser 12/24 Cov-Lite TLB               | MDVIP/Mamba Purchaser 12/24 Cov-Lite TLB 16-Oct-2028                         | CUSIP: 56150KAG0<br>LEI: N/A                  | Long             | LON              |  | US        |    944003 | PA      | $941935.76    | 0.23%             | 2028-10-16      | Floating      | 7.32%                 | No            |                  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        |    568580 | PA      | $572559.48    | 0.14%             | 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      | $1130839.44   | 0.28%             | 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        |   1017970 | PA      | $1014794.09   | 0.25%             | 2029-01-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| KAMAN/RUBY/ARXIS 1/25 COV-LITE TLB                     | KAMAN/RUBY/ARXIS 1/25 COV-LITE TLB 2/26/2032                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    448014 | PA      | $444725.21    | 0.11%             | 2032-02-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES 6/24 INCREMENTAL TLB                     | TEAM SERVICES 6/24 INCREMENTAL TLB 20-Dec-2027                               | CUSIP: 87821EAG8<br>LEI: N/A                  | Long             | LON              |  | US        |    224438 | PA      | $222754.22    | 0.05%             | 2027-12-20      | Floating      | 9.53%                 | 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      | $402239.50    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                     | METRONET INFRASTRUCTURE ISSUER LLC MNET 2022-1A B                            | CUSIP: 59170JAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $510714.35    | 0.13%             | 2052-10-20      | Fixed         | 7.46%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                        | TOYOTA MOTOR CREDIT CORP COMMERCIAL PAPER                                    | CUSIP: 89233GUU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | ABS-APCP         |  | US        |    325000 | PA      | $322678.04    | 0.08%             | 2025-07-28      | None          | 0.18%                 | No            |                  2 | On Loan: No      |
| FLEXSYS HOLDINGS, INC.                                 | FLEXSYS HOLDINGS, INC. 11/1/2028                                             | CUSIP: 33939NAC0<br>LEI: N/A                  | Long             | LON              |  | US        |    705451 | PA      | $360958.18    | 0.09%             | 2028-11-01      | Floating      | 9.81%                 | No            |                  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      | $3033382.80   | 0.75%             | 2058-05-25      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                | ROYAL BANK OF CANADA MTN 1.150000% 06/10/2025                                | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $249822.78    | 0.06%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | AIR METHODS EQUITY E69939 *                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      2388 | NS      | $327050.71    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2021-VINO BX 2021-VINO A                        | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     41748 | PA      | $41722.06     | 0.01%             | 2038-05-15      | Floating      | 5.10%                 | Yes           |                  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        |    662288 | PA      | $672803.28    | 0.17%             | 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        |   1118528 | PA      | $1089753.65   | 0.27%             | 2034-08-25      | Floating      | 5.99%                 | 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        |    164395 | PA      | $162510.66    | 0.04%             | 2034-07-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                                | QUIKRETE HOLDINGS, INC. 2/10/2032                                            | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              |  | US        |    505000 | PA      | $502475.00    | 0.12%             | 2032-02-10      | Floating      | 6.57%                 | 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        |     43175 | PA      | $40167.66     | 0.01%             | 2049-02-25      | Floating      | 0.94%                 | Yes           |                  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        |     48246 | PA      | $42584.13     | 0.01%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS, LLLP                         | FREEPORT LNG INVESTMENTS, LLLP 11/16/2026                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    672237 | PA      | $669158.16    | 0.16%             | 2026-11-16      | Floating      | 7.53%                 | 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      | $1494179.85   | 0.37%             | 2041-05-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION, LLC                                   | LBM ACQUISITION, LLC 6/6/2031                                                | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              |  | US        |    659814 | PA      | $590771.39    | 0.15%             | 2031-06-06      | Floating      | 8.18%                 | No            |                  3 | 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      | $998125.00    | 0.25%             | 2037-05-15      | Floating      | 6.27%                 | 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        |    120454 | PA      | $121175.10    | 0.03%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Services 1/25 TLB                    | GFL Environmental Services 1/25 TLB 2/4/2032                                 | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              |  | US        |    534459 | PA      | $531621.48    | 0.13%             | 2032-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                     | ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 EFMT 2021-1 A1                     | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     24637 | PA      | $20845.43     | 0.01%             | 2066-02-25      | Floating      | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 3786 ED                                               | CUSIP: 3137A5R97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    108730 | PA      | $108334.73    | 0.03%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | 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        |    220189 | PA      | $209889.69    | 0.05%             | 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        |    563938 | PA      | $527259.23    | 0.13%             | 2050-10-17      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                            | NATIONWIDE BUILDING SOCIETY MTN 3.900000% 07/21/2025                         | CUSIP: 638602BP6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $249725.79    | 0.06%             | 2025-07-21      | Fixed         | 3.90%                 | 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        |    180000 | PA      | $180000.00    | 0.04%             | 2042-02-17      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1                               | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     20783 | PA      | $19711.09     | 0.00%             | 2065-06-25      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2023-32 BD                                             | CUSIP: 3136BQAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    383199 | PA      | $386407.62    | 0.10%             | 2042-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 GMALT 2025-1 A1                 | CUSIP: 36271VAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     74267 | PA      | $74255.24     | 0.02%             | 2026-02-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                          | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 VFET 2024-1A A1                  | CUSIP: 92887QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2307 | PA      | $2307.46      | 0.00%             | 2025-09-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2020-5 VERUS 2020-5 A3                            | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    545801 | PA      | $526112.19    | 0.13%             | 2065-05-25      | Fixed         | 2.73%                 | Yes           |                  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      | $344274.00    | 0.08%             | 2031-03-31      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Planview 12/24 TL                                      | Planview 12/24 TL 17-Dec-2027                                                | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              |  | US        |    997494 | PA      | $942013.13    | 0.23%             | 2027-12-17      | Floating      | 7.80%                 | 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        |    591702 | PA      | $596367.62    | 0.15%             | 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        |    672111 | PA      | $602351.64    | 0.15%             | 2048-10-25      | Floating      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| INTERNET BRANDS 12/24 TLB4                             | INTERNET BRANDS 12/24 TLB4 31-Dec-2031                                       | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              |  | US        |    236985 | PA      | $215478.42    | 0.05%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  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        |    731610 | PA      | $733886.95    | 0.18%             | 2033-06-15      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 06/03/2025                                           | CUSIP: 912797PL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2475000 | PA      | $2474709.39   | 0.61%             | 2025-06-03      | None          | 0.00%                 | No            |                  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        |    118119 | PA      | $102129.33    | 0.03%             | 2056-11-25      | Floating      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| ACCESS GROUP, INC.                                     | ACCESS GROUP INC 2005-A ACCSS 2005-A A3                                      | CUSIP: 00432CCJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    530083 | PA      | $526379.56    | 0.13%             | 2034-07-25      | Floating      | 4.94%                 | No            |                  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        |     23095 | PA      | $21513.72     | 0.01%             | 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      | $150511.18    | 0.04%             | 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        |     44388 | PA      | $44533.04     | 0.01%             | 2026-11-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST                          | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP ELP 2021-ELP A                        | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    349593 | PA      | $348719.10    | 0.09%             | 2038-11-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Concentra Health 3/25                                  | Concentra Health 3/25 7/26/2031                                              | CUSIP: 20602RAD2<br>LEI: N/A                  | Long             | LON              |  | US        |     64838 | PA      | $64999.59     | 0.02%             | 2031-07-26      | Floating      | 6.32%                 | 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        |    316175 | PA      | $304124.55    | 0.07%             | 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      | $999375.00    | 0.25%             | 2041-05-15      | Floating      | 6.47%                 | 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        |     40250 | PA      | $36579.86     | 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      | $240613.78    | 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      | $150746.00    | 0.04%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 B                       | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16367 | PA      | $15839.29     | 0.00%             | 2028-03-10      | Fixed         | 0.75%                 | 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        |    789904 | PA      | $788608.65    | 0.19%             | 2032-11-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST                             | BANK OF AMERICA AUTO TRUST 2023-2 BAAT 2023-2A A2                            | CUSIP: 06054YAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57228 | PA      | $57267.22     | 0.01%             | 2026-08-17      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                         | TRANSDIGM INC. 2/28/2031                                                     | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              |  | US        |    178672 | PA      | $178613.51    | 0.04%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4753 QV                                               | CUSIP: 3137FDYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    217018 | PA      | $215364.88    | 0.05%             | 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        |     92371 | PA      | $92409.16     | 0.02%             | 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        |    402874 | PA      | $397306.37    | 0.10%             | 2034-02-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP 5/25 TL                                    | ALERA GROUP 5/25 TL 5/21/2032                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    415000 | PA      | $415232.40    | 0.10%             | 2032-05-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                    | STAR 2021-1 TRUST STAR 2021-1 A1                                             | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57680 | PA      | $53744.13     | 0.01%             | 2065-05-25      | Floating      | 1.22%                 | Yes           |                  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      | $343558.75    | 0.08%             | 2037-01-16      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2021-1 AOMT 2021-1 A1                               | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    121926 | PA      | $103521.27    | 0.03%             | 2066-01-25      | Floating      | 0.91%                 | Yes           |                  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      | $1025185.79   | 0.25%             | 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        |    895506 | PA      | $889684.83    | 0.22%             | 2030-05-06      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                               | LCM XXIV LTD LCM 24A AR                                                      | CUSIP: 50188YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9382 | PA      | $9382.80      | 0.00%             | 2030-03-20      | Floating      | 5.51%                 | 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        |    143492 | PA      | $124130.04    | 0.03%             | 2056-06-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| MITNICK CORPORATE PURCHASER, INC.                      | MITNICK CORPORATE PURCHASER, INC. 5/2/2029                                   | CUSIP: 60672HAC7<br>LEI: N/A                  | Long             | LON              |  | US        |    329156 | PA      | $218770.25    | 0.05%             | 2029-05-02      | Floating      | 8.88%                 | No            |                  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      | $138422.23    | 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: 635400DIIFNAZIG5QF27 | Long             | ABS-MBS          |  | CA        |    600000 | PA      | $582449.52    | 0.14%             | 2062-02-01      | Fixed         | 3.94%                 | 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        |    685000 | PA      | $685000.00    | 0.17%             | 2031-03-07      | Floating      | 9.54%                 | 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        |    476275 | PA      | $466961.88    | 0.11%             | 2057-06-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                             | GCAT 2021-CM1 TRUST GCAT 2021-CM1 A                                          | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    103810 | PA      | $98564.74     | 0.02%             | 2065-04-25      | Floating      | 2.47%                 | Yes           |                  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        |    876572 | PA      | $875749.35    | 0.22%             | 2045-02-25      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 810320                                                    | CUSIP: 31406HG50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    160544 | PA      | $166170.49    | 0.04%             | 2034-04-01      | Floating      | 6.86%                 | 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      | $761241.00    | 0.19%             | 2053-05-20      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                  | AIR LEASE CORP MTN 2.875000% 01/15/2026                                      | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247023.63    | 0.06%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  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      | $117808.33    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                              | DLLST 2024-1 LLC DLLST 2024-1A A2                                            | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13452 | PA      | $13460.99     | 0.00%             | 2026-01-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2024-D FORDO 2024-D A1                          | CUSIP: 34535VAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     34583 | PA      | $34583.28     | 0.01%             | 2025-12-15      | Fixed         | 4.60%                 | 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        |   1000000 | PA      | $995000.00    | 0.24%             | 2040-03-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                         | CITIGROUP INC 4.400000% 06/10/2025                                           | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199953.47    | 0.05%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED          | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2007-1 2A1           | CUSIP: 59023HAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    133594 | PA      | $134294.42    | 0.03%             | 2037-01-25      | Floating      | 6.70%                 | No            |                  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        |    641366 | PA      | $632103.92    | 0.16%             | 2034-06-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                         | DTI HOLDCO INC 4/26/2029                                                     | CUSIP: 23358EAK5<br>LEI: N/A                  | Long             | LON              |  | US        |    190336 | PA      | $189919.51    | 0.05%             | 2029-04-26      | Floating      | 8.32%                 | 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        |    565397 | PA      | $586874.74    | 0.14%             | 2034-09-25      | Floating      | 5.38%                 | 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        |    500000 | PA      | $514275.90    | 0.13%             | 2053-08-20      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group 9/24 TLB                          | Ryan Specialty Group 9/24 TLB 15-Sep-2031                                    | CUSIP: 78350UAJ4<br>LEI: N/A                  | Long             | LON              |  | US        |    320244 | PA      | $319043.40    | 0.08%             | 2031-09-15      | Floating      | 6.57%                 | 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      | $324032.97    | 0.08%             | 2027-11-16      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Amspec Parent 12/24 Cov-Lite TLB                       | Amspec Parent 12/24 Cov-Lite TLB 12/22/2031                                  | CUSIP: 03218AAB5<br>LEI: N/A                  | Long             | LON              |  | US        |    260000 | PA      | $261300.00    | 0.06%             | 2031-12-22      | Floating      | 8.55%                 | 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      | $1234863.41   | 0.30%             | 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        |    123720 | PA      | $122588.07    | 0.03%             | 2034-04-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| MEDIWARE INFORMATION/WELLSKY 11/24 COV-LITE TLB4       | MEDIWARE INFORMATION/WELLSKY 11/24 COV-LITE TLB4 3/10/2028                   | CUSIP: 74339UAZ3<br>LEI: N/A                  | Long             | LON              |  | US        |    723338 | PA      | $723851.07    | 0.18%             | 2028-03-10      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT, INC.                                       | PROOFPOINT, INC. 8/31/2028                                                   | CUSIP: 74345HAG6<br>LEI: N/A                  | Long             | LON              |  | US        |   1072301 | PA      | $1071260.57   | 0.26%             | 2028-08-31      | Floating      | 7.32%                 | 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      | $273141.72    | 0.07%             | 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        |    388593 | PA      | $388950.06    | 0.10%             | 2038-04-15      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS, INC.                             | TEAM HEALTH HOLDINGS, INC. 3/2/2027                                          | CUSIP: 87817JAG3<br>LEI: N/A                  | Long             | LON              |  | US        |    518657 | PA      | $515544.92    | 0.13%             | 2027-03-02      | Floating      | 9.53%                 | No            |                  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      | $1390765.00   | 0.34%             | 2041-02-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Charter NEX 10/24                                      | Charter NEX 10/24 29-Nov-2030                                                | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              |  | US        |    636049 | PA      | $636990.12    | 0.16%             | 2030-11-29      | Floating      | 7.09%                 | 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      | $254379.65    | 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        |   1243016 | PA      | $1250269.38   | 0.31%             | 2068-03-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2024-4 LLC EFF 2024-4 A1                          | CUSIP: 29374MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39752 | PA      | $39760.06     | 0.01%             | 2025-10-21      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                             | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 GCAR 2025-2A A1                     | CUSIP: 37989BAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $225029.30    | 0.06%             | 2026-04-15      | Fixed         | 4.72%                 | Yes           |                  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        |    400000 | PA      | $401287.60    | 0.10%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                    | PRAIRIE ACQUIROR LP 8/1/2029                                                 | CUSIP: 73955HAE4<br>LEI: N/A                  | Long             | LON              |  | US        |    813827 | PA      | $816374.46    | 0.20%             | 2029-08-01      | Floating      | 8.57%                 | 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        |    506311 | PA      | $496965.38    | 0.12%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4479 TA                                               | CUSIP: 3137BJVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    247707 | PA      | $242889.10    | 0.06%             | 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        |     71868 | PA      | $70273.09     | 0.02%             | 2057-10-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| INTERNET BRANDS                                        | INTERNET BRANDS 5/3/2028                                                     | CUSIP: 45567YAN5<br>LEI: N/A                  | Long             | LON              |  | US        |    162606 | PA      | $155974.55    | 0.04%             | 2028-05-03      | Floating      | 8.57%                 | 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        |    260877 | PA      | $220912.88    | 0.05%             | 2066-10-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| EDELMAN FINANCIAL 5/24 2ND LIEN TL                     | EDELMAN FINANCIAL 5/24 2ND LIEN TL 10/06/2028                                | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              |  | US        |    484221 | PA      | $482105.06    | 0.12%             | 2028-10-06      | Floating      | 9.57%                 | 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        |    785830 | PA      | $793429.60    | 0.20%             | 2064-03-25      | Floating      | 4.21%                 | Yes           |                  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      | $989990.00    | 0.24%             | 2035-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                             | CPS AUTO RECEIVABLES TRUST 2023-D CPS 2023-D A                               | CUSIP: 12598VAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4446 | PA      | $4449.46      | 0.00%             | 2027-06-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| 8TH AVENUE FOOD & PROVISIONS, INC.                     | 8TH AVENUE FOOD & PROVISIONS, INC. 10/1/2025                                 | CUSIP: 28253PAE9<br>LEI: N/A                  | Long             | LON              |  | US        |    822195 | PA      | $796501.62    | 0.20%             | 2025-10-01      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                      | AFFIRM ASSET SECURITIZATION TRUST 2021-Z2 AFFRM 2021-Z2 A                    | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       848 | PA      | $845.31       | 0.00%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  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        |    595590 | PA      | $597619.48    | 0.15%             | 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      | $698468.75    | 0.17%             | 2034-01-15      | Floating      | 5.64%                 | Yes           |                  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        |    244428 | PA      | $235464.49    | 0.06%             | 2028-04-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| MILANO ACQUISITION                                     | MILANO ACQUISITION 10/2/2028                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    265000 | PA      | $217300.00    | 0.05%             | 2028-10-02      | Floating      | 12.38%                | No            |                  3 | On Loan: No      |
| GEN II Fund Services 11/24 TLB                         | GEN II Fund Services 11/24 TLB 26-Nov-2031                                   | CUSIP: 69381MAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    250000 | PA      | $248750.00    | 0.06%             | 2031-11-26      | Floating      | 6.97%                 | 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        |    125000 | PA      | $125355.64    | 0.03%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                             | FLAGSHIP CREDIT AUTO TRUST 2022-3 FCAT 2022-3 A3                             | CUSIP: 33845PAP9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16898 | PA      | $16896.91     | 0.00%             | 2027-04-15      | Fixed         | 4.55%                 | 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      | $500012.50    | 0.12%             | 2035-07-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| IMPRIVATA, INC.                                        | IMPRIVATA, INC. 12/1/2027                                                    | CUSIP: 45323KAE0<br>LEI: N/A                  | Long             | LON              |  | US        |    604506 | PA      | $606114.46    | 0.15%             | 2027-12-01      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                 | NEW ECONOMY ASSETS - PHASE 1 SPONSOR LLC USRE 2021-1 B1                      | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $682697.10    | 0.17%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  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      | $506218.60    | 0.12%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                  | CCG RECEIVABLES TRUST 2025-1 CCG 2025-1 A1                                   | CUSIP: 12515XAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    102542 | PA      | $102517.48    | 0.03%             | 2026-03-16      | Fixed         | 4.50%                 | Yes           |                  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        |    322011 | PA      | $319460.67    | 0.08%             | 2032-03-26      | Floating      | 7.07%                 | 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        |    525000 | PA      | $498036.00    | 0.12%             | 2028-07-03      | Floating      | 8.32%                 | 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        |    134314 | PA      | $134018.25    | 0.03%             | 2027-02-22      | Fixed         | 4.31%                 | Yes           |                  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        |     52681 | PA      | $52608.05     | 0.01%             | 2027-08-16      | Fixed         | 4.36%                 | 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        |    175914 | PA      | $146699.11    | 0.04%             | 2066-08-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| Usalco 9/24 Delayed TL                                 | Usalco 9/24 Delayed TL 9/30/2031                                             | CUSIP: 91732NAM5<br>LEI: N/A                  | Long             | LON              |  | US        |     65533 | PA      | $65717.29     | 0.02%             | 2031-09-30      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| 0EDELMAN FINANCIAL 12/24 TL                            | 0EDELMAN FINANCIAL 12/24 TL 04/7/2028                                        | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              |  | US        |    260598 | PA      | $260243.99    | 0.06%             | 2028-04-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2021-3 AOMT 2021-3 A1                               | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113885 | PA      | $97845.59     | 0.02%             | 2066-05-25      | Floating      | 1.07%                 | Yes           |                  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      | $333627.05    | 0.08%             | 2031-01-03      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Service Logic 2/25 Cov-Lite TLB                        | Service Logic 2/25 Cov-Lite TLB 29-Oct-2027                                  | CUSIP: 81759AAH3<br>LEI: N/A                  | Long             | LON              |  | US        |   1166638 | PA      | $1165179.81   | 0.29%             | 2027-10-29      | Floating      | 7.32%                 | 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        |    921744 | PA      | $920232.77    | 0.23%             | 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        |    583625 | PA      | $587272.63    | 0.14%             | 2042-03-25      | Floating      | 6.42%                 | 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      | $220500.83    | 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        |    749415 | PA      | $751756.63    | 0.18%             | 2041-10-17      | Floating      | 6.08%                 | 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        |    435391 | PA      | $435665.14    | 0.11%             | 2030-03-15      | Floating      | 6.79%                 | 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      | $988741.20    | 0.24%             | 2042-02-15      | Floating      | 6.17%                 | 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        |    260928 | PA      | $231682.64    | 0.06%             | 2047-01-18      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| TMK HAWK PARENT, CORP.                                 | TMK HAWK PARENT, CORP. 12/15/2031                                            | CUSIP: 87258WAW5<br>LEI: N/A                  | Long             | LON              |  | US        |     18221 | PA      | $18220.91     | 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      | $417578.57    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| LS GROUP OPCO ACQUISITION LLC                          | LS GROUP OPCO ACQUISITION LLC 4/23/2031                                      | CUSIP: 50220KAD6<br>LEI: N/A                  | Long             | LON              |  | US        |    971252 | PA      | $963967.98    | 0.24%             | 2031-04-23      | Floating      | 6.82%                 | 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      | $1047810.00   | 0.26%             | 2043-04-25      | Floating      | 7.57%                 | Yes           |                  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        |    393311 | PA      | $395045.45    | 0.10%             | 2060-09-25      | Floating      | 5.64%                 | No            |                  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        |    226191 | PA      | $94178.25     | 0.02%             | 2035-07-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ZUFFA/TKO GROUP 11/24 TLB                              | ZUFFA/TKO GROUP 11/24 TLB 21-Nov-2031                                        | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              |  | US        |    433912 | PA      | $434832.39    | 0.11%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CFMT TRUST                                             | CFMT 2021-AL1 LLC CFMT 2021-AL1 B                                            | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     31426 | PA      | $31025.77     | 0.01%             | 2031-09-22      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -17 | NC      | $-3526437.50  | -0.87%            |  |  |  | No            |                  1 | 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      | $499732.50    | 0.12%             | 2034-04-20      | Floating      | 5.36%                 | 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      | $651294.61    | 0.16%             | 2027-11-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| McAfee 12/24 TLB                                       | McAfee 12/24 TLB 3/1/2029                                                    | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              |  | US        |    279300 | PA      | $268267.65    | 0.07%             | 2029-03-01      | Floating      | 7.33%                 | 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      | $451417.05    | 0.11%             | 2038-07-18      | Floating      | 5.67%                 | 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        |    444661 | PA      | $443162.11    | 0.11%             | 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        |    429469 | PA      | $414443.78    | 0.10%             | 2033-12-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 CAS 2023-R05 1M1                | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1440160 | PA      | $1455850.08   | 0.36%             | 2043-06-25      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Nord Anglia 12/24 Incremental Cov-Lite TLB             | Nord Anglia 12/24 Incremental Cov-Lite TLB 1/9/2032                          | CUSIP: N3430BAH7<br>LEI: N/A                  | Long             | LON              |  | US        |    602361 | PA      | $603613.54    | 0.15%             | 2032-01-09      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST TAOT 2023-C A2A                   | CUSIP: 89231FAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     27971 | PA      | $27984.33     | 0.01%             | 2026-08-17      | Fixed         | 5.60%                 | No            |                  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        |    187034 | PA      | $186971.07    | 0.05%             | 2026-03-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| ADVANCION SCIENCES, INC.                               | KOBE US MIDCO 2 INC 144A 9.250000% 11/01/2026                                | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991853 | PA      | $879029.72    | 0.22%             | 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      | $79559.33     | 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-2028                                | CUSIP: 96208UAW1<br>LEI: N/A                  | Long             | LON              |  | US        |    187278 | PA      | $186575.89    | 0.05%             | 2028-03-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.       | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2023-1 A2            | CUSIP: 39154TCB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     14932 | PA      | $14942.81     | 0.00%             | 2026-02-16      | Fixed         | 5.35%                 | Yes           |                  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        |    375000 | PA      | $366374.97    | 0.09%             | 2028-04-30      | Floating      | 6.44%                 | 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      | $307839.00    | 0.08%             | 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        |     42188 | PA      | $42451.59     | 0.01%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                         | WILLIS ENGINE STRUCTURED TRUST IV WESTF 2018-A A                             | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    611413 | PA      | $604243.47    | 0.15%             | 2043-09-15      | Fixed         | 4.75%                 | 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      | $507120.55    | 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        |    476250 | PA      | $464372.57    | 0.11%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                        | MADISON IAQ LLC 6/21/2028                                                    | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              |  | US        |    700000 | PA      | $699055.00    | 0.17%             | 2028-06-21      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| INFOBLOX 4/24 2ND LIEN TL                              | INFOBLOX 4/24 2ND LIEN TL 29-Nov-2030                                        | CUSIP: 24780DAH0<br>LEI: N/A                  | Long             | LON              |  | US        |    277200 | PA      | $276246.43    | 0.07%             | 2030-11-29      | Floating      | 9.57%                 | 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        |    820020 | PA      | $806079.54    | 0.20%             | 2030-08-01      | Floating      | 8.55%                 | 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      | $252012.58    | 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      | $90400.14     | 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        |    391568 | PA      | $391188.67    | 0.10%             | 2051-07-25      | Floating      | 5.69%                 | 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        |    903326 | PA      | $903515.98    | 0.22%             | 2030-06-22      | Floating      | 6.32%                 | 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        |    344788 | PA      | $333966.29    | 0.08%             | 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        |    152220 | PA      | $157016.42    | 0.04%             | 2037-05-01      | Floating      | 6.89%                 | 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        |    431973 | PA      | $434405.47    | 0.11%             | 2043-06-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                | NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A2A                               | CUSIP: 65481CAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     90167 | PA      | $90267.91     | 0.02%             | 2026-10-15      | Fixed         | 5.11%                 | 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      | $250415.64    | 0.06%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pregis 5/25                                            | Pregis 5/25 2/1/2029                                                         | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              |  | US        |   1178250 | PA      | $1178615.55   | 0.29%             | 2029-02-01      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-A HART 2025-A A1                         | CUSIP: 44935CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    153810 | PA      | $153780.84    | 0.04%             | 2026-03-15      | Fixed         | 4.45%                 | 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        |    228478 | PA      | $229882.85    | 0.06%             | 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        |    279821 | PA      | $279699.18    | 0.07%             | 2067-08-25      | Fixed         | 6.25%                 | Yes           |                  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        |    106276 | PA      | $87515.70     | 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        |    688041 | PA      | $679163.77    | 0.17%             | 2036-12-20      | Floating      | 6.32%                 | 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        |    410288 | PA      | $404871.38    | 0.10%             | 2034-10-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                             | CLOUD SOFTWARE GROUP, INC. 3/21/2031                                         | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              |  | US        |    344138 | PA      | $343115.41    | 0.08%             | 2031-03-21      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                       | CPI HOLDCO B LLC 5/17/2031                                                   | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              |  | US        |    460000 | PA      | $459521.60    | 0.11%             | 2031-05-17      | Floating      | 6.57%                 | 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      | $99993.04     | 0.02%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  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        |    470692 | PA      | $469273.17    | 0.12%             | 2032-10-17      | Floating      | 5.20%                 | Yes           |                  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        |    409908 | PA      | $421068.72    | 0.10%             | 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        |    348319 | PA      | $334286.16    | 0.08%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  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        |    190153 | PA      | $189138.12    | 0.05%             | 2035-06-25      | Floating      | 6.67%                 | 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      | $995000.00    | 0.24%             | 2039-12-15      | Floating      | 5.78%                 | 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      | $99544.09     | 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        |    250000 | PA      | $252186.20    | 0.06%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                       | WORLD OMNI AUTO RECEIVABLES TRUST 2021-D WOART 2021-D C                      | CUSIP: 98163KAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $172516.03    | 0.04%             | 2028-06-15      | Fixed         | 1.72%                 | 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      | $274931.25    | 0.07%             | 2026-09-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| HERSCHEND/HARLEM 5/25 COV-LITE TLB                     | HERSCHEND/HARLEM 5/25 COV-LITE TLB 5/14/2032                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    315000 | PA      | $315721.35    | 0.08%             | 2032-05-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                        | PALMER SQUARE LOAN FUNDING 2021-4 LTD PSTAT 2021-4A A1                       | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     37593 | PA      | $37571.97     | 0.01%             | 2029-10-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Freeport LNG 1/25 TLB                                  | Freeport LNG 1/25 TLB 21-Dec-2028                                            | CUSIP: 35670CAC2<br>LEI: N/A                  | Long             | LON              |  | US        |     89223 | PA      | $89127.22     | 0.02%             | 2028-12-21      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| DATASITE 6/24 (USD) TLB                                | DATASITE 6/24 (USD) TLB 03-Jul-2031                                          | CUSIP: 59012CAL9<br>LEI: N/A                  | Long             | LON              |  | US        |    269585 | PA      | $269754.60    | 0.07%             | 2031-07-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                            | SURGERY CENTER HOLDINGS INC 12/19/2030                                       | CUSIP: 86880NBB8<br>LEI: N/A                  | Long             | LON              |  | US        |    616255 | PA      | $616963.89    | 0.15%             | 2030-12-19      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2017-3 MCMLT 2017-3 A1                         | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2925 | PA      | $2914.04      | 0.00%             | 2061-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                              | SCF EQUIPMENT TRUST 2016-1 LLC SCFET 2025-1A A1                              | CUSIP: 78437DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     66467 | PA      | $66471.49     | 0.02%             | 2026-02-20      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                     | METRONET INFRASTRUCTURE ISSUER LLC MNET 2024-1A B                            | CUSIP: 59170JAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    900000 | PA      | $927984.15    | 0.23%             | 2054-04-20      | Fixed         | 7.59%                 | Yes           |                  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      | $399526.00    | 0.10%             | 2031-06-13      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A2A                              | CUSIP: 14319BAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4073 | PA      | $4075.47      | 0.00%             | 2026-11-16      | Fixed         | 5.72%                 | 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      | $95063.74     | 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      | $1267058.91   | 0.31%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  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        |    163313 | PA      | $163009.06    | 0.04%             | 2027-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 144A 1.400000% 07/07/2025            | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124618.47    | 0.03%             | 2025-07-07      | Fixed         | 1.40%                 | No            |                  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        |    212486 | PA      | $201261.77    | 0.05%             | 2035-02-25      | Floating      | 5.58%                 | 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        |   1385000 | PA      | $1385000.00   | 0.34%             | 2027-11-15      | Floating      | 7.12%                 | 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      | $1394295.62   | 0.34%             | 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      | $68693.31     | 0.02%             | 2028-11-24      | Floating      | 12.17%                | 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      | $251239.80    | 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        |    356575 | PA      | $349925.31    | 0.09%             | 2037-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 CAS 2022-R04 1M1                | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    604626 | PA      | $613662.90    | 0.15%             | 2042-03-25      | Floating      | 6.32%                 | 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        |   1500000 | PA      | $1493906.25   | 0.37%             | 2029-07-15      | Floating      | 6.27%                 | 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        |     89715 | PA      | $90107.14     | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Blackstone CQP 12/24                                   | Blackstone CQP 12/24 31-Dec-2030                                             | CUSIP: 12657QAE3<br>LEI: N/A                  | Long             | LON              |  | US        |    202063 | PA      | $201767.74    | 0.05%             | 2030-12-31      | Floating      | 6.30%                 | 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        |    977500 | PA      | $989063.14    | 0.24%             | 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        |    121879 | PA      | $117910.91    | 0.03%             | 2034-05-25      | Floating      | 6.48%                 | 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        |    187555 | PA      | $178739.68    | 0.04%             | 2055-11-25      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| Confluent Medical 10/24 TLB                            | Confluent Medical 10/24 TLB 2/16/2029                                        | CUSIP: 20717RAD4<br>LEI: N/A                  | Long             | LON              |  | US        |    920877 | PA      | $919726.34    | 0.23%             | 2029-02-16      | Floating      | 7.55%                 | No            |                  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        |    373631 | PA      | $371664.08    | 0.09%             | 2033-08-25      | Floating      | 6.56%                 | 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        |    130000 | PA      | $130238.97    | 0.03%             | 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      | $999690.90    | 0.25%             | 2042-03-17      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY MTN 4.000000% 07/23/2025                                      | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199765.14    | 0.05%             | 2025-07-23      | Fixed         | 4.00%                 | 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        |    669196 | PA      | $686339.41    | 0.17%             | 2038-01-25      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSITY SUPPORT SERVICES LLC                        | UNIVERSITY SUPPORT SERVICES LLC 2/10/2029                                    | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              |  | US        |    407362 | PA      | $400913.27    | 0.10%             | 2029-02-10      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| BRACKET HOLDING TERM LOAN                              | BRACKET HOLDING TERM LOAN 05/08/2028 & SOFR 4.25                             | CUSIP: 10378RAM5<br>LEI: N/A                  | Long             | LON              |  | US        |   1268947 | PA      | $1269746.47   | 0.31%             | 2028-05-08      | Floating      | 8.55%                 | 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        |    418610 | PA      | $391057.42    | 0.10%             | 2034-07-25      | Floating      | 4.81%                 | 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        |   1084320 | PA      | $1061152.05   | 0.26%             | 2048-01-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| GENESYS 1/25 (USD) TL                                  | GENESYS 1/25 (USD) TL 1/30/2032                                              | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              |  | US        |    739352 | PA      | $736712.69    | 0.18%             | 2032-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS, INC.                             | PRETIUM PKG HOLDINGS, INC. 10/2/2028                                         | CUSIP: 74142KAK5<br>LEI: N/A                  | Long             | LON              |  | US        |    483650 | PA      | $253224.89    | 0.06%             | 2028-10-02      | Floating      | 8.86%                 | 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        |    107324 | PA      | $91843.34     | 0.02%             | 2035-04-25      | Floating      | 4.44%                 | 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        |    195000 | PA      | $194025.00    | 0.05%             | 2036-09-15      | Floating      | 5.14%                 | 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        |    433657 | PA      | $393097.97    | 0.10%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| ZAIS CLO LIMITED                                       | ZAIS CLO 14 LTD ZAIS 2020-14A B1R2                                           | CUSIP: 98888BBL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999463.00    | 0.25%             | 2032-04-15      | Floating      | 5.76%                 | 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      | $198128.64    | 0.05%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                        | CITIZENS AUTO RECEIVABLES TRUST 2023-2 CITZN 2023-2 A2A                      | CUSIP: 17295FAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3767 | PA      | $3769.19      | 0.00%             | 2026-10-15      | Fixed         | 6.09%                 | Yes           |                  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        |    397933 | PA      | $397634.37    | 0.10%             | 2028-03-31      | Floating      | 7.55%                 | 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        |    182154 | PA      | $181339.57    | 0.04%             | 2037-02-19      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| R&R Ice Cream/Froneri 9/24 (USD) TL                    | R&R Ice Cream/Froneri 9/24 (USD) TL 9/17/2031                                | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              |  | US        |    728671 | PA      | $726587.19    | 0.18%             | 2031-09-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-HE1 BRAVO 2021-HE1 A1                   | CUSIP: 10569QAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    570825 | PA      | $569424.12    | 0.14%             | 2070-01-25      | Floating      | 5.07%                 | 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        |    569626 | PA      | $569985.27    | 0.14%             | 2028-09-30      | Floating      | 8.55%                 | 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        |    237123 | PA      | $237835.43    | 0.06%             | 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        |     49487 | PA      | $48113.90     | 0.01%             | 2027-11-24      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Ranpak/Ranger Packaging 12/24 Dutch facility TL        | Ranpak/Ranger Packaging 12/24 Dutch facility TL 19-Dec-2031                  | CUSIP: 75321EAP8<br>LEI: N/A                  | Long             | LON              |  | US        |    121252 | PA      | $120039.24    | 0.03%             | 2031-12-19      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                  | BANK OF AMERICA NA 5.650000% 08/18/2025                                      | CUSIP: 06428CAC8<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250362.01    | 0.06%             | 2025-08-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD               | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-4-R LTD CGMS 2014-4RA A2           | CUSIP: 14316CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500477.00    | 0.12%             | 2030-07-15      | Floating      | 6.12%                 | No            |                  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        |    258050 | PA      | $256857.81    | 0.06%             | 2029-06-04      | Floating      | 9.57%                 | No            |                  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        |    236233 | PA      | $237616.91    | 0.06%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| M6 MIDSTREAM 3/25 TLB                                  | M6 MIDSTREAM 3/25 TLB 4/1/2032                                               | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              |  | US        |     33000 | PA      | $33072.27     | 0.01%             | 2032-04-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                        | CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A2A                      | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25476 | PA      | $25500.42     | 0.01%             | 2026-10-15      | Fixed         | 5.43%                 | 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        |    748029 | PA      | $740413.83    | 0.18%             | 2029-08-03      | Floating      | 8.43%                 | 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        |    307163 | PA      | $286595.87    | 0.07%             | 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        |    861957 | PA      | $864654.73    | 0.21%             | 2031-02-24      | Floating      | 7.05%                 | 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        |    897734 | PA      | $900529.77    | 0.22%             | 2033-10-25      | Floating      | 6.52%                 | 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      | $744597.60    | 0.18%             | 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        |    988125 | PA      | $941716.70    | 0.23%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Horizon US Finco/The Travel Corporation 12/24 TLB      | Horizon US Finco/The Travel Corporation 12/24 TLB 31-Oct-2031                | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              |  | US        |     84985 | PA      | $78716.96     | 0.02%             | 2031-10-31      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST                                            | VISIO 2021-1R TRUST VISIO 2021-1R A1                                         | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    607716 | PA      | $561044.34    | 0.14%             | 2056-05-25      | Fixed         | 1.28%                 | Yes           |                  2 | On Loan: No      |
| SESAC FINANCE LLC                                      | SESAC FINANCE LLC SESAC 2019-1 A2                                            | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1974538 | PA      | $1951606.41   | 0.48%             | 2049-07-25      | Fixed         | 5.22%                 | No            |                  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        |   1098536 | PA      | $1109765.42   | 0.27%             | 2043-05-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Pushpay 1/25 Cov-lite                                  | Pushpay 1/25 Cov-lite 8/15/2031                                              | CUSIP: 74646HAD9<br>LEI: N/A                  | Long             | LON              |  | US        |    291073 | PA      | $290345.05    | 0.07%             | 2031-08-15      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS LLC                           | ALLIANCE LAUNDRY SYSTEMS LLC 8/19/2031                                       | CUSIP: 01862LBA5<br>LEI: N/A                  | Long             | LON              |  | US        |    488064 | PA      | $488157.18    | 0.12%             | 2031-08-19      | Floating      | 7.80%                 | 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        |    113631 | PA      | $95667.60     | 0.02%             | 2056-09-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2021-SFR1 TRUST STAR 2021-SFR1 C                                        | CUSIP: 85521DAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    536470 | PA      | $534434.76    | 0.13%             | 2038-04-17      | Floating      | 5.49%                 | 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      | $251948.25    | 0.06%             | 2044-03-25      | Floating      | 6.32%                 | 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        |    302335 | PA      | $287847.53    | 0.07%             | 2028-06-30      | Floating      | 10.20%                | 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      | $250708.80    | 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        |     36874 | PA      | $37785.70     | 0.01%             | 2034-07-01      | Floating      | 6.38%                 | 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      | $749077.50    | 0.18%             | 2032-02-15      | Floating      | 6.07%                 | 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        |    390000 | PA      | $384150.00    | 0.09%             | 2029-05-21      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                | ATHENAHEALTH GROUP INC. 2/15/2029                                            | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              |  | US        |    518950 | PA      | $516448.21    | 0.13%             | 2029-02-15      | Floating      | 7.32%                 | 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      | $485812.75    | 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        |    462500 | PA      | $463797.49    | 0.11%             | 2044-08-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| OPTION CARE HEALTH, INC.                               | OPTION CARE HEALTH, INC. 10/27/2028                                          | CUSIP: 68404YAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    926989 | PA      | $931049.46    | 0.23%             | 2028-10-27      | Floating      | 6.57%                 | No            |                  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        |   1250000 | PA      | $1252248.75   | 0.31%             | 2029-10-20      | Floating      | 5.82%                 | 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        |    270319 | PA      | $230508.77    | 0.06%             | 2066-10-25      | Floating      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                             | CPS AUTO RECEIVABLES TRUST 2023-B CPS 2023-B A                               | CUSIP: 12664WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5359 | PA      | $5361.30      | 0.00%             | 2027-08-16      | Fixed         | 5.91%                 | 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      | $514555.69    | 0.13%             | 2028-02-16      | Floating      | 7.28%                 | 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        |     82264 | PA      | $73768.91     | 0.02%             | 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        |   1408033 | PA      | $1359692.58   | 0.33%             | 2061-03-25      | Floating      | 5.14%                 | 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      | $1001829.00   | 0.25%             | 2038-01-15      | Floating      | 5.74%                 | 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        |     26613 | PA      | $26759.23     | 0.01%             | 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        |    461814 | PA      | $457887.74    | 0.11%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| RACE POINT CLO LLC                                     | RACE POINT IX CLO LTD RACEP 2015-9A A1A2                                     | CUSIP: 74982WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     49189 | PA      | $49175.06     | 0.01%             | 2030-10-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | DANSKE BANK A/S MTN 6.259000% 09/22/2026                                     | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |    200000 | PA      | $200753.58    | 0.05%             | 2026-09-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| US Lumber/Specialty Building 10/21 Cov-Lite            | US Lumber/Specialty Building 10/21 Cov-Lite 15-Oct-2028                      | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              |  | US        |    154910 | PA      | $145505.33    | 0.04%             | 2028-10-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| FOUR SEASONS HOLDINGS INC.                             | FOUR SEASONS HOLDINGS INC. 30-Nov-2029                                       | CUSIP: 35100DAV8<br>LEI: N/A                  | Long             | LON              |  | US        |    586444 | PA      | $587839.76    | 0.14%             | 2029-11-30      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| OSMOSIS BUYER LIMITED                                  | OSMOSIS BUYER LIMITED 7/31/2028                                              | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              |  | US        |   1238052 | PA      | $1230190.67   | 0.30%             | 2028-07-31      | Floating      | 7.32%                 | 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        |    415000 | PA      | $409488.80    | 0.10%             | 2032-02-25      | Floating      | 7.32%                 | 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        |   1943201 | PA      | $1896459.90   | 0.47%             | 2039-12-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CCC INFORMATION                                        | CCC INFORMATION 1/23/2032                                                    | CUSIP: 12511BAC6<br>LEI: N/A                  | Long             | LON              |  | US        |    870872 | PA      | $870872.22    | 0.21%             | 2032-01-23      | Floating      | 6.32%                 | 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        |     62187 | PA      | $56560.05     | 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        |  16675286 | NS      | $16675286.14  | 4.10%             |  |  |  | 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        |    975026 | PA      | $966398.88    | 0.24%             | 2050-11-25      | Floating      | 5.48%                 | 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        |   1530000 | PA      | $1537689.02   | 0.38%             | 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        |    670675 | PA      | $642744.20    | 0.16%             | 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        |    658424 | PA      | $667435.17    | 0.16%             | 2057-06-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Cogentrix Finance 2/25 TLB                             | Cogentrix Finance 2/25 TLB 2/26/2032                                         | CUSIP: 19239LAB2<br>LEI: N/A                  | Long             | LON              |  | US        |    400000 | PA      | $400900.00    | 0.10%             | 2032-02-26      | Floating      | 7.07%                 | 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        |    233321 | PA      | $233220.57    | 0.06%             | 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        |    148944 | PA      | $155167.63    | 0.04%             | 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        |     56663 | PA      | $58050.81     | 0.01%             | 2033-10-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Simon & Schuster 12/24 Cov-Lite                        | Simon & Schuster 12/24 Cov-Lite 30-Oct-2030                                  | CUSIP: 15651FAD8<br>LEI: N/A                  | Long             | LON              |  | US        |    791799 | PA      | $794523.15    | 0.20%             | 2030-10-30      | Floating      | 7.78%                 | 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        |    735312 | PA      | $676721.02    | 0.17%             | 2051-06-20      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                           | FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A2A                         | CUSIP: 345290AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12963 | PA      | $12967.03     | 0.00%             | 2026-07-15      | Fixed         | 5.24%                 | No            |                  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        |     99726 | PA      | $99985.81     | 0.02%             | 2027-01-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                              | BAUSCH + LOMB CORPORATION 5/10/2027                                          | CUSIP: C0787FAB8<br>LEI: N/A                  | Long             | LON              |  | US        |    608087 | PA      | $605873.52    | 0.15%             | 2027-05-10      | Floating      | 7.68%                 | 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        |    256140 | PA      | $256090.34    | 0.06%             | 2031-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 NRZT 2020-NQM1 A1              | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     53376 | PA      | $50135.44     | 0.01%             | 2060-01-26      | Floating      | 2.46%                 | 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      | $188019.36    | 0.05%             | 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      | $1002912.00   | 0.25%             | 2035-07-20      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2022-7 MORTGAGE LOAN TRUST COLT 2022-7 A1                               | CUSIP: 12663GAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    653241 | PA      | $649156.97    | 0.16%             | 2067-04-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST                                              | MFA 2020-NQM3 TRUST MFRA 2020-NQM3 A1                                        | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21749 | PA      | $20474.19     | 0.01%             | 2065-01-26      | Floating      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                  | HPEFS EQUIPMENT TRUST 2023-2 HPEFS 2023-2A A2                                | CUSIP: 44328UAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13247 | PA      | $13264.24     | 0.00%             | 2031-01-21      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                 | JOHN DEERE OWNER TRUST 2023-C JDOT 2023-C A2                                 | CUSIP: 47787CAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12248 | PA      | $12253.59     | 0.00%             | 2026-08-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-1A B                     | CUSIP: 05377RDV3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $249162.64    | 0.06%             | 2026-08-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                  | ARROYO MORTGAGE TRUST 2019-1 ARRW 2019-1 A1                                  | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     64332 | PA      | $62484.59     | 0.02%             | 2049-01-25      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                               | VIRGIN MEDIA BRISTOL LLC 1/31/2028                                           | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              |  | US        |    645957 | PA      | $635189.14    | 0.16%             | 2028-01-31      | Floating      | 6.94%                 | 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        |   1011990 | PA      | $1009611.58   | 0.25%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  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        |    724603 | PA      | $679950.23    | 0.17%             | 2035-01-25      | Floating      | 5.33%                 | 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      | $407205.97    | 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        |    630000 | PA      | $627832.80    | 0.15%             | 2032-03-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M1                | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    436936 | PA      | $444146.96    | 0.11%             | 2042-03-25      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| VERIFONE SYSTEMS, INC.                                 | VERIFONE SYSTEMS, INC. 8/18/2028                                             | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              |  | US        |    531948 | PA      | $484514.43    | 0.12%             | 2028-08-18      | Floating      | 10.21%                | 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        |    730035 | PA      | $743263.11    | 0.18%             | 2043-04-25      | Floating      | 6.42%                 | 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        |    413579 | PA      | $410476.94    | 0.10%             | 2026-07-31      | Floating      | 9.66%                 | 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        |    577686 | PA      | $561635.59    | 0.14%             | 2034-08-25      | Floating      | 6.09%                 | 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        |    267312 | PA      | $253568.00    | 0.06%             | 2049-12-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                    | MEDLINE BORROWER LP 10/23/2028                                               | CUSIP: 58503UAF0<br>LEI: N/A                  | Long             | LON              |  | US        |    880307 | PA      | $879286.20    | 0.22%             | 2028-10-23      | Floating      | 6.57%                 | 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        |    346882 | PA      | $324694.88    | 0.08%             | 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        |    335707 | PA      | $325419.96    | 0.08%             | 2057-12-25      | Fixed         | 4.00%                 | No            |                  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      | $670019.68    | 0.16%             | 2031-04-21      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| HALSEYPOINT CLO                                        | HALSEYPOINT CLO 7 LTD HLSY 2023-7A A                                         | CUSIP: 40638LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500251.50    | 0.12%             | 2036-07-20      | Floating      | 6.52%                 | 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        |    160826 | PA      | $162912.18    | 0.04%             | 2035-07-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| PROJECT CASTLE, INC.                                   | PROJECT CASTLE, INC. 6/1/2029                                                | CUSIP: 74339YAB8<br>LEI: N/A                  | Long             | LON              |  | US        |    803131 | PA      | $669811.62    | 0.16%             | 2029-06-01      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| CPPIB/Ohio Valley Midstream 8/24 TLB                   | CPPIB/Ohio Valley Midstream 8/24 TLB 8/7/2031                                | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    500000 | PA      | $496565.00    | 0.12%             | 2031-08-07      | Floating      | 7.05%                 | No            |                  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        |    699165 | PA      | $674696.86    | 0.17%             | 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        |    286201 | PA      | $254148.68    | 0.06%             | 2035-02-25      | Floating      | 5.58%                 | 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        |    213649 | PA      | $214022.40    | 0.05%             | 2032-10-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Boyd 7/24 TLB                                          | Boyd 7/24 TLB 19-Jul-2029                                                    | CUSIP: 50217UBF3<br>LEI: N/A                  | Long             | LON              |  | US        |    519336 | PA      | $515659.17    | 0.13%             | 2029-07-19      | Floating      | 8.57%                 | 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        |    463793 | PA      | $461474.46    | 0.11%             | 2028-08-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| OPELLA 3/25 (USD) COV-LITE TL                          | OPELLA 3/25 (USD) COV-LITE TL 3/31/2032                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    795897 | PA      | $796295.31    | 0.20%             | 2032-03-31      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                              | SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A A2                            | CUSIP: 784024AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4268 | PA      | $4272.29      | 0.00%             | 2030-01-22      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                             | CHL MORTGAGE PASS-THROUGH TRUST 2004-8 CWHL 2004-8 2A1                       | CUSIP: 12669FZW6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5798 | PA      | $0.58         | 0.00%             | 2019-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOTUS GROUP, LLC                                       | MOTUS GROUP, LLC 12/11/2028                                                  | CUSIP: 62014TAB6<br>LEI: N/A                  | Long             | LON              |  | US        |    880650 | PA      | $877348.01    | 0.22%             | 2028-12-11      | Floating      | 8.05%                 | 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        |    445888 | PA      | $404094.15    | 0.10%             | 2035-04-25      | Floating      | 4.56%                 | 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        |     52198 | PA      | $50697.93     | 0.01%             | 2029-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| OCI N.V.                                               | OCI NV 144A 6.700000% 03/16/2033                                             | CUSIP: 67116NAA7<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | NUSS              | NL        |    499000 | PA      | $545595.12    | 0.13%             | 2033-03-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                  | ARROYO MORTGAGE TRUST 2019-3 ARRW 2019-3 A1                                  | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21858 | PA      | $20731.09     | 0.01%             | 2048-10-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                | CF HIPPOLYTA ISSUER LLC SORT 2020-1 A1                                       | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    314808 | PA      | $312472.64    | 0.08%             | 2060-07-15      | Fixed         | 1.69%                 | 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      | $247588.80    | 0.06%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Belfor 1/25 (USD) Cov-Lite TLB3                        | Belfor 1/25 (USD) Cov-Lite TLB3 11/1/2030                                    | CUSIP: 07768YAQ5<br>LEI: N/A                  | Long             | LON              |  | US        |    742012 | PA      | $741551.52    | 0.18%             | 2030-11-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                              | MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1                                        | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     87873 | PA      | $76745.51     | 0.02%             | 2064-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP, INC.                                     | AMWINS GROUP, INC. 1/30/2032                                                 | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              |  | US        |    813357 | PA      | $812161.06    | 0.20%             | 2032-01-30      | Floating      | 6.57%                 | 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        |     26926 | PA      | $27002.30     | 0.01%             | 2027-02-16      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                  | AMERICAN ELECTRIC POWER CO INC 5.699000% 08/15/2025                          | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150216.27    | 0.04%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  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      | $525553.50    | 0.13%             | 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        |    853945 | PA      | $853944.63    | 0.21%             | 2041-03-15      | Floating      | 6.02%                 | 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        |    328949 | PA      | $332898.09    | 0.08%             | 2039-09-15      | Fixed         | 5.99%                 | Yes           |                  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        |    437720 | PA      | $422134.47    | 0.10%             | 2049-11-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                    | SHIFT4 PAYMENTS LLC 5/7/2032                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    290000 | PA      | $291690.70    | 0.07%             | 2032-05-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sharp 10/24 Cov-Lite                                   | Sharp 10/24 Cov-Lite 31-Dec-2028                                             | CUSIP: 81989LAF5<br>LEI: N/A                  | Long             | LON              |  | US        |   1004281 | PA      | $1006169.41   | 0.25%             | 2028-12-31      | Floating      | 7.55%                 | 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      | $469385.60    | 0.12%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  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        |    604583 | PA      | $602817.95    | 0.15%             | 2031-03-03      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| FHF TRUST                                              | FHF TRUST 2021-2 FHF 2021-2A A                                               | CUSIP: 30322JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |        97 | PA      | $96.55        | 0.00%             | 2026-12-15      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Building Partners TL                            | Kodiak Building Partners TL 12/4/2031                                        | CUSIP: 50011JAF7<br>LEI: N/A                  | Long             | LON              |  | US        |    376645 | PA      | $357007.04    | 0.09%             | 2031-12-04      | Floating      | 8.04%                 | No            |                  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      | $175552.30    | 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        |    227197 | PA      | $228677.81    | 0.06%             | 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      | $998740.00    | 0.25%             | 2038-04-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| WHITEWATER MATTERHORN 5/25 TLB                         | WHITEWATER MATTERHORN 5/25 TLB 5/12/2032                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    435000 | PA      | $434186.55    | 0.11%             | 2032-05-12      | Floating      | 0.00%                 | 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      | $175226.54    | 0.04%             | 2040-01-18      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| SPRING EDUCATION GROUP, INC.                           | SPRING EDUCATION GROUP, INC. 10/4/2030                                       | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              |  | US        |    671500 | PA      | $673809.96    | 0.17%             | 2030-10-04      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Sundyne 9/24 Cov-Lite TLB                              | Sundyne 9/24 Cov-Lite TLB 3/17/2027                                          | CUSIP: 85519WAD6<br>LEI: N/A                  | Long             | LON              |  | US        |    670580 | PA      | $669326.42    | 0.16%             | 2027-03-17      | Floating      | 8.07%                 | 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      | $806102.21    | 0.20%             | 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        |    206656 | PA      | $195505.70    | 0.05%             | 2059-11-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| 8TH AVENUE FOOD & PROVISIONS, INC.                     | 8TH AVENUE FOOD & PROVISIONS, INC. 10/1/2025                                 | CUSIP: 28253PAC3<br>LEI: N/A                  | Long             | LON              |  | US        |     64772 | PA      | $62958.48     | 0.02%             | 2025-10-01      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| GULFSIDE SUPPLY/GULFEAGLE SUP 5/24 COV-LITE TLB        | GULFSIDE SUPPLY/GULFEAGLE SUP 5/24 COV-LITE TLB 06/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    274896 | PA      | $274552.67    | 0.07%             | 2031-06-17      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| TRANSDIGM INC.                                         | TRANSDIGM INC. 3/22/2030                                                     | CUSIP: 89364MCB8<br>LEI: N/A                  | Long             | LON              |  | US        |    518112 | PA      | $519298.52    | 0.13%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ASURION, LLC                                           | ASURION, LLC 12/23/2026                                                      | CUSIP: 04649VAX8<br>LEI: N/A                  | Long             | LON              |  | US        |    651098 | PA      | $650238.39    | 0.16%             | 2026-12-23      | Floating      | 7.69%                 | No            |                  2 | 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      | $751506.00    | 0.18%             | 2036-01-20      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2024-N1 CRVNA 2024-N1 A2                      | CUSIP: 14687QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18926 | PA      | $18942.52     | 0.00%             | 2027-04-12      | Fixed         | 5.76%                 | 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        |    500000 | PA      | $500993.00    | 0.12%             | 2070-03-25      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                                 | TACO BELL FUNDING LLC BELL 2016-1A A23                                       | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1228125 | PA      | $1225557.11   | 0.30%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  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      | $125622.90    | 0.03%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PointClickCare 10/24 TLB                               | PointClickCare 10/24 TLB 11/3/2031                                           | CUSIP: C7365BAF3<br>LEI: N/A                  | Long             | LON              |  | US        |    846709 | PA      | $847767.68    | 0.21%             | 2031-11-03      | Floating      | 7.55%                 | No            |                  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    | 0.04%             | 2032-11-12      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Evercommerce 6/21 Cov-Lite TLB                         | Evercommerce 6/21 Cov-Lite TLB 7/6/2028                                      | CUSIP: 29977YAB9<br>LEI: N/A                  | Long             | LON              |  | US        |    334772 | PA      | $334982.81    | 0.08%             | 2028-07-06      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2025-N1 CRVNA 2025-N1 A1                      | CUSIP: 14688XAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     40368 | PA      | $40368.50     | 0.01%             | 2026-03-10      | Fixed         | 4.64%                 | Yes           |                  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      | $1000328.00   | 0.25%             | 2034-07-20      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| BROADSTREET PARTNERS, INC.                             | BROADSTREET PARTNERS INC 144A 5.875000% 04/15/2029                           | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590800.32    | 0.15%             | 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        |    183147 | PA      | $184365.10    | 0.05%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 735172                                                    | CUSIP: 31402QW98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    144996 | PA      | $148169.71    | 0.04%             | 2033-10-01      | Floating      | 6.84%                 | 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        |    522724 | PA      | $529592.49    | 0.13%             | 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        |     85940 | PA      | $77843.47     | 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        |    655488 | PA      | $616843.15    | 0.15%             | 2035-08-27      | Fixed         | 2.09%                 | 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        |     81131 | PA      | $79682.08     | 0.02%             | 2034-08-25      | Fixed         | 3.00%                 | 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      | $375718.96    | 0.09%             | 2049-04-15      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                               | VOYA CLO 2018-3 LTD VOYA 2018-3A A1R2                                        | CUSIP: 92917KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    337534 | PA      | $337512.87    | 0.08%             | 2031-10-15      | Floating      | 5.46%                 | 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      | $2109809.60   | 0.52%             | 2043-05-25      | Floating      | 7.82%                 | 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        |    108559 | PA      | $95721.87     | 0.02%             | 2066-01-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Intrawest/Alterra 11/24 (2030) Cov-Lite                | Intrawest/Alterra 11/24 (2030) Cov-Lite 5/31/2030                            | CUSIP: 46124CAR8<br>LEI: N/A                  | Long             | LON              |  | US        |    194026 | PA      | $194268.77    | 0.05%             | 2030-05-31      | Floating      | 7.32%                 | No            |                  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      | $125877.72    | 0.03%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                            | ELMWOOD CLO 15 LTD ELM15 2022-2A A1                                          | CUSIP: 29003JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500911.50    | 0.12%             | 2035-04-22      | Floating      | 5.61%                 | Yes           |                  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        |    500000 | PA      | $499342.85    | 0.12%             | 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        |    605416 | PA      | $606173.22    | 0.15%             | 2028-09-29      | Floating      | 8.06%                 | 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        |    466207 | PA      | $466593.85    | 0.11%             | 2031-11-01      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Inmar 6/23 TL                                          | Inmar 6/23 TL 30-Oct-2031                                                    | CUSIP: 45763FAT5<br>LEI: N/A                  | Long             | LON              |  | US        |    310066 | PA      | $311036.89    | 0.08%             | 2031-10-30      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN AD0213                                                    | CUSIP: 31418MGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8555 | PA      | $8912.33      | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                          | GOLDMAN SACHS GROUP INC/THE 5.798000% 08/10/2026                             | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175322.72    | 0.04%             | 2026-08-10      | Fixed         | 5.80%                 | 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        |    941921 | PA      | $935444.84    | 0.23%             | 2034-09-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| THUNDER GENERATION FUNDING, LLC                        | THUNDER GENERATION FUNDING, LLC 10/3/2031                                    | CUSIP: 88604KAB6<br>LEI: N/A                  | Long             | LON              |  | US        |    537112 | PA      | $537450.60    | 0.13%             | 2031-10-03      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| CP ATLAS BUYER, INC.                                   | CP ATLAS BUYER, INC. 11/23/2027                                              | CUSIP: 12658HAG7<br>LEI: N/A                  | Long             | LON              |  | US        |    251163 | PA      | $237841.07    | 0.06%             | 2027-11-23      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ENSONO, INC.                                           | ENSONO, INC. 5/26/2028                                                       | CUSIP: 29359DAB3<br>LEI: N/A                  | Long             | LON              |  | US        |   1050391 | PA      | $1046945.78   | 0.26%             | 2028-05-26      | Floating      | 8.44%                 | 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        |     41545 | PA      | $40849.84     | 0.01%             | 2046-04-25      | Floating      | 5.19%                 | 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      | $250641.58    | 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      | $2060394.80   | 0.51%             | 2042-04-25      | Floating      | 7.22%                 | 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        |     20354 | PA      | $19767.62     | 0.00%             | 2060-05-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | ANZ GROUP HLDGS LTD COML PAPER FLT25 08/27/2025                              | CUSIP: 05253MXZ2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | ABS-APCP         |  | US        |    325000 | PA      | $325000.00    | 0.08%             | 2025-08-27      | None          | 0.00%                 | 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        |    787024 | PA      | $785591.29    | 0.19%             | 2031-07-16      | Floating      | 7.30%                 | 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        |     50564 | PA      | $47825.91     | 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        |    513333 | PA      | $468779.51    | 0.12%             | 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        |    170082 | PA      | $125010.33    | 0.03%             | 2028-08-30      | Floating      | 9.56%                 | No            |                  3 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                     | METRONET INFRASTRUCTURE ISSUER LLC MNET 2024-1A A2                           | CUSIP: 59170JAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1585000 | PA      | $1616780.52   | 0.40%             | 2054-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | 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        |    124076 | PA      | $126915.78    | 0.03%             | 2042-07-25      | Floating      | 6.97%                 | 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      | $247264.23    | 0.06%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                        | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A1                                       | CUSIP: 05594BAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    321521 | PA      | $321535.40    | 0.08%             | 2026-04-20      | Fixed         | 4.49%                 | Yes           |                  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        |    545032 | PA      | $451031.78    | 0.11%             | 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      | $2084922.60   | 0.51%             | 2043-03-25      | Floating      | 7.42%                 | Yes           |                  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        |    249588 | PA      | $222773.81    | 0.05%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST            | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2023-1 A             | CUSIP: 63938PBU2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1355000 | PA      | $1359327.06   | 0.33%             | 2028-08-25      | Fixed         | 6.18%                 | 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        |    596003 | PA      | $594417.14    | 0.15%             | 2031-06-09      | Floating      | 6.82%                 | 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        |    184552 | PA      | $185654.79    | 0.05%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                   | JPMORGAN CHASE & CO 1.045000% 11/19/2026                                     | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221048.28    | 0.05%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  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        |    100000 | PA      | $96686.56     | 0.02%             | 2038-07-17      | Fixed         | 2.79%                 | 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        |    898208 | PA      | $853890.39    | 0.21%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 CAS 2023-R04 1M1                | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2013769 | PA      | $2054668.49   | 0.51%             | 2043-05-25      | Floating      | 6.62%                 | 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        |    534764 | PA      | $536603.41    | 0.13%             | 2030-04-18      | Floating      | 7.83%                 | No            |                  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      | $246864.01    | 0.06%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  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        |    335000 | PA      | $334581.25    | 0.08%             | 2032-03-15      | Floating      | 6.58%                 | 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        |    448932 | PA      | $449271.83    | 0.11%             | 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        |    596834 | PA      | $592357.52    | 0.15%             | 2028-10-02      | Floating      | 7.82%                 | 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        |    100000 | PA      | $100146.55    | 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      | $216856.28    | 0.05%             | 2055-08-25      | Floating      | 3.52%                 | No            |                  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      | $596082.00    | 0.15%             | 2035-01-17      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| E2open 10/20 TLB                                       | E2open 10/20 TLB 2/4/2028                                                    | CUSIP: 26826YAB8<br>LEI: N/A                  | Long             | LON              |  | US        |    486972 | PA      | $488393.53    | 0.12%             | 2028-02-04      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R01 CAS 2023-R01 1M1                | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    819300 | PA      | $837479.82    | 0.21%             | 2042-12-25      | Floating      | 6.72%                 | 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        |    500000 | PA      | $500674.55    | 0.12%             | 2035-06-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WAND NEWCO 3, INC. TL                                  | WAND NEWCO 3, INC. TL 30-Jan-2031                                            | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              |  | US        |    837312 | PA      | $828846.91    | 0.20%             | 2031-01-30      | Floating      | 6.82%                 | 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        |     62254 | PA      | $63493.12     | 0.02%             | 2034-07-25      | Floating      | 7.49%                 | 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        |      9678 | PA      | $9520.54      | 0.00%             | 2055-02-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 729190                                                    | CUSIP: 31402HC33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    259496 | PA      | $266191.63    | 0.07%             | 2034-08-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| PLUTO ACQUISITION I, INC.                              | PLUTO ACQUISITION I, INC. 9/20/2028                                          | CUSIP: 72941DAK8<br>LEI: N/A                  | Long             | LON              |  | US        |    251442 | PA      | $219227.33    | 0.05%             | 2028-09-20      | Floating      | 8.30%                 | 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      | $998517.00    | 0.25%             | 2031-04-24      | Floating      | 5.48%                 | 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        |    250000 | PA      | $245451.40    | 0.06%             | 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        |    475759 | PA      | $428822.97    | 0.11%             | 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        |     38106 | PA      | $33492.93     | 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        |    147317 | PA      | $147418.50    | 0.04%             | 2028-11-28      | Floating      | 8.57%                 | 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        |   1396892 | PA      | $1191006.13   | 0.29%             | 2061-12-25      | Floating      | 1.74%                 | Yes           |                  2 | On Loan: No      |
| EAGLE PARENT CORP.                                     | EAGLE PARENT CORP. 4/2/2029                                                  | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              |  | US        |    917871 | PA      | $891481.73    | 0.22%             | 2029-04-02      | Floating      | 8.55%                 | 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        |      3637 | PA      | $3596.49      | 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      | $250158.95    | 0.06%             | 2027-01-15      | Fixed         | 4.78%                 | 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      | $994817.00    | 0.24%             | 2032-07-15      | Floating      | 6.06%                 | 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      | $195493.05    | 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      | $91317.25     | 0.02%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Golden State Foods 10/24 TLB                           | Golden State Foods 10/24 TLB 12/4/2031                                       | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              |  | US        |    383839 | PA      | $385638.91    | 0.09%             | 2031-12-04      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 WLAKE 2025-1A A1                | CUSIP: 96043VAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180869 | PA      | $180878.46    | 0.04%             | 2026-01-15      | Fixed         | 4.57%                 | Yes           |                  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        |     76365 | PA      | $76490.04     | 0.02%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Arby's/Inspire Brands 12/24                            | Arby's/Inspire Brands 12/24 15-Dec-2027                                      | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              |  | US        |    946543 | PA      | $945170.08    | 0.23%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CORPORATION SERVICE COMPANY                            | CORPORATION SERVICE COMPANY 11/2/2029                                        | CUSIP: 22006VAL3<br>LEI: N/A                  | Long             | LON              |  | US        |    221242 | PA      | $220827.82    | 0.05%             | 2029-11-02      | Floating      | 6.32%                 | 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      | $941311.87    | 0.23%             | 2026-05-17      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-HE2 BRAVO 2021-HE2 A3                   | CUSIP: 10569CAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    344763 | PA      | $343926.04    | 0.08%             | 2069-11-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| ALIXPARTNERS, LLP                                      | ALIXPARTNERS, LLP 2/4/2028                                                   | CUSIP: 01642PBB1<br>LEI: N/A                  | Long             | LON              |  | US        |    966031 | PA      | $966881.12    | 0.24%             | 2028-02-04      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1                            | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5866 | PA      | $5742.51      | 0.00%             | 2060-01-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Anchor Packaging 12/24 Cov-Lite TLB                    | Anchor Packaging 12/24 Cov-Lite TLB 7/18/2029                                | CUSIP: 03306UAH1<br>LEI: N/A                  | Long             | LON              |  | US        |    497494 | PA      | $498986.22    | 0.12%             | 2029-07-18      | Floating      | 7.58%                 | No            |                  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        |    315064 | PA      | $315764.42    | 0.08%             | 2027-09-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                               | VOYA CLO 2014-2 LTD VOYA 2014-2A A1RR                                        | CUSIP: 92912VAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1202 | PA      | $1201.29      | 0.00%             | 2030-04-17      | Floating      | 5.56%                 | 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      | $500000.00    | 0.12%             | 2041-05-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS, INC.                              | ZAYO GROUP HOLDINGS, INC. 3/9/2027                                           | CUSIP: 98919XAB7<br>LEI: N/A                  | Long             | LON              |  | US        |    953303 | PA      | $908479.15    | 0.22%             | 2027-03-09      | Floating      | 7.44%                 | No            |                  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        |    526197 | PA      | $525008.84    | 0.13%             | 2035-11-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES, LLC                                   | ARTERA SERVICES, LLC 2/15/2031                                               | CUSIP: 73937UAL2<br>LEI: N/A                  | Long             | LON              |  | US        |    431801 | PA      | $374587.36    | 0.09%             | 2031-02-15      | Floating      | 8.80%                 | 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        |    191924 | PA      | $192528.14    | 0.05%             | 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      | $202855.34    | 0.05%             | 2027-11-15      | Floating      | 6.46%                 | 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        |    125000 | PA      | $125623.61    | 0.03%             | 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        |    551328 | PA      | $476548.25    | 0.12%             | 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 21-Nov-2029                                 | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              |  | US        |     64356 | PA      | $64125.40     | 0.02%             | 2029-11-21      | Floating      | 6.55%                 | 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      | $209540.63    | 0.05%             | 2039-01-15      | Floating      | 5.33%                 | 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        |    618950 | PA      | $619389.77    | 0.15%             | 2029-10-09      | Floating      | 7.32%                 | 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        |    450000 | PA      | $437243.94    | 0.11%             | 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        |    315000 | PA      | $314545.33    | 0.08%             | 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        |   1036707 | PA      | $1032342.01   | 0.25%             | 2031-06-02      | Floating      | 7.07%                 | 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        |     68496 | PA      | $68238.75     | 0.02%             | 2039-01-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                             | CLOUD SOFTWARE GROUP, INC. 3/30/2029                                         | CUSIP: 88632NBF6<br>LEI: N/A                  | Long             | LON              |  | US        |    841367 | PA      | $838742.06    | 0.21%             | 2029-03-30      | Floating      | 7.80%                 | No            |                  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      | $194845.91    | 0.05%             | 2029-01-15      | Floating      | 4.98%                 | 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      | $503110.90    | 0.12%             | 2029-04-25      | Fixed         | 6.13%                 | 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        |   1068367 | PA      | $1037319.61   | 0.26%             | 2044-04-25      | Floating      | 5.90%                 | 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      | $690634.85    | 0.17%             | 2041-11-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2021-N3 CRVNA 2021-N3 B                       | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46472 | PA      | $44606.82     | 0.01%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  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        |    170537 | PA      | $163175.48    | 0.04%             | 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      | $79833.60     | 0.02%             | 2030-10-04      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2024-P1 CRVNA 2024-P1 A2                      | CUSIP: 14688NAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10699 | PA      | $10712.39     | 0.00%             | 2027-08-10      | Fixed         | 5.50%                 | Yes           |                  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        |    988765 | PA      | $988651.15    | 0.24%             | 2034-01-25      | Floating      | 6.94%                 | 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        |     97466 | PA      | $98100.86     | 0.02%             | 2035-07-25      | Floating      | 7.13%                 | 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      | $495005.85    | 0.12%             | 2039-01-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Hightower 1/25 Cov-Lite TLB                            | Hightower 1/25 Cov-Lite TLB 2/3/2032                                         | CUSIP: 43117LAN3<br>LEI: N/A                  | Long             | LON              |  | US        |    738260 | PA      | $736414.08    | 0.18%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| DUNKIN BRANDS                                          | DB MASTER FINANCE LLC DNKN 2019-1A A2II                                      | CUSIP: 233046AK7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    956638 | PA      | $946393.54    | 0.23%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                         | CITIGROUP INC 5.610000% 09/29/2026                                           | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225518.10    | 0.06%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  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      | $15058.35     | 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        |    259777 | PA      | $252980.58    | 0.06%             | 2034-10-25      | Floating      | 6.93%                 | 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      | $995002.20    | 0.24%             | 2042-03-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN AE0643                                                    | CUSIP: 31419AWD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6943 | PA      | $7234.41      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                | BELRON FINANCE 2019 LLC 10/16/2031                                           | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              |  | US        |    608138 | PA      | $610113.96    | 0.15%             | 2031-10-16      | Floating      | 7.05%                 | 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        |    104948 | PA      | $104985.84    | 0.03%             | 2031-07-20      | Floating      | 5.51%                 | 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        |    737333 | PA      | $736964.66    | 0.18%             | 2031-09-30      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                  | SBNA AUTO LEASE TRUST 2025-A SBALT 2025-A A1                                 | CUSIP: 78437KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    137372 | PA      | $137363.73    | 0.03%             | 2026-02-20      | Fixed         | 4.49%                 | 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        |    553988 | PA      | $554336.51    | 0.14%             | 2031-01-31      | Floating      | 6.30%                 | 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      | $250432.05    | 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      | $1463327.34   | 0.36%             | 2030-10-15      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS, INC.                            | QXO BUILDING PRODUCTS, INC. 4/30/2032                                        | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              |  | US        |    190000 | PA      | $190514.90    | 0.05%             | 2032-04-30      | Floating      | 7.28%                 | 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        |     48535 | PA      | $48768.54     | 0.01%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| BEECHWOOD PARK CLO, LTD.                               | BEECHWOOD PARK CLO LTD BCHPK 2019-1A A1R                                     | CUSIP: 07355TAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501243.50    | 0.12%             | 2035-01-17      | Floating      | 5.58%                 | 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        |     56249 | PA      | $53618.26     | 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      | $1506294.00   | 0.37%             | 2038-05-15      | Floating      | 7.02%                 | 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        |    575972 | PA      | $554372.95    | 0.14%             | 2027-10-19      | Floating      | 7.27%                 | 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        |    500000 | PA      | $505449.50    | 0.12%             | 2045-05-25      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Ares CLO                                               | ARES XXXVII CLO LTD ARES 2015-4A A1RR                                        | CUSIP: 04015NAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    188721 | PA      | $188647.80    | 0.05%             | 2030-10-15      | Floating      | 5.34%                 | 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        |    120114 | PA      | $119840.54    | 0.03%             | 2037-02-15      | Floating      | 5.83%                 | 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        |    102538 | PA      | $102256.42    | 0.03%             | 2027-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC TL C 1L 0% 08/21/2031           | SOUTH FIELD ENERGY LLC TL C 1L 0% 08/21/2031 8/29/2031                       | CUSIP: 83783XAD8<br>LEI: N/A                  | Long             | LON              |  | US        |    302845 | PA      | $303035.97    | 0.07%             | 2031-08-29      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| WRENCH 1/20 COV LITE                                   | WRENCH 1/20 COV LITE 30-Oct-2028                                             | CUSIP: 98215PAC9<br>LEI: N/A                  | Long             | LON              |  | US        |    730334 | PA      | $718466.25    | 0.18%             | 2028-10-30      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen 10/20 TLB                                | Weber-Stephen 10/20 TLB 30-Oct-2027                                          | CUSIP: 94767KAN1<br>LEI: N/A                  | Long             | LON              |  | US        |    460401 | PA      | $456013.15    | 0.11%             | 2027-10-30      | Floating      | 7.69%                 | 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        |    925000 | PA      | $924398.75    | 0.23%             | 2036-01-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| HRNI HOLDINGS, LLC                                     | HRNI HOLDINGS, LLC 12/11/2028                                                | CUSIP: 40443NAC4<br>LEI: N/A                  | Long             | LON              |  | US        |    214014 | PA      | $208128.29    | 0.05%             | 2028-12-11      | Floating      | 8.67%                 | 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        |    483929 | PA      | $455312.71    | 0.11%             | 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        |   1147125 | PA      | $1145851.69   | 0.28%             | 2031-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC NON GOLD POOL FH 1B7189                                          | CUSIP: 3128QPLV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    316865 | PA      | $328122.40    | 0.08%             | 2036-03-01      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                        | NEW JERSEY ST TRANSPRTN TRUST NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY | CUSIP: 64613CEY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $120003.89    | 0.03%             | 2025-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2024-1 BMWLT 2024-1 A2A                              | CUSIP: 05611UAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16602 | PA      | $16615.45     | 0.00%             | 2026-07-27      | Fixed         | 5.10%                 | 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      | $300192.00    | 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        |     88822 | PA      | $89181.12     | 0.02%             | 2034-01-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                 | MAGNETITE XV LTD MAGNE 2015-15A CR                                           | CUSIP: 55953MAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499868.50    | 0.12%             | 2031-07-25      | Floating      | 6.34%                 | 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      | $69843.85     | 0.02%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  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      | $150647.89    | 0.04%             | 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        |    300000 | PA      | $300216.00    | 0.07%             | 2031-06-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A2            | CUSIP: 78435VAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9390 | PA      | $9396.88      | 0.00%             | 2027-06-21      | Fixed         | 5.35%                 | Yes           |                  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        |     45370 | PA      | $45135.45     | 0.01%             | 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        |   1085000 | PA      | $1086421.33   | 0.27%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                            | ONEOK INC 5.550000% 11/01/2026                                               | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202270.65    | 0.05%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream 1/25 TLB                                | Oryx Midstream 1/25 TLB 10/5/2028                                            | CUSIP: 68764JAJ0<br>LEI: N/A                  | Long             | LON              |  | US        |    602420 | PA      | $601443.73    | 0.15%             | 2028-10-05      | Floating      | 6.57%                 | 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      | $1004282.60   | 0.25%             | 2028-08-16      | Fixed         | 4.88%                 | Yes           |                  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      | $400091.60    | 0.10%             | 2034-10-20      | Floating      | 5.42%                 | 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        |    100000 | PA      | $100640.07    | 0.02%             | 2026-02-23      | Fixed         | 5.68%                 | 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        |    383915 | PA      | $377934.47    | 0.09%             | 2044-02-25      | Fixed         | 3.00%                 | 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      | $796000.00    | 0.20%             | 2039-01-15      | Floating      | 5.44%                 | 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        |    206972 | PA      | $207449.50    | 0.05%             | 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        |    115801 | PA      | $117176.96    | 0.03%             | 2034-09-01      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Spire Inc.                                             | SPIRE INC 5.300000% 03/01/2026                                               | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150466.48    | 0.04%             | 2026-03-01      | Fixed         | 5.30%                 | 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        |     33767 | PA      | $32580.10     | 0.01%             | 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        |    603074 | PA      | $603083.56    | 0.15%             | 2068-03-25      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | US 10YR NOTE (CBT)SEP25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -35 | NC      | $-3876250.00  | -0.95%            |  |  |  | No            |                  1 | 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      | $1500427.50   | 0.37%             | 2034-05-21      | Floating      | 5.92%                 | 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        |    126688 | PA      | $126704.52    | 0.03%             | 2030-10-20      | Floating      | 5.48%                 | 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        |    500000 | PA      | $500261.80    | 0.12%             | 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        |   1000000 | PA      | $1010264.00   | 0.25%             | 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        |   1162092 | PA      | $913207.05    | 0.22%             | 2028-08-01      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| Equiniti Group 3/25 Add-on TL                          | Equiniti Group 3/25 Add-on TL 11-Dec-2028                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    171800 | PA      | $172658.54    | 0.04%             | 2028-12-11      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                | BANK OF NOVA SCOTIA/THE 1.300000% 06/11/2025                                 | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |    175000 | PA      | $174849.29    | 0.04%             | 2025-06-11      | Fixed         | 1.30%                 | 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        |    800000 | PA      | $799360.00    | 0.20%             | 2031-10-09      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | TMK PARENT CORPORATION *                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      7227 | NS      | $75898.35     | 0.02%             |  |  |  | No            |                  3 | 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        |    101713 | PA      | $103832.04    | 0.03%             | 2028-06-01      | Floating      | 10.32%                | 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        |     99250 | PA      | $101915.44    | 0.03%             | 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      | $588805.68    | 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      | $1001390.00   | 0.25%             | 2031-07-15      | Floating      | 6.06%                 | 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      | $150303.57    | 0.04%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2022-R07 CAS 2022-R07 1M1                | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    701576 | PA      | $719278.60    | 0.18%             | 2042-06-25      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| ASPLUNDH 5/24 INCREMENTAL TLB                          | ASPLUNDH 5/24 INCREMENTAL TLB 05/23/2031                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    470962 | PA      | $471551.20    | 0.12%             | 2031-05-23      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 820598                                                    | CUSIP: 31406UUX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118483 | PA      | $120080.44    | 0.03%             | 2035-03-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies 10/24 Cov-Lite TLB              | John Bean Technologies 10/24 Cov-Lite TLB 1/2/2032                           | CUSIP: 47783YAP4<br>LEI: N/A                  | Long             | LON              |  | US        |    310000 | PA      | $310465.00    | 0.08%             | 2032-01-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                             | GLS AUTO RECEIVABLES ISSUER TRUST 2021-1 GCAR 2021-1A D                      | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    123575 | PA      | $123293.94    | 0.03%             | 2027-01-15      | Fixed         | 1.68%                 | Yes           |                  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      | $263067.50    | 0.06%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3 SDART 2021-3 D                 | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    466692 | PA      | $463791.80    | 0.11%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| RadNet 11/24                                           | RadNet 11/24 4/18/2031                                                       | CUSIP: 75049EAR5<br>LEI: N/A                  | Long             | LON              |  | US        |    635200 | PA      | $634901.46    | 0.16%             | 2031-04-18      | Floating      | 6.58%                 | 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      | $319116.16    | 0.08%             | 2037-01-20      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| USALCO 9/24 COV-LITE TLB                               | USALCO 9/24 COV-LITE TLB 9/30/2031                                           | CUSIP: 91732NAL7<br>LEI: N/A                  | Long             | LON              |  | US        |    634467 | PA      | $636249.71    | 0.16%             | 2031-09-30      | Floating      | 8.30%                 | No            |                  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      | $380504.04    | 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        |    558652 | PA      | $335190.97    | 0.08%             | 2029-06-30      | Floating      | 9.58%                 | 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        |    916484 | PA      | $810329.83    | 0.20%             | 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        |     43720 | PA      | $44522.60     | 0.01%             | 2034-05-01      | Floating      | 7.55%                 | 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        |    344324 | PA      | $334888.47    | 0.08%             | 2034-10-25      | Floating      | 5.75%                 | 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      | $970000.00    | 0.24%             | 2039-05-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| LABL, INC.                                             | LABL, INC. 10/29/2028                                                        | CUSIP: 50168EAN2<br>LEI: N/A                  | Long             | LON              |  | US        |    366553 | PA      | $325740.85    | 0.08%             | 2028-10-29      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| COMMERCEHUB INC                                        | COMMERCEHUB INC 12/29/2027                                                   | CUSIP: 20084XAF1<br>LEI: N/A                  | Long             | LON              |  | US        |         0 | PA      | $0.03         | 0.00%             | 2027-12-29      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                           | ARES XXXIV CLO LTD ARES 2015-2A AR3                                          | CUSIP: 04015GAX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500675.00    | 0.12%             | 2033-04-17      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                      | ERP OPERATING LP 3.375000% 06/01/2025                                        | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125000.00    | 0.03%             | 2025-06-01      | Fixed         | 3.38%                 | 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        |    525000 | PA      | $512601.99    | 0.13%             | 2025-12-26      | None          | 0.00%                 | 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        |    393801 | PA      | $368810.59    | 0.09%             | 2034-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                           | NASDAQ INC 5.650000% 06/28/2025                                              | CUSIP: 63111XAG6<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101011.41    | 0.02%             | 2025-06-28      | Fixed         | 5.65%                 | 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        |    608325 | PA      | $575974.31    | 0.14%             | 2041-01-22      | Fixed         | 1.94%                 | Yes           |                  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        |    670576 | PA      | $656516.37    | 0.16%             | 2048-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                             | GCAT 2021-NQM1 TRUST GCAT 2021-NQM1 A1                                       | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54813 | PA      | $47452.09     | 0.01%             | 2066-01-25      | Floating      | 0.87%                 | Yes           |                  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        |    604772 | PA      | $541977.53    | 0.13%             | 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        |     67843 | PA      | $59808.16     | 0.01%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                         | MERCEDES-BENZ AUTO LEASE TRUST 2023-A MBALT 2023-A A3                        | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    223124 | PA      | $223119.27    | 0.05%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  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        |    130519 | PA      | $130704.69    | 0.03%             | 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        |     87934 | PA      | $87871.71     | 0.02%             | 2044-12-27      | Floating      | 7.00%                 | 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        |    500000 | PA      | $500330.50    | 0.12%             | 2028-06-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                             | APIDOS CLO XV APID 2013-15A A1RR                                             | CUSIP: 03764QBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    111442 | PA      | $111476.53    | 0.03%             | 2031-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                    | DT AUTO OWNER TRUST 2023-3 DTAOT 2023-3A A                                   | CUSIP: 23345WAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7525 | PA      | $7533.10      | 0.00%             | 2027-08-16      | Fixed         | 6.29%                 | 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        |    832647 | PA      | $805585.68    | 0.20%             | 2025-12-08      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC.                               | FIRST STUDENT BIDCO INC. 7/21/2028                                           | CUSIP: 33718FAL4<br>LEI: N/A                  | Long             | LON              |  | US        |    131286 | PA      | $131286.40    | 0.03%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG, LLC                                        | ACCESS CIG, LLC 8/18/2028                                                    | CUSIP: 00435CAS7<br>LEI: N/A                  | Long             | LON              |  | US        |   1154279 | PA      | $1155075.03   | 0.28%             | 2028-08-18      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC TL B 1L 0% 08/21/2031           | SOUTH FIELD ENERGY LLC TL B 1L 0% 08/21/2031 8/29/2031                       | CUSIP: 83783XAE6<br>LEI: N/A                  | Long             | LON              |  | US        |     19359 | PA      | $19371.50     | 0.00%             | 2031-08-29      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A1                               | CUSIP: 14320AAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     37068 | PA      | $37069.39     | 0.01%             | 2026-05-15      | Fixed         | 4.47%                 | No            |                  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      | $104868.75    | 0.03%             | 2038-07-15      | Floating      | 5.14%                 | 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        |     91968 | PA      | $78640.21     | 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        |    822554 | PA      | $819724.48    | 0.20%             | 2030-02-06      | Floating      | 6.56%                 | 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      | $476192.60    | 0.12%             | 2027-04-22      | Floating      | 5.23%                 | 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        |     46299 | PA      | $46336.97     | 0.01%             | 2031-12-03      | Floating      | 6.32%                 | 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      | $494074.70    | 0.12%             | 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        |    792935 | PA      | $789533.01    | 0.19%             | 2028-08-02      | Floating      | 7.32%                 | 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      | $994011.00    | 0.24%             | 2035-01-15      | Floating      | 5.66%                 | 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        |    107690 | PA      | $86427.08     | 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      | $501562.50    | 0.12%             | 2027-06-15      | Floating      | 6.44%                 | 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        |    270000 | PA      | $267922.49    | 0.07%             | 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      | $145086.19    | 0.04%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | 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      | $499976.00    | 0.12%             | 2030-10-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer