# EDGAR Filing Document

**Accession Number:** 0001066602
**File Stem:** 0001752724-25-202844
**Filing Date:** 2025-8
**Character Count:** 750936
**Document Hash:** 0b4d2c1b5daa64dd3e0c0a1f427eff43
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-202844.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001752724-25-202844

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001066602

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08895
- **FILM NUMBER:** 251251484

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 800-992-0180

**MAIL ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 20020205

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PILGRIM FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010312

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980721

## Series and Classes Contracts Data

### Voya Strategic Income Opportunities Fund (Series ID: S000038555)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000119020 | Class A      | ISIAX           |
| C000119021 | Class C      | ISICX           |
| C000119022 | Class I      | IISIX           |
| C000119023 | Class R      | ISIRX           |
| C000119024 | Class W      | ISIWX           |
| C000159021 | Class R6     | VSIRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-08895

- **c. CIK number of Registrant:** 0001066602

- **d. LEI of Registrant:** 5493002OZLWDCTJEFB81

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** VOYA STRATEGIC INCOME OPPORTUNITIES FUND

- **b. EDGAR series identifier (if any):** S000038555

- **c. LEI of Series:** 5493002V21YUSVI83S75

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2298056627.72

**Total Liabilities:** $187300797.53

**Net Assets:** $2110755830.19

**Delayed Delivery Securities:** $9384452.78

**Stand-by Commitments:** $59065853.02

**Cash Not Reported:** $33414306.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1134.77671000 | **1-Year:** 103413.90100000 | **5-Year:** 329468.73635000 | **10-Year:** 108481.09790000 | **30-Year:** 1613.71261000

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

- **3-Month:** 819.30847000 | **1-Year:** 47417.46267000 | **5-Year:** 81837.98835000 | **10-Year:** 18159.10407000 | **30-Year:** 285.28054000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119024 | 0.62%                | 0.52%                | 1.16%                |
| Class ID C000119021 | 0.43%                | 0.55%                | 1.08%                |
| Class ID C000119020 | 0.60%                | 0.50%                | 1.14%                |
| Class ID C000159021 | 0.63%                | 0.53%                | 1.16%                |
| Class ID C000119023 | 0.47%                | 0.59%                | 1.12%                |
| Class ID C000119022 | 0.62%                | 0.52%                | 1.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $349686.40               | $2391456.37                                |
| Month 2  | $-835044.15              | $836641.60                                 |
| Month 3  | $1319668.12              | $16866909.89                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Arbor Realty Collateralized Lo                             | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1865858 | PA      | $1866104.15   | 0.09%             | 2036-11-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                   | TRS IBOXHY INDEX                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1810400.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2020-J2                                                                | CUSIP: 12568PCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1142186 | PA      | $921682.73    | 0.04%             | 2051-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                     | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     800000 | PA      | $826558.41    | 0.04%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1715456 | PA      | $1718399.91   | 0.08%             | 2038-07-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                              | New Residential Mortgage Loan Trust 2017-3                                       | CUSIP: 64828MBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233872 | PA      | $231466.35    | 0.01%             | 2057-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31395U5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119504 | PA      | $7366.71      | 0.00%             | 2035-05-15      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     941921 | PA      | $933188.00    | 0.04%             | 2034-09-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31397NRL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152044 | PA      | $12868.28     | 0.00%             | 2039-04-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2005-23CB                                                 | CUSIP: 12667GMY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257659 | PA      | $210433.28    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY 10/13/2030                                  | PRIME SECURITY 10/13/2030                                                        | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     311860 | PA      | $312395.93    | 0.01%             | 2030-10-13      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2664604 | PA      | $2431699.65   | 0.12%             | 2050-03-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BFUH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14197003 | PA      | $3757730.79   | 0.18%             | 2049-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2018-1                                    | CUSIP: 94989UBK6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    1200828 | PA      | $1080204.19   | 0.05%             | 2047-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Caesars Entert 01/24/2031                                  | Caesars Entert 01/24/2031                                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     588560 | PA      | $588927.82    | 0.03%             | 2031-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                               | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     270000 | PA      | $267283.53    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3442051 | PA      | $3203255.93   | 0.15%             | 2049-11-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE 12 12/08/29                                  | AMERICAN AXLE 12 12/08/29                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     283503 | PA      | $283384.32    | 0.01%             | 2029-12-12      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FAHD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1291128 | PA      | $205977.69    | 0.01%             | 2046-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2025-1                                                   | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     855191 | PA      | $849616.51    | 0.04%             | 2050-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                   | LUMEN TECHNOLOGIES, INC.                                                         | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |        715 | PA      | $707.91       | 0.00%             | 2029-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FPGH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16348791 | PA      | $2297479.23   | 0.11%             | 2049-10-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Rocket Softwar 11/28/2028                                  | Rocket Softwar 11/28/2028                                                        | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     449567 | PA      | $451112.57    | 0.02%             | 2028-11-28      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1305000 | PA      | $1313529.73   | 0.06%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2019-R05                                     | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     609346 | PA      | $625181.45    | 0.03%             | 2039-07-25      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETER 12/04/2031                                  | SOUTHERN VETER 12/04/2031                                                        | CUSIP: 84410HAN0<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     428925 | PA      | $429863.49    | 0.02%             | 2031-12-04      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC 10/01/2031                                      | ARCOSA INC 10/01/2031                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     154225 | PA      | $154803.34    | 0.01%             | 2031-10-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Dessert Holdin 06/15/2028                                  | Dessert Holdin 06/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     321102 | PA      | $317757.48    | 0.02%             | 2028-06-09      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Flynn Restaura 11/22/2028                                  | Flynn Restaura 11/22/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     495051 | PA      | $498299.24    | 0.02%             | 2028-12-01      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43                             | Octagon Investment Partners 43 Ltd                                               | CUSIP: 67573LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8125000 | PA      | $8142005.63   | 0.39%             | 2032-10-25      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FFUH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20383466 | PA      | $2367918.68   | 0.11%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELTA2 SARL LU 09/10/2031                                  | DELTA2 SARL LU 09/10/2031                                                        | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      73333 | PA      | $73528.10     | 0.00%             | 2031-09-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1681000 | PA      | $1589185.26   | 0.08%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Ineos Group Holdings                                       | Ineos Group Holdings                                                             | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     127082 | PA      | $122077.69    | 0.01%             | 2030-02-18      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2017-1                                                    | CUSIP: 81746TCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1158064 | PA      | $1091775.78   | 0.05%             | 2047-02-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                      | Level 3 Financing Inc                                                            | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     775000 | PA      | $666500.00    | 0.03%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-2                                                    | CUSIP: 81746YCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1345617 | PA      | $1258100.41   | 0.06%             | 2049-06-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Truist Insuran 03/07/2032                                  | Truist Insuran 03/07/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      78947 | PA      | $80082.24     | 0.00%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                             | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2985722.40   | 0.14%             | 2036-10-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                   | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     745000 | PA      | $746837.17    | 0.04%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| TALLGRASS NRG PRTNR/FIN                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1555655.12   | 0.07%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1289252.68   | 0.06%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1006106.15   | 0.05%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKE 01/31/2030                                  | CUSHMAN & WAKE 01/31/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     478488 | PA      | $481478.05    | 0.02%             | 2030-01-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| VERSCEND TECHNOLOGIES INC                                  | VERSCEND TECHNOLOGIES INC                                                        | CUSIP: 92531HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     794968 | PA      | $791986.55    | 0.04%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                       | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $536458.98    | 0.03%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2004-AR7                          | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     439097 | PA      | $412169.16    | 0.02%             | 2034-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust Series 2024-6                                  | CUSIP: 161931AZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     987124 | PA      | $1025277.31   | 0.05%             | 2055-05-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2021-6                                                  | CUSIP: 46653PBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2965044 | PA      | $2361810.89   | 0.11%             | 2051-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                    | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     825000 | PA      | $856515.00    | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    3173000 | PA      | $3215855.43   | 0.15%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                          | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1855750 | PA      | $1817613.82   | 0.09%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NOVOLEX (AKA F 04/01/2032                                  | NOVOLEX (AKA F 04/01/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1117 | PA      | $1113.75      | 0.00%             | 2032-04-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1727000 | PA      | $1751376.29   | 0.08%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen 10/26/2027                                   | Weber-Stephen 10/26/2027                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     594278 | PA      | $590935.05    | 0.03%             | 2027-10-30      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| NUVEI TECHNOLO 06/30/2031                                  | NUVEI TECHNOLO 06/30/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     453863 | PA      | $454713.50    | 0.02%             | 2031-11-17      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE IND 12/29/2031                                  | PROTECTIVE IND 12/29/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     590000 | PA      | $578691.47    | 0.03%             | 2032-01-17      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2013-9                                                    | CUSIP: 81745DAH4<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |     598510 | PA      | $576087.79    | 0.03%             | 2043-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PASADENA PERFO 02/20/2032                                  | PASADENA PERFO 02/20/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     309225 | PA      | $311350.92    | 0.01%             | 2032-02-27      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     355000 | PA      | $336706.78    | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-2                                                    | CUSIP: 81746YCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1423047 | PA      | $1370965.47   | 0.06%             | 2049-06-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                             | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3600000 | PA      | $3622791.60   | 0.17%             | 2037-04-16      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2017-5                                                  | CUSIP: 46590YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1348425 | PA      | $1341104.98   | 0.06%             | 2048-10-26      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31339G5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      54944 | PA      | $4186.30      | 0.00%             | 2031-06-15      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38377W4M3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      79687 | PA      | $14400.07     | 0.00%             | 2039-10-16      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423YRK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     430218 | PA      | $90270.40     | 0.00%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                           | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     285000 | PA      | $280858.55    | 0.01%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                | RCKT Mortgage Trust 2022-3                                                       | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     802604 | PA      | $679713.74    | 0.03%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2005-A4                                                 | CUSIP: 466247RX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     818391 | PA      | $786379.15    | 0.04%             | 2035-07-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Clarivate Rt Intellectual                                  | Clarivate Rt Intellectual                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     514942 | PA      | $510221.39    | 0.02%             | 2031-01-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3543000 | PA      | $3500913.31   | 0.17%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| First Eagle In 03/31/2032                                  | First Eagle In 03/31/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     129792 | PA      | $127439.20    | 0.01%             | 2032-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                 | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2237000 | PA      | $2202504.57   | 0.10%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-LTV1                                               | CUSIP: 46650PAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1004469 | PA      | $963544.10    | 0.05%             | 2049-06-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2020-2                                                    | CUSIP: 81748KEG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1322090 | PA      | $1176709.35   | 0.06%             | 2050-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUND 08/15/2031                                  | ALLIANCE LAUND 08/15/2031                                                        | CUSIP: 000000000<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |     580000 | PA      | $581510.32    | 0.03%             | 2031-08-19      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                         | Subway Funding LLC                                                               | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4129250 | PA      | $4125090.19   | 0.20%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                       | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -7100000 | PA      | $-7299800.60  | -0.35%            | 2055-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                               | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     430000 | PA      | $420403.17    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                        | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     475000 | PA      | $471644.03    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alterra Mounta 08/17/2028                                  | Alterra Mounta 08/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     662277 | PA      | $663104.42    | 0.03%             | 2028-08-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                        | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     525000 | PA      | $529782.75    | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER 12/19/2030                                  | SURGERY CENTER 12/19/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     300965 | PA      | $302399.84    | 0.01%             | 2030-12-19      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                      | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $576870.33    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                           | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2513423.00   | 0.12%             | 2039-03-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-CH3                                                  | CUSIP: 81748GEJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1748575 | PA      | $1673589.58   | 0.08%             | 2049-09-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     255000 | PA      | $218372.98    | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                                        | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1804036 | PA      | $5005.57      | 0.00%             | 2049-02-10      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS 01/16/2032                                  | GREAT OUTDOORS 01/16/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     872205 | PA      | $869806.52    | 0.04%             | 2032-01-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| SRAM, LLC 02/20/2032                                       | SRAM, LLC 02/20/2032                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     189050 | PA      | $188104.75    | 0.01%             | 2032-02-27      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2022-1                                                    | CUSIP: 81749CCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1015924 | PA      | $839428.42    | 0.04%             | 2052-02-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                    | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1266000 | PA      | $1275011.15   | 0.06%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    5100000 | PA      | $5240703.90   | 0.25%             | 2041-10-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                    | Dream Finders Homes Inc                                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $495520.95    | 0.02%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL T 02/04/2032                                  | ECO MATERIAL T 02/04/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $151031.25    | 0.01%             | 2032-02-12      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                            | Oaktree CLO 2024-25 Ltd                                                          | CUSIP: 67402PAE7<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |    2150000 | PA      | $2162986.00   | 0.10%             | 2037-04-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                     | Cadence Design Systems Inc                                                       | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    2786000 | PA      | $2790657.83   | 0.13%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIANT MEDICAL 10/15/2031                                   | VIANT MEDICAL 10/15/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     233825 | PA      | $231888.70    | 0.01%             | 2031-10-29      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                   | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    1950000 | PA      | $1992705.00   | 0.09%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                 | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2238000 | PA      | $2220131.02   | 0.11%             | 2051-09-27      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                             | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2419885 | PA      | $183011.15    | 0.01%             | 2036-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AT5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18805477 | PA      | $1383148.50   | 0.07%             | 2046-11-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                                      | Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    1150000 | PA      | $1175495.50   | 0.06%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                            | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     490000 | PA      | $478560.41    | 0.02%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC 10/25/2027                                     | CHOBANI LLC 10/25/2027                                                           | CUSIP: 17026YAK5<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     494136 | PA      | $496606.63    | 0.02%             | 2027-10-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY 04/30/2025                                  | MADISON SAFETY 04/30/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     595500 | PA      | $597733.13    | 0.03%             | 2031-09-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1933341.34   | 0.09%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2022-FOX2                                                               | CUSIP: 05610AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $696972.39    | 0.03%             | 2039-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                   | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      56667 | PA      | $56572.05     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEST CORP                                                  | WEST CORP                                                                        | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |          2 | PA      | $1.06         | 0.00%             | 2027-04-10      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                   | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1069000 | PA      | $1056417.44   | 0.05%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| FORTRESS INTERMEDIATE                                      | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     700000 | PA      | $734206.90    | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                    | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-611002.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| COTIVITI (VERS 02/13/2032                                  | COTIVITI (VERS 02/13/2032                                                        | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     215000 | PA      | $214328.13    | 0.01%             | 2032-03-29      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Tripadvisor, I 07/01/2031                                  | Tripadvisor, I 07/01/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     512483 | PA      | $508639.30    | 0.02%             | 2031-07-08      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31394ETQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     235883 | PA      | $4558.30      | 0.00%             | 2035-05-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYW3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1981308.96   | 0.09%             | 2042-06-25      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1291771.67   | 0.06%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                      | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1157563.04   | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                             | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1060306.29   | 0.05%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AQ2L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1510522 | PA      | $278582.65    | 0.01%             | 2046-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                              | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5011616.50   | 0.24%             | 2035-06-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423YRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3575370 | PA      | $790960.82    | 0.04%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38375LQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2413992 | PA      | $238565.21    | 0.01%             | 2037-07-20      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                               | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     311956 | PA      | $288643.88    | 0.01%             | 2045-08-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                   | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   13000000 | PA      | $10000675.49  | 0.47%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CO 12/15/2027                                  | IRB HOLDING CO 12/15/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     396834 | PA      | $397275.24    | 0.02%             | 2027-12-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FINA 05/28/2032                                  | GATEGROUP FINA 05/28/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     110000 | PA      | $110032.12    | 0.01%             | 2032-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38383WBY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18441270 | PA      | $3578849.32   | 0.17%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                   | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      72381 | PA      | $73575.76     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Leaf Home Solu 02/01/2028                                  | Leaf Home Solu 02/01/2028                                                        | CUSIP: 000000000<br>LEI: 2549000R2CJY3YBDDU14 | Long             | LON              | CORP              | US        |     134303 | PA      | $125125.26    | 0.01%             | 2029-02-16      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     690000 | PA      | $688252.94    | 0.03%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2019-1                                                   | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     806237 | PA      | $758322.58    | 0.04%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                        | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1122393.57   | 0.05%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| W.R. GRACE HOL                                             | W.R. GRACE HOL                                                                   | CUSIP: 000000000<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |     561276 | PA      | $561158.77    | 0.03%             | 2028-09-22      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Creation Techn 10/01/2028                                  | Creation Techn 10/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     196084 | PA      | $193632.57    | 0.01%             | 2028-10-05      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| THE ENERGY AND 10/31/2029                                  | THE ENERGY AND 10/31/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     498750 | PA      | $499996.88    | 0.02%             | 2030-04-01      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2017-HL1 Trust                                                              | CUSIP: 12594XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     227850 | PA      | $207692.25    | 0.01%             | 2047-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                             | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $499790.93    | 0.02%             | 2036-11-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -41598000 | NC      | $-26009.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1436000 | PA      | $1455745.00   | 0.07%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     389759 | PA      | $343877.94    | 0.02%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                    | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     575000 | PA      | $550599.70    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38381WX94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9004369 | PA      | $1167366.00   | 0.06%             | 2049-07-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2025-CCM1                                               | CUSIP: 46593MBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1758971 | PA      | $1657219.98   | 0.08%             | 2055-06-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                     | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $600076.61    | 0.03%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust 2024-CMI1                                          | CUSIP: 17332DBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1396297 | PA      | $1405518.91   | 0.07%             | 2054-06-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                                 | AB BSL CLO 3 Ltd                                                                 | CUSIP: 00037QAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2950000 | PA      | $2926013.55   | 0.14%             | 2038-04-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| GOOSEHEAD INSU 12/15/2031                                  | GOOSEHEAD INSU 12/15/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149625 | PA      | $150747.19    | 0.01%             | 2032-01-08      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                                            | Carlyle C17 CLO Ltd                                                              | CUSIP: 14307PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1003350.00   | 0.05%             | 2031-04-30      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO 09/13/2029                                   | CONNECT FINCO 09/13/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     134736 | PA      | $128462.62    | 0.01%             | 2029-09-27      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BAZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10334048 | PA      | $2240127.18   | 0.11%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     533311 | PA      | $492449.24    | 0.02%             | 2048-03-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                           | Bellemeade Re 2021-2 Ltd                                                         | CUSIP: 078777AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1981590 | PA      | $1991844.14   | 0.09%             | 2031-09-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB 12/17/2030                                   | BAUSCH & LOMB 12/17/2030                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     445000 | PA      | $446112.50    | 0.02%             | 2030-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     320000 | PA      | $312095.46    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL 05/06/2030                                  | CLARIOS GLOBAL 05/06/2030                                                        | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     822793 | PA      | $820479.17    | 0.04%             | 2030-05-06      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3683000 | PA      | $3580637.42   | 0.17%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                              | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1089949.53   | 0.05%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Air Transport 02/05/2032                                   | Air Transport 02/05/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     350000 | PA      | $351476.65    | 0.02%             | 2032-04-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                           | Flatiron CLO 23 LLC                                                              | CUSIP: 33883DAU8<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |    2100000 | PA      | $2102620.80   | 0.10%             | 2036-04-17      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                            | CUSIP: 94986KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61914 | PA      | $56376.02     | 0.00%             | 2037-12-28      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31398CGH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     290647 | PA      | $21226.54     | 0.00%             | 2036-09-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                   | Fashion Show Mall LLC                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2527488.00   | 0.12%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B66N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16729821 | PA      | $1382903.76   | 0.07%             | 2043-11-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -21076500 | NC      | $-48689.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -22383000 | NC      | $166650.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP MORGAN MORTGAGE TRUST 2018-5                                                  | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1569383 | PA      | $1420084.72   | 0.07%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                       | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1163937.56   | 0.06%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                             | CARLYLE US CLO 2019-3 LTD                                                        | CUSIP: 14314HBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4100000 | PA      | $4130823.80   | 0.20%             | 2037-04-20      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDIN 11/06/2031                                  | ALLIANT HOLDIN 11/06/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     853338 | PA      | $854259.36    | 0.04%             | 2031-09-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                           | AlixPartners LLP                                                                 | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     484432 | PA      | $486753.18    | 0.02%             | 2028-02-04      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301891 | PA      | $273858.04    | 0.01%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                       | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     540000 | PA      | $531546.65    | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FNHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3907964 | PA      | $504860.14    | 0.02%             | 2049-06-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| AGGREKO PLC 08/16/2029                                     | AGGREKO PLC 08/16/2029                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     279930 | PA      | $280629.36    | 0.01%             | 2029-08-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Harbor Freight 06/05/2031                                  | Harbor Freight 06/05/2031                                                        | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |     823775 | PA      | $807106.74    | 0.04%             | 2031-06-11      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEV 12/31/2030                                  | SINCLAIR TELEV 12/31/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     147358 | PA      | $125991.04    | 0.01%             | 2030-12-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                         | Graham Holdings Co                                                               | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     440000 | PA      | $440039.60    | 0.02%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                   | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     235000 | PA      | $239712.69    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                   | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190323.46    | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                      | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1995545.50   | 0.09%             | 2042-08-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MRC Global Inc 10/24/2031                                  | MRC Global Inc 10/24/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     219450 | PA      | $219450.00    | 0.01%             | 2031-10-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                       | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     410000 | PA      | $426242.97    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust                              | BIG Commercial Mortgage Trust 2022-BIG                                           | CUSIP: 05551UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2072422.17   | 0.10%             | 2039-02-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-50437.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-9                                                  | CUSIP: 46649YBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     839689 | PA      | $787929.94    | 0.04%             | 2049-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                               | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     405000 | PA      | $364236.84    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  135036300 | NC      | $-106035.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        | -135036300 | NC      | $68096.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1969 | NC      | $2365172.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ALBERTSONS LP                                          | New Albertsons LP                                                                | CUSIP: 013104AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $427811.60    | 0.02%             | 2029-08-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Sedgwick Holdings, Inc.                                    | Sedgwick Holdings, Inc.                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1054861 | PA      | $1059695.70   | 0.05%             | 2031-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                               | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6441097 | PA      | $40788.25     | 0.00%             | 2049-08-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-591765.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2020-LTV1                                               | CUSIP: 46591NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     234723 | PA      | $231620.38    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3172000 | PA      | $3064801.69   | 0.15%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2148118 | PA      | $1895666.80   | 0.09%             | 2050-05-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3208000 | PA      | $3278797.45   | 0.16%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                 | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $963102.44    | 0.05%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CBAM CLO Management LLC                                    | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAJ0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3316579.20   | 0.16%             | 2038-01-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| MERCURY BORROW 08/02/2028                                  | MERCURY BORROW 08/02/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     565623 | PA      | $567154.80    | 0.03%             | 2028-08-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Intrado Safety                                             | Intrado Safety                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     370229 | PA      | $369419.22    | 0.02%             | 2030-01-31      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AVD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10572671 | PA      | $1255286.85   | 0.06%             | 2047-03-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| 24 HOUR FITNESS                                            | 24 HOUR FITNESS                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     574167 | NS      | $4019.17      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Starwood Mortgage Residential                              | Starwood Mortgage Residential Trust 2022-2                                       | CUSIP: 85573UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1575231.60   | 0.07%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                       | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5000000 | PA      | $5008123.95   | 0.24%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| YAK ACCESS SERIES B COMMO                                  | YAK ACCESS SERIES B COMMO                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1157 | NS      | $11.57        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MED Trust                                                  | MED Commercial Mortgage Trust 2024-MOB                                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $997485.00    | 0.05%             | 2041-05-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BROADCOMINC008/19/2025                                     | BROADCOMINC008/19/2025                                                           | CUSIP: 11135MVK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19871018.00  | 0.94%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BJRS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31850031 | PA      | $5796380.78   | 0.27%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                      | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     982000 | PA      | $989996.07    | 0.05%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                   | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $270027.93    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137A0MC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     340842 | PA      | $47980.03     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        | -135036300 | NC      | $92548.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2007-OA4                                                  | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     439663 | PA      | $394779.35    | 0.02%             | 2047-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CART                                                       | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1496756.70   | 0.07%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| VICTORIAS SECRET                                           | VICTORIAS SECRET                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     274288 | PA      | $273430.41    | 0.01%             | 2028-08-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2025-CCM1                                               | CUSIP: 46593MAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4800320 | PA      | $4745751.71   | 0.22%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                              | Commonbond Student Loan Trust 2018-C-GS                                          | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |      63570 | PA      | $56049.85     | 0.00%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CORE & MAIN LP 07/27/2028                                  | CORE & MAIN LP 07/27/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     433021 | PA      | $433561.88    | 0.02%             | 2028-07-27      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Merit                                                      | MHP 2022-MHIL                                                                    | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2560000 | PA      | $2557689.62   | 0.12%             | 2039-01-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                             | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19732306 | PA      | $1209170.06   | 0.06%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ATQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     976858 | PA      | $156825.59    | 0.01%             | 2046-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                             | Carlyle Global Market Strategies CLO 2014-1 Ltd                                  | CUSIP: 14310MBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4506043.50   | 0.21%             | 2031-04-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3090000 | PA      | $1992364.95   | 0.09%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                   | Bear Stearns ALT-A Trust 2006-6                                                  | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     501163 | PA      | $257409.47    | 0.01%             | 2036-11-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     918921 | PA      | $738109.45    | 0.03%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                              | Deutsche Alt-B Securities Mortgage Loan Trust Series 2007-AB1                    | CUSIP: 25151WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     317465 | PA      | $223713.09    | 0.01%             | 2037-04-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                             | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $967152.90    | 0.05%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -22383000 | NC      | $221089.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                      | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3998717.20   | 0.19%             | 2042-03-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                   | TRS IBOXHY INDEX                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1011000.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                       | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     675000 | PA      | $697217.63    | 0.03%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Aspen Dental M 12/23/2027                                  | Aspen Dental M 12/23/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     297680 | PA      | $285215.03    | 0.01%             | 2027-12-23      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38384AEP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19722682 | PA      | $3792279.31   | 0.18%             | 2052-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                             | Morgan Stanley Mortgage Loan Trust 2007-10XS                                     | CUSIP: 61751MAC8<br>LEI: 549300CG0N64R5CUIN87 | Long             | ABS-MBS          | CORP              | US        |     669802 | PA      | $369717.23    | 0.02%             | 2037-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corpo                             | Triangle Re 2021-3 Ltd                                                           | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1980873 | PA      | $1990600.59   | 0.09%             | 2034-02-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA C 01/30/2031                                  | CROWN SUBSEA C 01/30/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     292050 | PA      | $294422.91    | 0.01%             | 2031-01-30      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-391705.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                    | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     265125 | PA      | $265732.93    | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLD 03/19/2029                                   | QUIKRETE HOLD 03/19/2029                                                         | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     388405 | PA      | $388890.08    | 0.02%             | 2029-03-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| GrantThornton05/30/2031                                    | GrantThornton05/30/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     355000 | PA      | $355221.88    | 0.02%             | 2031-06-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Transdigm, Inc.                                            | Transdigm, Inc.                                                                  | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     736291 | PA      | $739709.29    | 0.04%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                              | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     540000 | PA      | $510861.60    | 0.02%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31398KBR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     290298 | PA      | $25491.47     | 0.00%             | 2039-10-15      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| WCG 02/19/2032                                             | WCG 02/19/2032                                                                   | CUSIP: 23343FAE4<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |     360000 | PA      | $356887.44    | 0.02%             | 2032-02-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                     | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 43734LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     390000 | PA      | $388707.77    | 0.02%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                      | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     690000 | PA      | $681783.69    | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Ajax Mortgage Loan Trust                                   | Ajax Mortgage Loan Trust 2019-F                                                  | CUSIP: 00969PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4234000 | PA      | $4080219.43   | 0.19%             | 2059-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVOLEX (AKA F 04/01/2032                                  | NOVOLEX (AKA F 04/01/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      63883 | PA      | $63706.33     | 0.00%             | 2032-03-29      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                            | Recette Clo Ltd                                                                  | CUSIP: 75620TAY4<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1101321.10   | 0.05%             | 2034-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | TRS FVA USDINR                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |          1 | NC      | $237039.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 55 CLO Ltd                                                                | CUSIP: 26245MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1753874.50   | 0.08%             | 2031-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                      | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     290000 | PA      | $321809.77    | 0.02%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| SPARTA US HOLD 08/02/2030                                  | SPARTA US HOLD 08/02/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     420551 | PA      | $417397.04    | 0.02%             | 2030-08-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                             | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2484056.50   | 0.12%             | 2042-02-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust                    | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91834 | PA      | $90028.92     | 0.00%             | 2034-06-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2015-CCRE25 Mortgage Trust                                                  | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     696296 | PA      | $694783.43    | 0.03%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman Loan Advisers CLO 24 Ltd                                        | CUSIP: 64130HAY7<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |    2625000 | PA      | $2641049.25   | 0.13%             | 2038-10-19      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     962895 | PA      | $912915.57    | 0.04%             | 2049-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-302673.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1781000 | PA      | $1754270.41   | 0.08%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| SOLARWINDS TLB S 03/12/32                                  | SOLARWINDS TLB S 03/12/32                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     595000 | PA      | $582170.61    | 0.03%             | 2032-04-16      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        154 | NC      | $186908.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DK Trust                                                   | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2756912.68   | 0.13%             | 2034-03-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                      | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     500000 | PA      | $505786.00    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                 | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4690000 | PA      | $4278676.92   | 0.20%             | 2050-11-27      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                              | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2003833.60   | 0.09%             | 2042-02-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ADEIA INC 06/08/2028                                       | ADEIA INC 06/08/2028                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     411311 | PA      | $412853.85    | 0.02%             | 2028-06-08      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   44213000 | NC      | $176123.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     150000 | PA      | $139499.94    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5060180.00   | 0.24%             | 2041-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                              | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     290000 | PA      | $291145.21    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming                                          | Genesee & Wyoming                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     153784 | PA      | $153159.62    | 0.01%             | 2031-04-10      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                   | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1167000 | PA      | $1169444.87   | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                              | CCUBS Commercial Mortgage Trust 2017-C1                                          | CUSIP: 12508GAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1177963.25   | 0.06%             | 2050-11-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-LTV2                                               | CUSIP: 46651ABB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1391842 | PA      | $1348427.73   | 0.06%             | 2049-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2782671.90   | 0.13%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gogo 04/30/2028                                            | Gogo 04/30/2028                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     346413 | PA      | $341289.23    | 0.02%             | 2028-04-30      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                        | Hunt Oil Co of Peru LLC Sucursal Del Peru                                        | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |    1600000 | PA      | $1681600.00   | 0.08%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                     | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     550000 | PA      | $565805.90    | 0.03%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RESTORATION HARDWARE                                       | RESTORATION HARDWARE                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     346100 | PA      | $338961.21    | 0.02%             | 2028-10-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DCE7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     451287 | PA      | $431744.18    | 0.02%             | 2048-03-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ABNT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     449393 | PA      | $11322.04     | 0.00%             | 2028-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3781000 | PA      | $3737443.26   | 0.18%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                      | CURRENCY CONTRACT - CNY                                                          | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DFE              | CORP              | US        |          1 | NC      | $28208.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -16787000 | NC      | $148499.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultimate Krono 01/31/2031                                  | Ultimate Krono 01/31/2031                                                        | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     892805 | PA      | $896896.86    | 0.04%             | 2031-02-10      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                             | Palmer Square Loan Funding 2025-1 Ltd                                            | CUSIP: 69703VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3150000 | PA      | $3134416.95   | 0.15%             | 2033-02-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                             | Sofi Professional Loan Program 2019-C LLC                                        | CUSIP: 83401CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2649493.20   | 0.13%             | 2048-11-16      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SonicWall US Hldgs Inc                                     | SonicWall US Hldgs Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     301188 | PA      | $295587.22    | 0.01%             | 2028-05-18      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2024-3                                                    | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2126115 | PA      | $2133192.25   | 0.10%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2017-1                                                  | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     715289 | PA      | $638569.23    | 0.03%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1453242 | PA      | $1447613.06   | 0.07%             | 2036-09-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Concentra Heal 07/28/2031                                  | Concentra Heal 07/28/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     174126 | PA      | $174887.89    | 0.01%             | 2031-07-26      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                              | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37473417 | PA      | $1136793.57   | 0.05%             | 2056-08-10      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Brookfield NGPL                                            | Brookfield NGPL                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     267504 | PA      | $267643.26    | 0.01%             | 2030-12-05      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31394ABR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     715512 | PA      | $77410.99     | 0.00%             | 2034-07-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2006-S2                                                 | CUSIP: 46628YAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     136378 | PA      | $59276.08     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1928000 | PA      | $1930290.66   | 0.09%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRAZOS DELAWAR 02/11/2030                                  | BRAZOS DELAWAR 02/11/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     375898 | PA      | $376915.67    | 0.02%             | 2030-02-11      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9721784 | PA      | $521524.13    | 0.02%             | 2054-08-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| TRAEGER GRILLS 06/29/2028                                  | TRAEGER GRILLS 06/29/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248197 | PA      | $223997.70    | 0.01%             | 2028-06-29      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                   | Bear Stearns ALT-A Trust 2005-3                                                  | CUSIP: 07386HSN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83676 | PA      | $81783.52     | 0.00%             | 2035-04-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| HOWDENGROUPH04/18/2030                                     | HOWDENGROUPH04/18/2030                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     245000 | PA      | $246607.69    | 0.01%             | 2030-04-18      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| US FERTILITY 10/03/2031                                    | US FERTILITY 10/03/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12174 | PA      | $12265.21     | 0.00%             | 2031-10-10      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2020-2                                                  | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232730 | PA      | $206304.62    | 0.01%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     176565 | PA      | $88282.35     | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                             | First Horizon Alternative Mortgage Securities Trust 2006-FA8                     | CUSIP: 32052DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61149 | PA      | $22349.20     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arxis 01/29/2032                                           | Arxis 01/29/2032                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      62155 | PA      | $62147.40     | 0.00%             | 2032-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust Series 2024-4                                           | CUSIP: 46657WBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2679866 | PA      | $2795958.93   | 0.13%             | 2054-10-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                              | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     355000 | PA      | $352994.96    | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2017-BNK6                                                                   | CUSIP: 060352AP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16600000 | PA      | $447116.85    | 0.02%             | 2060-07-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Filtration Gro 10/21/2028                                  | Filtration Gro 10/21/2028                                                        | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     456204 | PA      | $458532.07    | 0.02%             | 2028-10-21      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378W2X0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3876431 | PA      | $405068.85    | 0.02%             | 2043-09-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Alter Domus 05/14/2031                                     | Alter Domus 05/14/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     138972 | PA      | $140072.15    | 0.01%             | 2031-10-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| PFP III                                                    | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1762694 | PA      | $1768970.53   | 0.08%             | 2039-09-17      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                         | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1675000 | PA      | $1711850.00   | 0.08%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     660000 | PA      | $610825.58    | 0.03%             | 2052-11-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | USD CALL VERSUS BRL PUT                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |  -20703000 | NC      | $-652180.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HANGER, INC. 10/15/2031                                    | HANGER, INC. 10/15/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      40479 | PA      | $40575.25     | 0.00%             | 2031-10-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                  | Sunoco LP                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156313.95    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                   | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     340000 | PA      | $337674.77    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2333005 | PA      | $2205784.37   | 0.10%             | 2049-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-6                                                  | CUSIP: 46651BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64646 | PA      | $59184.16     | 0.00%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1075000 | PA      | $1098650.00   | 0.05%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6395400 | PA      | $6458354.72   | 0.31%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LI 11/30/2027                                  | CABLEVISION LI 11/30/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     485584 | PA      | $487404.91    | 0.02%             | 2027-11-30      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                         | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   87954000 | PA      | $25627387.26  | 1.21%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     136609 | PA      | $127645.70    | 0.01%             | 2049-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust 2006-AR2                                           | CUSIP: 17307G6K9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59933 | PA      | $45338.84     | 0.00%             | 2036-03-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| JANE STREET GR 12/07/2031                                  | JANE STREET GR 12/07/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     861719 | PA      | $861665.34    | 0.04%             | 2031-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATI 10/15/2031                                  | ALPHA GENERATI 10/15/2031                                                        | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |     218350 | PA      | $218350.00    | 0.01%             | 2031-09-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2007-HY8C                                                 | CUSIP: 02150XAA9<br>LEI: 549300WVYUN6JZ4UKU34 | Long             | ABS-MBS          | CORP              | US        |     137219 | PA      | $127220.78    | 0.01%             | 2047-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BHJW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16486118 | PA      | $3385709.59   | 0.16%             | 2051-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                              | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2977616.10   | 0.14%             | 2042-02-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                   | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      73000 | PA      | $73122.35     | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2024-2                                                  | CUSIP: 46657TAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1086773 | PA      | $1104974.98   | 0.05%             | 2054-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618JH2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     135960 | PA      | $140372.15    | 0.01%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                   | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     185000 | PA      | $169683.17    | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61607 | PA      | $55998.44     | 0.00%             | 2036-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                           | MGM Resorts International                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     270000 | PA      | $269819.96    | 0.01%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                      | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1425000 | PA      | $1451362.50   | 0.07%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31394AK21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42472 | PA      | $2598.11      | 0.00%             | 2034-09-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B9Y25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55273 | PA      | $8956.89      | 0.00%             | 2044-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1619781.75   | 0.08%             | 2043-06-25      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3540000 | PA      | $3624547.94   | 0.17%             | 2040-01-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     582000 | NC      | $14214.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSF11 TRINITY 06/14/2030                                   | LSF11 TRINITY 06/14/2030                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     327200 | PA      | $328427.14    | 0.02%             | 2030-06-17      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Penn National 04/20/2029                                   | Penn National 04/20/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     344670 | PA      | $345424.22    | 0.02%             | 2029-05-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2021-GR3                                     | CUSIP: 36263TBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     914591 | PA      | $763110.90    | 0.04%             | 2052-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANA 02/10/2032                                  | CLEARWATER ANA 02/10/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $150375.00    | 0.01%             | 2032-04-21      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                                 | HTAP Issuer Trust 2025-1                                                         | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2930142 | PA      | $2893979.18   | 0.14%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                             | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9907304 | PA      | $527192.90    | 0.02%             | 2054-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 31282YE62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     260934 | PA      | $29863.33     | 0.00%             | 2036-05-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Ineos Group Ho 11/04/2028                                  | Ineos Group Ho 11/04/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     186160 | PA      | $181133.37    | 0.01%             | 2028-11-08      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                   | Park-Ohio Industries Inc                                                         | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |     695000 | PA      | $679332.82    | 0.03%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S 09/10/2031                                  | RAISING CANE'S 09/10/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     273561 | PA      | $275356.04    | 0.01%             | 2031-09-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| INFORMATICA, L 10/27/2028                                  | INFORMATICA, L 10/27/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     394639 | PA      | $396489.17    | 0.02%             | 2028-10-27      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ADJL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2715676 | PA      | $173197.15    | 0.01%             | 2033-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLD 02/01/2032                                  | HIGHTOWER HOLD 02/01/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     450768 | PA      | $449077.87    | 0.02%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2019-2                                                   | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1829596 | PA      | $1674934.91   | 0.08%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21391009 | PA      | $890256.38    | 0.04%             | 2054-06-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618NJFW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21351742 | PA      | $22730905.84  | 1.08%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                   | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $474716.09    | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XI                             | Octagon Investment Partners XIV Ltd                                              | CUSIP: 67590ABV3<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4508631.00   | 0.21%             | 2029-07-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                  | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $992778.30    | 0.05%             | 2033-07-05      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                   | Bear Stearns ALT-A Trust 2006-6                                                  | CUSIP: 073868AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     351390 | PA      | $202682.63    | 0.01%             | 2036-11-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Station Casino 03/07/2031                                  | Station Casino 03/07/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     414750 | PA      | $415902.18    | 0.02%             | 2031-03-14      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                          | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     630000 | PA      | $635152.77    | 0.03%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCSS Financing LLC                                         | LCSS Financing 2018-A LLC                                                        | CUSIP: 50200XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     718103 | PA      | $632356.28    | 0.03%             | 2062-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER 04/14/2029                                  | LIGHT & WONDER 04/14/2029                                                        | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     682618 | PA      | $684324.47    | 0.03%             | 2029-04-14      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2023-PJ6                                     | CUSIP: 36268FBS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2924957 | PA      | $3021138.04   | 0.14%             | 2054-04-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                             | SoFi Professional Loan Program 2020-B Trust                                      | CUSIP: 83405FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4400000 | PA      | $3670947.72   | 0.17%             | 2046-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-INV1                                               | CUSIP: 46591DAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3416244 | PA      | $3324879.95   | 0.16%             | 2049-09-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                               | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     320000 | PA      | $317605.97    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESCO 09/11/2031                                           | WESCO 09/11/2031                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     299250 | PA      | $297192.66    | 0.01%             | 2031-10-09      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS 01/06/2032                                  | HUNTER DOUGLAS 01/06/2032                                                        | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     308450 | PA      | $306971.91    | 0.01%             | 2032-01-17      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                             | Ellington Financial Mortgage Trust 2022-2                                        | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     752976 | PA      | $749791.70    | 0.04%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC 06/21/2031                                  | VFH PARENT LLC 06/21/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     290000 | PA      | $291450.00    | 0.01%             | 2031-06-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                                | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     306297 | PA      | $275002.87    | 0.01%             | 2037-02-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS 07/31/2026                                  | COVIA HOLDINGS 07/31/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     585000 | PA      | $586706.45    | 0.03%             | 2032-02-26      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1696000 | PA      | $1707285.66   | 0.08%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   22347000 | NC      | $370635.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                            | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     475000 | PA      | $500207.68    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 3136FA6C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     283811 | PA      | $36904.85     | 0.00%             | 2033-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                   | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     440000 | PA      | $440480.44    | 0.02%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc 03/06/2032                                      | Kaseya Inc 03/06/2032                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     285000 | PA      | $286513.92    | 0.01%             | 2032-03-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379TND7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     253337 | PA      | $28769.81     | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                   | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     975000 | PA      | $1011114.00   | 0.05%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                             | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $254587.89    | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                    | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     684078 | PA      | $687861.58    | 0.03%             | 2028-05-12      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Ryan LLC 11/08/2030                                        | Ryan LLC 11/08/2030                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     261813 | PA      | $262467.27    | 0.01%             | 2030-11-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                      | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $540821.59    | 0.03%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137F6T49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15852919 | PA      | $3340246.50   | 0.16%             | 2049-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                                       | TCI-Flatiron Clo 2018-1 Ltd                                                      | CUSIP: 87232AAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2250000 | PA      | $2253217.50   | 0.11%             | 2032-01-29      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                             | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4016253.60   | 0.19%             | 2039-03-19      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                             | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2009329.40   | 0.10%             | 2039-06-10      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                   | CDS CDX.EM.43.V1                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1569346.47   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31396PU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2344862 | PA      | $216643.40    | 0.01%             | 2037-03-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-INV3                                               | CUSIP: 46591LBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3727473 | PA      | $3450869.07   | 0.16%             | 2050-05-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GWE4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      24630 | PA      | $24534.74     | 0.00%             | 2035-08-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2482534.75   | 0.12%             | 2030-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                | RCKT Mortgage Trust 2021-4                                                       | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2218328 | PA      | $1798823.67   | 0.09%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AYHR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     348301 | PA      | $5918.09      | 0.00%             | 2028-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                       | Colombia Government International Bond                                           | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2000000 | PA      | $1908000.00   | 0.09%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Alter Domus 05/14/2031                                     | Alter Domus 05/14/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10329 | PA      | $10411.12     | 0.00%             | 2031-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FNHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11802343 | PA      | $1605569.55   | 0.08%             | 2049-09-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Consolidated C 06/04/2031                                  | Consolidated C 06/04/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     437800 | PA      | $436341.05    | 0.02%             | 2031-06-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURA 01/17/2032                                  | FLYNN RESTAURA 01/17/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     133665 | PA      | $133665.00    | 0.01%             | 2032-01-28      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust   | CUSIP: 93934FCF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80491 | PA      | $75245.94     | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA (TORONTO BRANCH)                      | ROYAL BANK OF CANADA (TORONTO BRANCH)                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $430000.00    | 0.02%             | 2025-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1940977.98   | 0.09%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                   | Ajax Mortgage Loan Trust 2019-D                                                  | CUSIP: 00968FAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3089000 | PA      | $2906820.36   | 0.14%             | 2065-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                       | Birch Grove CLO 12 Ltd                                                           | CUSIP: 09090MAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3050000 | PA      | $3024483.70   | 0.14%             | 2038-04-22      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                   | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1141115.53   | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                        | Cali 2024-Sun                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4011700.80   | 0.19%             | 2041-07-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO XXIX Ltd                                                        | CUSIP: 09630KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003288.00   | 0.09%             | 2034-07-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| GCAT                                                       | GCAT 2024-INV2 Trust                                                             | CUSIP: 36170KBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1970067 | PA      | $2080733.94   | 0.10%             | 2054-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1767544.06   | 0.08%             | 2040-02-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                      | Foundation Building Materials Inc                                                | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     490000 | PA      | $449856.74    | 0.02%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                    | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     455000 | PA      | $440248.49    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AWLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     357776 | PA      | $13713.56     | 0.00%             | 2032-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104017 | PA      | $45243.25     | 0.00%             | 2036-08-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1921000 | PA      | $1949230.82   | 0.09%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3262000 | PA      | $3248775.07   | 0.15%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31394AQK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55548 | PA      | $4135.69      | 0.00%             | 2034-08-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                          | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131510.21    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INSTRUCTURE HO 09/12/2031                                  | INSTRUCTURE HO 09/12/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     600000 | PA      | $601350.00    | 0.03%             | 2031-11-13      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      38000 | PA      | $38243.24     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-44340.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                               | Enerflex Ltd                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     503000 | PA      | $520433.98    | 0.02%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                     | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     465000 | PA      | $447472.48    | 0.02%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petco Animal S 02/25/2028                                  | Petco Animal S 02/25/2028                                                        | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     581583 | PA      | $537964.58    | 0.03%             | 2028-03-03      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2020-4 Trust                              | CUSIP: 95002VBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2581703 | PA      | $2307355.40   | 0.11%             | 2050-07-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10444900 | PA      | $10453876.14  | 0.50%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Lt                             | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1210076 | PA      | $1066685.73   | 0.05%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| RealPage 02/20/2028                                        | RealPage 02/20/2028                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     667109 | PA      | $663495.06    | 0.03%             | 2028-04-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                          | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     490000 | PA      | $502376.42    | 0.02%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379PUQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1886055 | PA      | $9397.46      | 0.00%             | 2034-07-20      | Floating      | 0.20%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2482009.50   | 0.12%             | 2057-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2024-PJ1                                     | CUSIP: 36268VBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     979321 | PA      | $1032498.78   | 0.05%             | 2054-06-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYE 11/01/2028                                  | ALLSPRING BUYE 11/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     297723 | PA      | $299509.55    | 0.01%             | 2030-11-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-J2                                                                | CUSIP: 12558TBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2786055 | PA      | $2528959.78   | 0.12%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FN5G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16188996 | PA      | $1840004.07   | 0.09%             | 2049-08-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $250454.40    | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1974012 | PA      | $1976670.31   | 0.09%             | 2034-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $1930274.94   | 0.09%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                    | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $202642.83    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2339152 | PA      | $1889993.07   | 0.09%             | 2052-08-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31392B5J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44174 | PA      | $1632.11      | 0.00%             | 2032-03-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER, 09/30/2031                                   | DRAGON BUYER, 09/30/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     548625 | PA      | $550202.30    | 0.03%             | 2031-09-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                   | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    2025000 | PA      | $1987031.25   | 0.09%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-542249.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1397000 | PA      | $1363446.27   | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                          | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1892000 | PA      | $1922102.51   | 0.09%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                         | Murphy Oil USA Inc                                                               | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135157.95    | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     525000 | PA      | $545659.11    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                   | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     675000 | PA      | $682483.32    | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| 84 LUMBER COMP 11/29/2030                                  | 84 LUMBER COMP 11/29/2030                                                        | CUSIP: 28248CAL0<br>LEI: 5493002K0S5LHQ16U436 | Long             | LON              | CORP              | US        |     492500 | PA      | $493977.50    | 0.02%             | 2030-11-29      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BBUL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35117755 | PA      | $6686086.95   | 0.32%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2018-B7 Mortgage Trust                                                 | CUSIP: 08162TBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   95903501 | PA      | $1006257.89   | 0.05%             | 2053-05-15      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                             | Morgan Stanley Residential Mortgage Loan Trust 2024-2                            | CUSIP: 61776FBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     984609 | PA      | $1025107.70   | 0.05%             | 2054-03-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROP 05/18/2030                                  | RHP HOTEL PROP 05/18/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     122356 | PA      | $122661.79    | 0.01%             | 2030-05-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AN6K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5621288 | PA      | $929541.23    | 0.04%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2023-10                                                 | CUSIP: 465986AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     975760 | PA      | $965524.45    | 0.05%             | 2054-05-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                  | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1988324.40   | 0.09%             | 2033-07-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378JSW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     105227 | PA      | $10744.99     | 0.00%             | 2043-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137F9G54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12244302 | PA      | $1419336.19   | 0.07%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                             | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4508027 | PA      | $4367474.56   | 0.21%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                             | Adjustable Rate Mortgage Trust 2006-2                                            | CUSIP: 007034AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     153041 | PA      | $134287.92    | 0.01%             | 2036-05-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31396P5Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247427 | PA      | $21187.61     | 0.00%             | 2035-06-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE 10/11/2031                                  | POINTCLICKCARE 10/11/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     587050 | PA      | $590719.06    | 0.03%             | 2031-11-03      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                           | USD CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |  -11716000 | NC      | $-386989.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                             | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    6800000 | PA      | $6922121.20   | 0.33%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust 2019-1                                         | CUSIP: 16159WBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1129691 | PA      | $1004121.93   | 0.05%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 31282YDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     465381 | PA      | $68218.46     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMEN 02/04/2032                                  | GFL ENVIRONMEN 02/04/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     315000 | PA      | $315590.63    | 0.01%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                     | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $384258.69    | 0.02%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATE 03/24/2028                                  | VM CONSOLIDATE 03/24/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     411936 | PA      | $414355.91    | 0.02%             | 2028-03-24      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AFET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     673987 | PA      | $15384.90     | 0.00%             | 2028-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31339D6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33472 | PA      | $3366.06      | 0.00%             | 2031-12-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378DPH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     926050 | PA      | $85467.96     | 0.00%             | 2042-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4016651.60   | 0.19%             | 2044-08-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                 | MFA 2021-INV2 Trust                                                              | CUSIP: 552732AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1587765.60   | 0.08%             | 2056-11-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2019-AFC1 Trust                                                             | CUSIP: 12596XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1138196 | PA      | $1106115.72   | 0.05%             | 2049-07-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 31325TGL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     325700 | PA      | $49095.21     | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                  | LBA Trust 2024-BOLT                                                              | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2004051.20   | 0.09%             | 2039-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SE 02/01/2029                                  | GARDA WORLD SE 02/01/2029                                                        | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |     368955 | PA      | $369070.50    | 0.02%             | 2029-02-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                   | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     590000 | PA      | $538367.27    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, INC. 04/05/2029                                  | SPX FLOW, INC. 04/05/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     516008 | PA      | $518225.77    | 0.02%             | 2029-04-05      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AVH83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2382418 | PA      | $49102.11     | 0.00%             | 2027-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1412881 | PA      | $1399766.33   | 0.07%             | 2034-09-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 10 Ltd                                                                   | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1601737.60   | 0.08%             | 2034-04-23      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-CH3                                                  | CUSIP: 81748GBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140596 | PA      | $132703.86    | 0.01%             | 2049-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                      | Minerva Luxembourg SA                                                            | CUSIP: 000000000<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $891400.00    | 0.04%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| VIKING CRUISES LTD                                         | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     150000 | PA      | $151409.25    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2014-5                                                  | CUSIP: 46643KBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     784352 | PA      | $745876.87    | 0.04%             | 2029-10-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS 07/01/2028                                  | EVERI HOLDINGS 07/01/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     482773 | PA      | $483075.20    | 0.02%             | 2028-08-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                                | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1443000 | PA      | $1467771.52   | 0.07%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-238306.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program                                 | ELFI Graduate Loan Program 2019-A LLC                                            | CUSIP: 26857EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     434092 | PA      | $356363.38    | 0.02%             | 2044-03-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     340785 | PA      | $306697.98    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Magnite Inc 02/06/2031                                     | Magnite Inc 02/06/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     313677 | PA      | $315245.04    | 0.01%             | 2031-02-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                     | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    4097000 | PA      | $4120854.86   | 0.20%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| National Mento 02/17/2028                                  | National Mento 02/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12531 | PA      | $12133.73     | 0.00%             | 2028-03-02      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7088.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE F 09/30/2031                                  | GOLDEN STATE F 09/30/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     555814 | PA      | $559148.81    | 0.03%             | 2031-12-04      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                         | Ameren Illinois Co                                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2728003.08   | 0.13%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                       | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     135000 | PA      | $143958.48    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-7                                                  | CUSIP: 46651GBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     851119 | PA      | $752114.79    | 0.04%             | 2050-02-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| NATIONALGRID07/23/2025                                     | NATIONALGRID07/23/2025                                                           | CUSIP: 63627AUP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $967135.49    | 0.05%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2024-9                                                    | CUSIP: 81749PAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1406498 | PA      | $1390595.02   | 0.07%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1893939 | PA      | $1898500.03   | 0.09%             | 2039-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| STANDARDAERO 10/24/2031                                    | STANDARDAERO 10/24/2031                                                          | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     273912 | PA      | $274397.55    | 0.01%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                      | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     515000 | PA      | $524395.16    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618NPCP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1583768 | PA      | $1674409.35   | 0.08%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                       | Talos Production Inc                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     255000 | PA      | $261263.82    | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2620637.00   | 0.12%             | 2042-02-25      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| athenahealth, 02/01/2029                                   | athenahealth, 02/01/2029                                                         | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     889334 | PA      | $888111.42    | 0.04%             | 2029-02-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137F7BU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22950124 | PA      | $4271199.35   | 0.20%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECI MACOLA / M 05/31/2030                                  | ECI MACOLA / M 05/31/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     473454 | PA      | $476191.45    | 0.02%             | 2030-05-09      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                   | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     400000 | PA      | $411450.00    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3055891.80   | 0.14%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38377W3P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1014861 | PA      | $21561.44     | 0.00%             | 2037-11-20      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     553000 | PA      | $567122.66    | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2088487.20   | 0.10%             | 2058-05-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                             | AMMC CLO 25 Ltd                                                                  | CUSIP: 00177GAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1501600.50   | 0.07%             | 2035-04-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| ExamWorks Grou 08/31/2028                                  | ExamWorks Grou 08/31/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     665780 | PA      | $668098.61    | 0.03%             | 2028-11-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX 2024-PALM                                                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4326923 | PA      | $4332865.68   | 0.21%             | 2037-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-J1                                                                | CUSIP: 12556MCR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1414878 | PA      | $1305763.75   | 0.06%             | 2049-08-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| First Eagle In 03/31/2032                                  | First Eagle In 03/31/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     760208 | PA      | $762108.85    | 0.04%             | 2032-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379MJU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     131837 | PA      | $18098.08     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1427948 | PA      | $1356009.02   | 0.06%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-INV2                                               | CUSIP: 46651DAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     204832 | PA      | $187454.62    | 0.01%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2024-2                                                   | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5485805 | PA      | $5346192.09   | 0.25%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | TRS FVA USDBRL                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-93900.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust 2024-8                                         | CUSIP: 16159XBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1980898 | PA      | $2060632.26   | 0.10%             | 2055-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     414622 | PA      | $383578.80    | 0.02%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49180 | PA      | $46709.83     | 0.00%             | 2049-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAU4<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000987.00   | 0.05%             | 2030-10-22      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Ply Gem Indust 04/01/2028                                  | Ply Gem Indust 04/01/2028                                                        | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     467144 | PA      | $418386.22    | 0.02%             | 2028-04-12      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                               | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    1115000 | PA      | $1149834.83   | 0.05%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4002000 | PA      | $4090043.60   | 0.19%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| BELFOR HOLDING 11/01/2030                                  | BELFOR HOLDING 11/01/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     414682 | PA      | $415718.98    | 0.02%             | 2030-11-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | CHL Mortgage Pass-Through Trust 2005-HYB9                                        | CUSIP: 126670JV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195130 | PA      | $179940.29    | 0.01%             | 2036-02-20      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta                             | Mello Mortgage Capital Acceptance 2021-MTG3                                      | CUSIP: 58549RCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1715975 | PA      | $1388018.84   | 0.07%             | 2051-07-01      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                       | Colombia Government International Bond                                           | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $672000.00    | 0.03%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AZORRA AVIATIO 10/10/2029                                  | AZORRA AVIATIO 10/10/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     476400 | PA      | $478186.50    | 0.02%             | 2029-10-18      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31397ATU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     933397 | PA      | $83019.97     | 0.00%             | 2036-09-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE 03/30/2029                                  | CLOUD SOFTWARE 03/30/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          4 | PA      | $4.50         | 0.00%             | 2029-03-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC 03/19/2032                                   | VALVOLINE INC 03/19/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     134999 | PA      | $135589.89    | 0.01%             | 2032-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IMA FINANCIAL GROUP, INC.                                  | IMA FINANCIAL GROUP, INC.                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     258194 | PA      | $258516.68    | 0.01%             | 2028-11-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1875428 | PA      | $1879564.82   | 0.09%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2018-L1                                           | CUSIP: 61691QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25660000 | PA      | $1312201.08   | 0.06%             | 2051-10-15      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137BRXK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5051414 | PA      | $590133.00    | 0.03%             | 2046-09-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                    | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $478886.14    | 0.02%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BASF                                                       | BASF SE DISC C 07/31/2025                                                        | CUSIP: 05526LUX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2589520.44   | 0.12%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ARB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4123314 | PA      | $305359.88    | 0.01%             | 2046-04-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                       | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4990683.50   | 0.24%             | 2042-08-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHAS 01/31/2025                                  | FIESTA PURCHAS 01/31/2025                                                        | CUSIP: 31659LAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     420758 | PA      | $422467.10    | 0.02%             | 2031-02-12      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1510639 | PA      | $1515437.41   | 0.07%             | 2041-04-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                       | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1707969 | PA      | $1386108.56   | 0.07%             | 2038-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38383XLD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9620302 | PA      | $9145050.92   | 0.43%             | 2053-04-20      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FISERV INC DIS 07/23/2025                                  | FISERV INC DIS 07/23/2025                                                        | CUSIP: 33774KUP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3489602.55   | 0.17%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                   | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     575000 | PA      | $571662.69    | 0.03%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1328184 | PA      | $1201478.28   | 0.06%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                  | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $993847.30    | 0.05%             | 2033-07-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-5                                                    | CUSIP: 81743ACC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1816804 | PA      | $1666637.22   | 0.08%             | 2049-12-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                           | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152540.97    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                   | CUSIP: 93363PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62454 | PA      | $55653.92     | 0.00%             | 2036-11-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                            | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    1958851 | PA      | $1966029.58   | 0.09%             | 2041-08-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                        | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     420000 | PA      | $382294.04    | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                      | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1083750.00   | 0.05%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                               | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     440000 | PA      | $439782.02    | 0.02%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2017-BNK4                                                                   | CUSIP: 06541FBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     685000 | PA      | $607032.07    | 0.03%             | 2050-05-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     791000 | PA      | $799211.81    | 0.04%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Peebles Park CLO Ltd                                       | Peebles Park CLO Ltd                                                             | CUSIP: 70537AAG7<br>LEI: 254900NRUX0E104HOE86 | Long             | ABS-CBDO         | CORP              | JE        |    3000000 | PA      | $3021327.00   | 0.14%             | 2037-04-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $175947.64    | 0.01%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2521687.50   | 0.12%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2019000 | PA      | $2025427.65   | 0.10%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    1911000 | PA      | $1920169.21   | 0.09%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                               | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3541284.60   | 0.17%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                              | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32634423 | PA      | $1185011.39   | 0.06%             | 2052-11-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2018-3                                                   | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     596042 | PA      | $557333.08    | 0.03%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EPIC Crude Ser 10/15/2031                                  | EPIC Crude Ser 10/15/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     573562 | PA      | $576191.14    | 0.03%             | 2031-10-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5051028 | PA      | $5065357.11   | 0.24%             | 2041-03-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Crown Equipmen 05/01/2025                                  | Crown Equipmen 05/01/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     364088 | PA      | $364371.85    | 0.02%             | 2031-10-10      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AGDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2228249 | PA      | $170159.32    | 0.01%             | 2038-04-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AG2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9472 | PA      | $25.13        | 0.00%             | 2033-04-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Azuria Water S 05/17/2028                                  | Azuria Water S 05/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     394772 | PA      | $396993.03    | 0.02%             | 2028-05-17      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379BSM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5633168 | PA      | $560658.54    | 0.03%             | 2044-04-16      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Applied System 02/07/2032                                  | Applied System 02/07/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     115000 | PA      | $118252.32    | 0.01%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1328000 | PA      | $1364852.00   | 0.06%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                      | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     535000 | PA      | $486007.38    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2026000 | PA      | $2024925.31   | 0.10%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61690AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1893782.60   | 0.09%             | 2047-12-15      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2019-II Ltd                                                         | CUSIP: 12554AAW2<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5515911.50   | 0.26%             | 2034-04-17      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 31325U4P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     159555 | PA      | $29424.00     | 0.00%             | 2039-06-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                                     | C&W Senior Finance Ltd                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1228800.00   | 0.06%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Latham Pool Pr 02/17/2029                                  | Latham Pool Pr 02/17/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     446203 | PA      | $437278.87    | 0.02%             | 2029-02-23      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC 02/24/2032                                  | DRAFTKINGS INC 02/24/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $149718.75    | 0.01%             | 2032-03-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - EGP                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $39453.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGMA BIDCO BV 01/03/2028                                  | SIGMA BIDCO BV 01/03/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     388551 | PA      | $389158.09    | 0.02%             | 2028-01-03      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2017-COR2 Mortgage Trust                                                    | CUSIP: 12595EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1439432.85   | 0.07%             | 2050-09-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                                   | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     475000 | PA      | $501869.33    | 0.02%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                   | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     540000 | PA      | $500211.23    | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY 09/11/2031                                  | RYAN SPECIALTY 09/11/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     536012 | PA      | $536458.44    | 0.03%             | 2031-09-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                         | Murphy Oil USA Inc                                                               | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     440000 | PA      | $432818.63    | 0.02%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                             | Benefit Street Partners CLO V-B Ltd                                              | CUSIP: 08181JAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7037807.00   | 0.33%             | 2037-07-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                   | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1246610 | PA      | $1139090.25   | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                      | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     120000 | PA      | $123843.87    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     329561 | PA      | $155717.57    | 0.01%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQU 10/04/2030                                  | GIP PILOT ACQU 10/04/2030                                                        | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     144179 | PA      | $144539.33    | 0.01%             | 2030-10-04      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                      | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1553796.55   | 0.07%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                   | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $312296.87    | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Trust 2015-3                                                           | CUSIP: 46644MAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1327529 | PA      | $1021074.18   | 0.05%             | 2045-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                                | CUSIP: 36258WBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1653890 | PA      | $1346290.30   | 0.06%             | 2050-10-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC 04/12/2031                                    | VS BUYER LLC 04/12/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     218353 | PA      | $219171.56    | 0.01%             | 2031-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC 07/24/2031                                   | WILSONART LLC 07/24/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     416850 | PA      | $410299.62    | 0.02%             | 2031-08-05      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1500884.52   | 0.07%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2006-AR12 Trust                           | CUSIP: 94984GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     273517 | PA      | $250502.34    | 0.01%             | 2036-09-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| PAYSAFE HOLDINGS(US)                                       | Paysafe Holdings US Corp                                                         | CUSIP: 000000000<br>LEI: 549300N8UN7DUDH51357 | Long             | LON              | CORP              | US        |     199662 | PA      | $199661.76    | 0.01%             | 2028-06-28      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                             | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     520000 | PA      | $530125.97    | 0.03%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IVC EVIDENSIA 12/12/2028                                   | IVC EVIDENSIA 12/12/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     425709 | PA      | $428370.13    | 0.02%             | 2028-12-12      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                        | CURRENCY CONTRACT - CLP                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $997.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARDAERO 10/24/2031                                    | STANDARDAERO 10/24/2031                                                          | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     104188 | PA      | $104372.07    | 0.00%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43523556 | PA      | $1595342.90   | 0.08%             | 2062-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     135000 | PA      | $146316.92    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                              | Agate Bay Mortgage Trust 2016-1                                                  | CUSIP: 00842TAV0<br>LEI: 549300SCHQRABPDKYY47 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $759516.70    | 0.04%             | 2045-12-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-INV3                                                              | CUSIP: 12557LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     198177 | PA      | $180364.15    | 0.01%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                              | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2972844.60   | 0.14%             | 2042-02-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ 0 8/7/25                                          | MONDELEZ 0 8/7/25                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2985615.00   | 0.14%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                               | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     285000 | PA      | $285671.95    | 0.01%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38375QKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     194786 | PA      | $9962.03      | 0.00%             | 2038-05-16      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                             | Upland CLO Ltd                                                                   | CUSIP: 915328AY4<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1502445.00   | 0.07%             | 2031-04-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                     | GSAA Trust                                                                       | CUSIP: 362334NB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     768488 | PA      | $276626.52    | 0.01%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BAB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16973920 | PA      | $2557962.90   | 0.12%             | 2050-07-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                    | International Game Technology PLC                                                | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     610000 | PA      | $604912.09    | 0.03%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2397950 | PA      | $2405771.51   | 0.11%             | 2041-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T                             | Renaissance Home Equity Loan Trust 2004-4                                        | CUSIP: 759950EQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2564096 | PA      | $2274827.68   | 0.11%             | 2035-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                             | Crown City CLO V                                                                 | CUSIP: 22823AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5036360.00   | 0.24%             | 2037-04-20      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta                             | Mello Mortgage Capital Acceptance 2022-INV1                                      | CUSIP: 585490CB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2666725 | PA      | $2200286.02   | 0.10%             | 2052-03-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MEN 11/08/2030                                  | FINANCIERE MEN 11/08/2030                                                        | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |     148503 | PA      | $148966.88    | 0.01%             | 2030-11-08      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423XNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26440530 | PA      | $5128685.40   | 0.24%             | 2049-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137BS7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1273420 | PA      | $227977.15    | 0.01%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $459006.50    | 0.02%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2520.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3108704 | PA      | $2892063.21   | 0.14%             | 2050-03-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                               | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     340000 | PA      | $345733.76    | 0.02%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2022-J1 Trust                                                                | CUSIP: 67116WAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1675352 | PA      | $1361142.37   | 0.06%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                          | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1031464.22   | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Edelman Financ 04/07/2028                                  | Edelman Financ 04/07/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     529627 | PA      | $530856.62    | 0.03%             | 2028-04-07      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR 04/30/2030                                     | TK ELEVATOR 04/30/2030                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     739032 | PA      | $741737.12    | 0.04%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAM 04/04/2029                                  | SCIENTIFIC GAM 04/04/2029                                                        | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |     403174 | PA      | $403132.56    | 0.02%             | 2029-04-04      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman CLO XX Ltd                                                      | CUSIP: 64130TBU8<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |    3600000 | PA      | $3581510.40   | 0.17%             | 2039-04-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Cox Media Grou 06/18/2029                                  | Cox Media Grou 06/18/2029                                                        | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248744 | PA      | $241997.19    | 0.01%             | 2029-06-18      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                  | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5003409.00   | 0.24%             | 2039-12-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Sotera Health 05/23/2031                                   | Sotera Health 05/23/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     674900 | PA      | $678274.50    | 0.03%             | 2031-05-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Brookfield Pro 05/16/2030                                  | Brookfield Pro 05/16/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     455000 | PA      | $455141.96    | 0.02%             | 2030-05-16      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ABAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3347853 | PA      | $374973.56    | 0.02%             | 2043-01-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                 | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     285000 | PA      | $247160.39    | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE ( 07/30/2031                                  | BMC SOFTWARE ( 07/30/2031                                                        | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     274312 | PA      | $272769.49    | 0.01%             | 2031-07-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                             | Morgan Stanley Mortgage Loan Trust 2006-9AR                                      | CUSIP: 61748JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     902686 | PA      | $201689.49    | 0.01%             | 2036-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                             | Apidos CLO XXIV                                                                  | CUSIP: 03759CAX8<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2705219.10   | 0.13%             | 2030-10-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                                           | Midcap Financial Issuer Trust                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $185250.00    | 0.01%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EXCLUSIVE NETW 12/08/2031                                  | EXCLUSIVE NETW 12/08/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     269662 | PA      | $264942.58    | 0.01%             | 2031-12-08      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                                     | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2213000 | PA      | $2219001.83   | 0.11%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                          | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1093384.65   | 0.05%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                     | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $321531.30    | 0.02%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                    | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     355000 | PA      | $350391.11    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSU 05/31/2032                                  | TRUCORDIA INSU 05/31/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     480000 | PA      | $480300.00    | 0.02%             | 2032-05-31      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                       | Colombia Government International Bond                                           | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     900000 | PA      | $883800.00    | 0.04%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust  | CUSIP: 93934FGH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     368484 | PA      | $358241.36    | 0.02%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2024-4                                                    | CUSIP: 81743BAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1227565 | PA      | $1231651.43   | 0.06%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2099163.00   | 0.10%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                     | GSAA Home Equity Trust 2006-3                                                    | CUSIP: 362334BS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275674 | PA      | $133964.31    | 0.01%             | 2036-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| WATLOW TLB                                                 | WATLOW TLB                                                                       | CUSIP: 94254PAC4<br>LEI: 54930089QP6NQUHLU558 | Long             | LON              | CORP              | US        |     281143 | PA      | $282504.68    | 0.01%             | 2028-03-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     769936 | PA      | $441443.45    | 0.02%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-5                                                  | CUSIP: 46591FAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2540828 | PA      | $2417014.83   | 0.11%             | 2049-11-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                             | Shellpoint Co-Originator Trust 2017-2                                            | CUSIP: 82281FCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1825925 | PA      | $1698795.30   | 0.08%             | 2047-10-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                   | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $408367.51    | 0.02%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                      | Playtika Holding Corp                                                            | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     554755 | PA      | $546895.36    | 0.03%             | 2028-03-13      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Burlington Coa 09/19/2031                                  | Burlington Coa 09/19/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      79799 | PA      | $79682.64     | 0.00%             | 2031-09-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                       | Talos Production Inc                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     340000 | PA      | $347399.99    | 0.02%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FNTX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9676228 | PA      | $1307577.69   | 0.06%             | 2049-09-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | USD CALL VERSUS INR PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |  -14787000 | NC      | $-403448.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TENABLE, INC.                                              | TENABLE, INC.                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     242061 | PA      | $242666.57    | 0.01%             | 2028-07-07      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AXA78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     294866 | PA      | $15215.97     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $281469.36    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7330000 | PA      | $442306.86    | 0.02%             | 2052-03-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31398W4E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     117423 | PA      | $4877.54      | 0.00%             | 2040-01-15      | Floating      | 0.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPE 01/01/2030                                  | STARWOOD PROPE 01/01/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     393025 | PA      | $394089.31    | 0.02%             | 2030-01-02      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B7DQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1243627 | PA      | $239640.60    | 0.01%             | 2043-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DECHRA PHARMAC 12/02/2031                                  | DECHRA PHARMAC 12/02/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     184538 | PA      | $185171.94    | 0.01%             | 2032-01-27      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-8                                                  | CUSIP: 46650MBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3335436 | PA      | $3072554.08   | 0.15%             | 2049-01-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SANDISK 02/05/2032                                         | SANDISK 02/05/2032                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     361000 | PA      | $359082.37    | 0.02%             | 2032-02-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                      | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     625000 | PA      | $596987.51    | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CASCADES INC/USA INC                                       | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     525000 | PA      | $520834.55    | 0.02%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                             | Pagaya AI Debt Grantor Trust 2024-10                                             | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     811470 | PA      | $815500.50    | 0.04%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                 | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     185000 | PA      | $168388.05    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AmaWaterways 04/14/2031                                    | AmaWaterways 04/14/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     352338 | PA      | $351897.08    | 0.02%             | 2031-05-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3045000 | PA      | $3297906.74   | 0.16%             | 2042-04-25      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| CENGAGE LEARNI 03/24/2031                                  | CENGAGE LEARNI 03/24/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     578476 | PA      | $580363.64    | 0.03%             | 2031-03-22      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Rough Country 07/31/2028                                   | Rough Country 07/31/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     394752 | PA      | $387227.36    | 0.02%             | 2028-07-28      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     895000 | PA      | $834021.68    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                      | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     305000 | PA      | $296415.04    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LL 07/02/2031                                  | DEALER TIRE LL 07/02/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     439389 | PA      | $436093.41    | 0.02%             | 2031-07-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31398MQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103478 | PA      | $103692.37    | 0.00%             | 2040-03-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38376T5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     364987 | PA      | $14799.07     | 0.00%             | 2039-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                    | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     525000 | PA      | $543401.78    | 0.03%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $2947673.29   | 0.14%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                             | JPMBB Commercial Mortgage Securities Trust 2014-C21                              | CUSIP: 46642EBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     521101 | PA      | $513506.94    | 0.02%             | 2047-08-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC 05/17/2028                                    | CIMPRESS PLC 05/17/2028                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     306137 | PA      | $306136.62    | 0.01%             | 2028-05-17      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                             | Banc of America Funding 2007-2 Trust                                             | CUSIP: 05951GBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     236482 | PA      | $178253.95    | 0.01%             | 2037-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-6                                                  | CUSIP: 46650JAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87458 | PA      | $79148.05     | 0.00%             | 2048-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Dental 03/07/2031                                  | Pacific Dental 03/07/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     359178 | PA      | $359738.98    | 0.02%             | 2031-03-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137H2DY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9618086 | PA      | $1550798.09   | 0.07%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| USALCO, LLC 09/30/2031                                     | USALCO, LLC 09/30/2031                                                           | CUSIP: 91732NAL7<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     230025 | PA      | $231463.08    | 0.01%             | 2031-09-30      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER I 12/06/2027                                  | ARCHES BUYER I 12/06/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     601899 | PA      | $595409.61    | 0.03%             | 2027-12-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                             | Banc of America Funding 2007-C Trust                                             | CUSIP: 059522AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1111620 | PA      | $1025678.87   | 0.05%             | 2047-05-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER 07/31/2028                                  | AI AQUA MERGER 07/31/2028                                                        | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     452728 | PA      | $452566.23    | 0.02%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                      | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2014000 | PA      | $1943245.36   | 0.09%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38377QTG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2625379 | PA      | $191592.05    | 0.01%             | 2041-02-20      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     550000 | PA      | $525800.00    | 0.02%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                   | Element Fleet Management Corp                                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    1888000 | PA      | $1918082.26   | 0.09%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-INV2                                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     118503 | PA      | $111999.82    | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                   | BroadStreet Partners Inc                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     555000 | PA      | $548830.90    | 0.03%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                              | Agate Bay Mortgage Trust 2015-2                                                  | CUSIP: 00841XBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     731428 | PA      | $676532.67    | 0.03%             | 2045-03-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3560262 | PA      | $3285047.01   | 0.16%             | 2049-11-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |  -41598000 | NC      | $-113290.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINE 02/22/2031                                  | UNITED AIRLINE 02/22/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     411248 | PA      | $412983.04    | 0.02%             | 2031-02-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust                    | CUSIP: 939336Y56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50457840 | PA      | $507.10       | 0.00%             | 2045-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38383YMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19460597 | PA      | $1646415.15   | 0.08%             | 2052-09-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1310397.81   | 0.06%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |    6100000 | PA      | $6283934.52   | 0.30%             | 2041-12-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                               | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     170000 | PA      | $163115.00    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                         | Smith & Nephew PLC                                                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    2080000 | PA      | $2105699.13   | 0.10%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GREENEDEN U.S. 01/23/2032                                  | GREENEDEN U.S. 01/23/2032                                                        | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     668325 | PA      | $668993.33    | 0.03%             | 2032-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                              | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5300000 | PA      | $5357950.20   | 0.25%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                   | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     530000 | PA      | $515923.25    | 0.02%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PRO MACH GROUP 08/31/2028                                  | PRO MACH GROUP 08/31/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     545418 | PA      | $547190.59    | 0.03%             | 2028-08-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $205054.53    | 0.01%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                           | Mexican Udibonos                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     413968 | PA      | $16706359.11  | 0.79%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3391055 | PA      | $2982108.65   | 0.14%             | 2050-05-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| YAK ACCESS SERIE A COMMON                                  | YAK ACCESS SERIE A COMMON                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5366 | NS      | $53.66        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank                                                       | BANK 2019-BNK22                                                                  | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56921244 | PA      | $1247628.29   | 0.06%             | 2062-11-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                                 | PSMC 2019-3 Trust                                                                | CUSIP: 69375BAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125925 | PA      | $118175.41    | 0.01%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Epicor Softwar 05/23/2031                                  | Epicor Softwar 05/23/2031                                                        | CUSIP: 000000000<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     852235 | PA      | $855135.08    | 0.04%             | 2031-05-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31394V7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164522 | PA      | $163238.55    | 0.01%             | 2036-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                   | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6628000 | PA      | $5000943.15   | 0.24%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCM MERGER INC                                             | CCM Merger Inc                                                                   | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |     610000 | PA      | $611972.74    | 0.03%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                               | Veralto Corp                                                                     | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1919097.22   | 0.09%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1593542.87   | 0.08%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3407000 | PA      | $3305712.85   | 0.16%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   53680100 | NC      | $1681626.72   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                                 | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     745000 | PA      | $714303.47    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $40656.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |     582000 | NC      | $14214.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-164136.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ION TRADING FI 04/01/2028                                  | ION TRADING FI 04/01/2028                                                        | CUSIP: 000000000<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | LON              | CORP              | LU        |     387000 | PA      | $387695.34    | 0.02%             | 2028-04-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                      | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     610000 | PA      | $632086.27    | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                       | PARKER-HANNIFI 08/22/2025                                                        | CUSIP: 70109LVN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6150000 | PA      | $6108121.58   | 0.29%             | 2025-08-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -22107000 | NC      | $-113229.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AXSZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45560 | PA      | $240.66       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2011000 | PA      | $1951763.42   | 0.09%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                              | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   88265688 | PA      | $2616270.01   | 0.12%             | 2052-05-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     320000 | PA      | $336229.92    | 0.02%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919BQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2302681 | PA      | $2308935.12   | 0.11%             | 2055-11-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1420454 | PA      | $1426443.49   | 0.07%             | 2039-02-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                      | Quest Diagnostics Inc                                                            | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $2006597.74   | 0.10%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MI Windows Doors, LLC                                      | MI Windows Doors, LLC                                                            | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     153414 | PA      | $153929.66    | 0.01%             | 2031-03-28      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                             | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     774922 | PA      | $740402.22    | 0.04%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31396CXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     243535 | PA      | $21946.35     | 0.00%             | 2035-10-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Legal Shield 12/01/2028                                    | Legal Shield 12/01/2028                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     490543 | PA      | $488641.96    | 0.02%             | 2028-12-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                   | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     895000 | PA      | $920483.34    | 0.04%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     440000 | PA      | $439582.09    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2019-2                                                   | CUSIP: 33852BAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1306854 | PA      | $1200039.38   | 0.06%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL ED 08/06/2031                                  | MCGRAW-HILL ED 08/06/2031                                                        | CUSIP: 58063DAF0<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |     523883 | PA      | $526081.09    | 0.02%             | 2031-08-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| FRONTDOOR (FKA 12/17/2031                                  | FRONTDOOR (FKA 12/17/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149250 | PA      | $151488.75    | 0.01%             | 2031-12-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                        | SOUND POINT CLO VII-R Ltd                                                        | CUSIP: 83610HAG5<br>LEI: 549300IYECLSB6ZQZB89 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001424.00   | 0.05%             | 2031-10-23      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                    | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     640000 | PA      | $640914.20    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KF6A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4036886 | PA      | $4248112.14   | 0.20%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                   | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $499815.23    | 0.02%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ABZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2425196 | PA      | $53867.00     | 0.00%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asurion, LLC                                               | Asurion, LLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     401377 | PA      | $397814.36    | 0.02%             | 2028-08-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     924000 | PA      | $857592.12    | 0.04%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                   | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     660000 | PA      | $666772.26    | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tory Burch 04/14/2028                                      | Tory Burch 04/14/2028                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      46673 | PA      | $46464.25     | 0.00%             | 2028-04-16      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Skechers U.S.A 06/30/2032                                  | Skechers U.S.A 06/30/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     435000 | PA      | $437356.40    | 0.02%             | 2032-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TKO GROUP HOLD 11/14/2031                                  | TKO GROUP HOLD 11/14/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149250 | PA      | $149968.34    | 0.01%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                 | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1121072.69   | 0.05%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FVQZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26285149 | PA      | $4047694.77   | 0.19%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2024-PJ2                                     | CUSIP: 36271PBW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1465831 | PA      | $1447229.42   | 0.07%             | 2054-07-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Rackspace Tech Inc                                         | Rackspace Tech Inc                                                               | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      60287 | PA      | $27782.04     | 0.00%             | 2028-05-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                              | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1000320.40   | 0.05%             | 2042-02-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Amentum 09/30/2031                                         | Amentum 09/30/2031                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     459133 | PA      | $458990.08    | 0.02%             | 2031-09-29      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Madison IAQ 03/27/2032                                     | Madison IAQ 03/27/2032                                                           | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     295000 | PA      | $296290.63    | 0.01%             | 2032-05-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Holley/Driven 11/15/2028                                   | Holley/Driven 11/15/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     504948 | PA      | $471495.34    | 0.02%             | 2028-11-17      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                             | SMB Private Education Loan Trust 2017-A                                          | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $985130.60    | 0.05%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $443336.50    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                            | Invesco US CLO 2023-1 Ltd                                                        | CUSIP: 46146GAU6<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |    5650000 | PA      | $5685176.90   | 0.27%             | 2037-04-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                        | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     540000 | PA      | $518365.49    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                      | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1144268.75   | 0.05%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                 | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1849000 | PA      | $1833940.08   | 0.09%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEAL 05/16/2031                                  | LIFEPOINT HEAL 05/16/2031                                                        | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     297754 | PA      | $294087.50    | 0.01%             | 2031-05-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                        | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     645000 | PA      | $632892.67    | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137H3BC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4662012 | PA      | $1105913.57   | 0.05%             | 2048-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                              | UWM Mortgage Trust 2021-INV4                                                     | CUSIP: 918307BH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2347326 | PA      | $1926057.55   | 0.09%             | 2051-12-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                              | Sunrun Atlas Issuer 2019-2 LLC                                                   | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3181888 | PA      | $3016377.65   | 0.14%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| SAVE A LOT, MORAN FOODS                                    | SAVE A LOT, MORAN FOODS                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2038 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378VAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2152856 | PA      | $234831.85    | 0.01%             | 2043-07-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                   | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     565000 | PA      | $577113.04    | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                  | BMP 2024-MF23                                                                    | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4100000 | PA      | $4111687.46   | 0.19%             | 2041-06-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                      | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     303668 | PA      | $290224.98    | 0.01%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| LIFE TIME, INC 10/22/2031                                  | LIFE TIME, INC 10/22/2031                                                        | CUSIP: 50218KAM0<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |     393025 | PA      | $394744.48    | 0.02%             | 2031-11-05      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AXGV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9353325 | PA      | $1041402.47   | 0.05%             | 2042-12-15      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                                     | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1227219.00   | 0.06%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2005-S3                                                 | CUSIP: 466247ZX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69650 | PA      | $31399.65     | 0.00%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   21972200 | NC      | $-215126.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KJK50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1170712 | PA      | $1184599.55   | 0.06%             | 2065-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423YRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1131635 | PA      | $244833.91    | 0.01%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                   | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $434898.96    | 0.02%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     405000 | PA      | $417873.33    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AE3R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     742701 | PA      | $36866.92     | 0.00%             | 2033-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                          | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1877000 | PA      | $1896241.33   | 0.09%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     685000 | PA      | $697764.40    | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                             | OPEN TEXT CORP                                                                   | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     499863 | PA      | $500345.53    | 0.02%             | 2030-01-31      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ConnectWise, L 09/30/2028                                  | ConnectWise, L 09/30/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     566972 | PA      | $570515.74    | 0.03%             | 2028-09-29      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                              | EQUS 2021-EQAZ Mortgage Trust                                                    | CUSIP: 29478JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7759123 | PA      | $7753521.82   | 0.37%             | 2038-10-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $856467.37    | 0.04%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2024-CCM1                                               | CUSIP: 46658NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     616090 | PA      | $612749.39    | 0.03%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                    | International Game Technology PLC                                                | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200014.58    | 0.01%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                      | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     540000 | PA      | $522166.88    | 0.02%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc 03/05/2033                                      | Kaseya Inc 03/05/2033                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $150468.75    | 0.01%             | 2033-03-05      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-5                                                    | CUSIP: 81743ACD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1817639 | PA      | $1652665.14   | 0.08%             | 2049-12-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                   | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     405000 | PA      | $427492.53    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2019-GC40                                           | CUSIP: 36257HBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32398087 | PA      | $1146600.70   | 0.05%             | 2052-07-10      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust 2022-5                                                | CUSIP: 465977AY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     836284 | PA      | $699102.28    | 0.03%             | 2052-09-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2602000 | PA      | $2613507.97   | 0.12%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                 | BFLD 2024-WRHS Mortgage Trust                                                    | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1853994 | PA      | $1856555.21   | 0.09%             | 2026-08-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                    | Standard Industries Inc/NJ                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     146408 | PA      | $146918.03    | 0.01%             | 2028-09-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     465559 | PA      | $416267.52    | 0.02%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                             | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4050000 | PA      | $3860449.88   | 0.18%             | 2036-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                   | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     555000 | PA      | $567834.38    | 0.03%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3003074.70   | 0.14%             | 2029-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                            | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     590000 | PA      | $580795.47    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2024-PJ4                                     | CUSIP: 36269RBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1955523 | PA      | $1948765.15   | 0.09%             | 2054-08-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                            | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     645000 | PA      | $652524.43    | 0.03%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 Trust | CUSIP: 93935AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1440955 | PA      | $883324.25    | 0.04%             | 2046-07-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     625000 | PA      | $620312.50    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                             | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1300000 | PA      | $1324456.51   | 0.06%             | 2034-04-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| AssuredPartner 02/14/2031                                  | AssuredPartner 02/14/2031                                                        | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     980100 | PA      | $983688.15    | 0.05%             | 2031-02-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                 | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1850000 | PA      | $1837995.63   | 0.09%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Trust 2015-3                                                           | CUSIP: 46644MAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     407950 | PA      | $384050.99    | 0.02%             | 2045-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO 2015-4 Ltd                                                      | CUSIP: 09628NAU6<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000954.00   | 0.05%             | 2030-04-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities                              | Brean Asset Backed Securities Trust 2024-RM9                                     | CUSIP: 10638DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1944737 | PA      | $1921462.77   | 0.09%             | 2064-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                          | Magnetite XLVII Ltd                                                              | CUSIP: 559916AG6<br>LEI: 529900SMT5EN0CN67W73 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4025652.00   | 0.19%             | 2038-01-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A9SV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2165349 | PA      | $50880.71     | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Applied System 02/07/2031                                  | Applied System 02/07/2031                                                        | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     515865 | PA      | $518840.92    | 0.02%             | 2031-02-24      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                               | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1030000 | PA      | $995237.50    | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.                         | DAIWA CAPITAL MARKETS AMERICA INC                                                | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |    4343325 | PA      | $4343325.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Creative Plann 05/10/2031                                  | Creative Plann 05/10/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     148875 | PA      | $148533.78    | 0.01%             | 2031-05-19      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3086000 | PA      | $3041388.32   | 0.14%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NVENT THERMAL 09/30/2031                                   | NVENT THERMAL 09/30/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     520000 | PA      | $523900.00    | 0.02%             | 2032-01-30      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137GAPR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     248397 | PA      | $245953.02    | 0.01%             | 2040-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1115000 | PA      | $1139812.64   | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| LIGHT & WONDER INTL INC                                    | Light & Wonder International Inc                                                 | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     540000 | PA      | $541910.49    | 0.03%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Produc                             | Bear Stearns Structured Products Inc Trust 2007-R6                               | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64796 | PA      | $46143.90     | 0.00%             | 2036-01-26      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -20819720 | NC      | $-229081.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38383MA99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15285986 | PA      | $3503043.60   | 0.17%             | 2050-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KFE48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     884277 | PA      | $919697.47    | 0.04%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                             | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2617488.00   | 0.12%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                 | Carvana Co                                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     878149 | PA      | $901616.02    | 0.04%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ACQS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     973934 | PA      | $21337.91     | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONVERGINT TECH 2ND LIEN                                   | CONVERGINT TECH 2ND LIEN                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     210000 | PA      | $209212.50    | 0.01%             | 2029-03-30      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5001971.00   | 0.24%             | 2042-03-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINION 3/27/2008 3.20%                                   | DOMINION RES I 08/11/2025                                                        | CUSIP: 2574P0VB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994638.00    | 0.05%             | 2025-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                       | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -10000000 | PA      | $-9108795.90  | -0.43%            | 2055-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FTDG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28294755 | PA      | $5897600.21   | 0.28%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136B3ST8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19225449 | PA      | $1446528.52   | 0.07%             | 2048-12-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Ensono 06/30/2028                                          | Ensono 06/30/2028                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     615571 | PA      | $616788.77    | 0.03%             | 2028-05-26      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                           | Proofpoint, Inc.                                                                 | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     630388 | PA      | $631865.38    | 0.03%             | 2028-08-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                             | William Carter Co/The                                                            | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     590000 | PA      | $586822.11    | 0.03%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Service Logic 10/29/2027                                   | Service Logic 10/29/2027                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     390027 | PA      | $391001.83    | 0.02%             | 2027-10-29      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                           | APi Group DE Inc                                                                 | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     255000 | PA      | $243314.55    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     810000 | PA      | $831472.29    | 0.04%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38377YMA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     501393 | PA      | $13964.91     | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2020-INV1 Trust                                                              | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     212174 | PA      | $191274.23    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                             | Structured Adjustable Rate Mortgage Loan Trust Series 2005-4                     | CUSIP: 863579MS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17494 | PA      | $15882.25     | 0.00%             | 2035-03-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHN 12/01/2031                                  | MINERALS TECHN 12/01/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     199000 | PA      | $199497.50    | 0.01%             | 2031-11-26      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                   | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     675000 | PA      | $666874.33    | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OverDrive, Inc 12/07/2028                                  | OverDrive, Inc 12/07/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     365440 | PA      | $368104.75    | 0.02%             | 2028-12-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| KIDDE GLOBAL S 10/10/2031                                  | KIDDE GLOBAL S 10/10/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     675000 | PA      | $679429.35    | 0.03%             | 2031-12-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2018-4                                                   | CUSIP: 33851LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3287924 | PA      | $3015904.15   | 0.14%             | 2048-07-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                  | IRV Trust 2025-200P                                                              | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5011970.50   | 0.24%             | 2047-03-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Mortgage Finance Trust Series 2006-A1                                      | CUSIP: 16163CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     219310 | PA      | $194829.24    | 0.01%             | 2036-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNIN 12/11/2028                                  | ASCEND LEARNIN 12/11/2028                                                        | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     477039 | PA      | $477535.69    | 0.02%             | 2028-12-11      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                              | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3343000 | PA      | $3376941.35   | 0.16%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                              | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3395072.45   | 0.16%             | 2039-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137H1MH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12688019 | PA      | $2225379.59   | 0.11%             | 2039-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     793835 | PA      | $412794.16    | 0.02%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                             | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2996148.75   | 0.14%             | 2040-02-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AHSB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1177394 | PA      | $228885.43    | 0.01%             | 2041-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodnight Wate 05/22/2029                                  | Goodnight Wate 05/22/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     360067 | PA      | $361417.62    | 0.02%             | 2029-06-04      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredi 06/05/2032                                  | Dotdash Meredi 06/05/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     415000 | PA      | $417075.00    | 0.02%             | 2032-06-05      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                    | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     390000 | PA      | $402196.47    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3056655.30   | 0.14%             | 2042-01-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA I 05/24/2030                                  | CINEMARK USA I 05/24/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     299431 | PA      | $299992.00    | 0.01%             | 2030-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                         | Panama Government International Bond                                             | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1200000 | PA      | $1280400.00   | 0.06%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                             | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1368679.78   | 0.06%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $669242.30    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CO 07/11/2025                                  | DUKE ENERGY CO 07/11/2025                                                        | CUSIP: 26244HUB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6990281.20   | 0.33%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                        | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     540000 | PA      | $568674.40    | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     290000 | PA      | $291952.89    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust 2005-9                                             | CUSIP: 17307GL89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     133180 | PA      | $135823.95    | 0.01%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DARKTRACE PLC 07/02/2031                                   | DARKTRACE PLC 07/02/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     613462 | PA      | $614612.74    | 0.03%             | 2031-10-09      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP, 01/30/2032                                   | AMWINS GROUP, 01/30/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     870625 | PA      | $871984.92    | 0.04%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BBVX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17767808 | PA      | $3602828.20   | 0.17%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                   | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     220000 | PA      | $219329.11    | 0.01%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        | -197749800 | NC      | $269733.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L Street Securities                                        | PMTT4                                                                            | CUSIP: 693458AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 1022152770 | PA      | $5252894.19   | 0.25%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                   | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     450000 | PA      | $466476.15    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kohler Energy                                              | Kohler Energy                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     361800 | PA      | $362025.82    | 0.02%             | 2031-05-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                          | Nexa Resources SA                                                                | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    2075000 | PA      | $2090313.50   | 0.10%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                       | Prime Mortgage Trust 2007-1                                                      | CUSIP: 74162FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11748 | PA      | $10495.17     | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2362829 | PA      | $2372567.25   | 0.11%             | 2040-12-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUN 11/30/2031                                  | CHARTER COMMUN 11/30/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     581186 | PA      | $582742.91    | 0.03%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BBFV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11012746 | PA      | $1830149.88   | 0.09%             | 2050-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1877000 | PA      | $1905852.87   | 0.09%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment                                       | Golden Entertainment                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     413875 | PA      | $414392.36    | 0.02%             | 2030-05-26      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO 04/11/2029                                   | NEPTUNE BIDCO 04/11/2029                                                         | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     347717 | PA      | $329027.24    | 0.02%             | 2029-04-11      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                       | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19700000 | PA      | $20006153.76  | 0.95%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1589000 | PA      | $1601322.06   | 0.08%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2015-GC30                                           | CUSIP: 36250GAT2<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     132749 | PA      | $130169.72    | 0.01%             | 2050-05-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| R1 RCM INC. 11/30/2031                                     | R1 RCM INC. 11/30/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     647045 | PA      | $647045.00    | 0.03%             | 2031-11-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                        | LCM XVIII LP                                                                     | CUSIP: 50188GAV5<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    1350000 | PA      | $1351632.15   | 0.06%             | 2031-04-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                             | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4418311 | PA      | $4496938.71   | 0.21%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     620000 | PA      | $627308.55    | 0.03%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| M6 MIDSTREAM L 03/31/2032                                  | M6 MIDSTREAM L 03/31/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     155000 | PA      | $155755.63    | 0.01%             | 2032-04-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| L&W/Autokiniton Grp                                        | L&W/Autokiniton Grp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     422638 | PA      | $409034.38    | 0.02%             | 2028-04-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                 | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     835000 | PA      | $803229.92    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                     | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1539299.10   | 0.07%             | 2029-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                         | Shackleton 2019-XV CLO Ltd                                                       | CUSIP: 81883MAQ6<br>LEI: 549300O6RVX5OXLL7335 | Long             | ABS-CBDO         | CORP              | KY        |    3270000 | PA      | $3274447.20   | 0.16%             | 2032-01-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A3ZF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38381 | PA      | $38082.96     | 0.00%             | 2042-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     144881 | PA      | $135943.82    | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XLII LLC                                    | JG Wentworth XLII LLC                                                            | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     806165 | PA      | $732499.81    | 0.03%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Spring Educati 09/25/2030                                  | Spring Educati 09/25/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     459015 | PA      | $461596.92    | 0.02%             | 2030-10-04      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                                       | Alta Equipment Group Inc                                                         | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     490000 | PA      | $457326.31    | 0.02%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| CHG Healthcare 09/29/2028                                  | CHG Healthcare 09/29/2028                                                        | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |     504887 | PA      | $507186.34    | 0.02%             | 2028-09-29      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2184327.40   | 0.10%             | 2042-09-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2021-PJ9                                     | CUSIP: 36263CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2225524 | PA      | $1804658.94   | 0.09%             | 2052-02-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2019-PJ1                                | CUSIP: 36257TAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1479646 | PA      | $1326259.05   | 0.06%             | 2049-08-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| HAYWARD INDUSTRIES, INC.                                   | HAYWARD INDUSTRIES, INC.                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     550234 | PA      | $552572.88    | 0.03%             | 2028-05-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1891937 | PA      | $1719612.87   | 0.08%             | 2048-06-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                              | Citigroup Commercial Mortgage Trust 2015-GC31                                    | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380560 | PA      | $373556.95    | 0.02%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Foundation Bui 02/10/2028                                  | Foundation Bui 02/10/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     152905 | PA      | $151567.19    | 0.01%             | 2028-01-31      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1797.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38382DAQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17775297 | PA      | $3462844.80   | 0.16%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9411 | PA      | $8658.50      | 0.00%             | 2036-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Phoenix Guaran 02/21/2031                                  | Phoenix Guaran 02/21/2031                                                        | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     594015 | PA      | $596325.12    | 0.03%             | 2031-02-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     603324 | PA      | $374060.61    | 0.02%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                     | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     810000 | PA      | $818065.98    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KE5X7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2263523 | PA      | $2381959.66   | 0.11%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                               | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2427367.66   | 0.11%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy 02/05/2030                                  | Hilcorp Energy 02/05/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     254362 | PA      | $254892.34    | 0.01%             | 2030-02-05      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                   | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1039203.69   | 0.05%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2303000 | PA      | $2313908.09   | 0.11%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2005-10CB                                                 | CUSIP: 12667GAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     254467 | PA      | $190201.11    | 0.01%             | 2035-05-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| SMRT                                                       | SMRT 2022-MINI                                                                   | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2953331.70   | 0.14%             | 2039-01-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 3142G42G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8451829 | PA      | $1655463.90   | 0.08%             | 2053-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47101 | PA      | $43047.58     | 0.00%             | 2036-10-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Creative Plann 10/24/2031                                  | Creative Plann 10/24/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     290000 | PA      | $289954.76    | 0.01%             | 2031-05-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     656000 | PA      | $680928.00    | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                           | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-235263.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOOSAN BOBCAT, 04/20/2029                                  | DOOSAN BOBCAT, 04/20/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     490720 | PA      | $492866.64    | 0.02%             | 2029-04-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| HANGER, INC. 10/15/2031                                    | HANGER, INC. 10/15/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     313719 | PA      | $314464.52    | 0.01%             | 2031-10-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                             | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1844847.60   | 0.09%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                   | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     675000 | PA      | $652934.93    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $982500.00    | 0.05%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                 | HSBC SECURITIES (USA) INC                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |    3007408 | PA      | $3007408.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2021-PJ4                                | CUSIP: 36264PBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3564755 | PA      | $2937245.46   | 0.14%             | 2051-09-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust Series 2024-6                                           | CUSIP: 46657YBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2433889 | PA      | $2509336.24   | 0.12%             | 2054-12-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     585000 | PA      | $575277.62    | 0.03%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2334 | PA      | $2392.92      | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KNUR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1158909 | PA      | $1217770.11   | 0.06%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing 04/28/2032                                  | Beacon Roofing 04/28/2032                                                        | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |      56667 | PA      | $57127.09     | 0.00%             | 2032-04-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A6ZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6605083 | PA      | $15084.69     | 0.00%             | 2042-06-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| ADMI CORP 12/23/2027                                       | ADMI CORP 12/23/2027                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     410290 | PA      | $389262.23    | 0.02%             | 2027-12-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                          | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     725000 | PA      | $754448.05    | 0.04%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MI 06/30/2029                                  | WATERBRIDGE MI 06/30/2029                                                        | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |     363175 | PA      | $362153.75    | 0.02%             | 2029-06-27      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Gates Global L 05/31/2031                                  | Gates Global L 05/31/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     575650 | PA      | $576324.66    | 0.03%             | 2031-06-04      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        252 | NC      | $21842.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31392XUM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     140774 | PA      | $13266.24     | 0.00%             | 2032-02-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Whatabrands LL 08/03/2028                                  | Whatabrands LL 08/03/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     658468 | PA      | $659331.44    | 0.03%             | 2028-08-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Alera 05/15/2033                                           | Alera 05/15/2033                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     105000 | PA      | $107209.41    | 0.01%             | 2033-05-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust 2024-1                                                | CUSIP: 46657PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     633277 | PA      | $635780.90    | 0.03%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                          | Chariot Buyer LLC                                                                | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     325746 | PA      | $326636.41    | 0.02%             | 2028-11-03      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                          | Newell Brands Inc                                                                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1133455.48   | 0.05%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   80451765 | PA      | $2229672.40   | 0.11%             | 2052-11-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618K0DW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2995283 | PA      | $3030813.16   | 0.14%             | 2064-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                                | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    5446938 | NS      | $5446938.11   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                   | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1063863.10   | 0.05%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-CH1                                                  | CUSIP: 81747MCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     670305 | PA      | $657439.62    | 0.03%             | 2049-03-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2020-1 Trust                              | CUSIP: 95002KBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1769459 | PA      | $1547511.95   | 0.07%             | 2049-12-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Novolex (aka F 03/31/2029                                  | Novolex (aka F 03/31/2029                                                        | CUSIP: 000000000<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     512400 | PA      | $512039.78    | 0.02%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                  | GATX Corp                                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1378320.66   | 0.07%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd                                             | Octagon 64 Ltd                                                                   | CUSIP: 67579ABC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2503085.00   | 0.12%             | 2037-07-21      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                               | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14660000 | PA      | $71714.52     | 0.00%             | 2049-08-10      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2016-1                                                  | CUSIP: 46646BBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2095000 | PA      | $1565601.88   | 0.07%             | 2046-05-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                   | Oceanview Mortgage Trust 2021-1                                                  | CUSIP: 67647LCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2039829 | PA      | $1623812.78   | 0.08%             | 2051-05-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                             | Laurel Road Prime Student Loan Trust 2018-B                                      | CUSIP: 51888RAC4<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |     530314 | PA      | $524957.66    | 0.02%             | 2043-05-26      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                        | LCM XXIV Ltd                                                                     | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2800000 | PA      | $2802755.20   | 0.13%             | 2030-03-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $958171.50    | 0.05%             | 2050-11-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38381WE20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      62799 | PA      | $12573.26     | 0.00%             | 2049-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                        | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95712.60     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alera 05/15/2032                                           | Alera 05/15/2032                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     470000 | PA      | $471846.63    | 0.02%             | 2032-05-21      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1488628.35   | 0.07%             | 2039-01-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618NPCJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1739756 | PA      | $1839325.00   | 0.09%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2000682.40   | 0.09%             | 2045-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39353772 | PA      | $1074273.37   | 0.05%             | 2052-08-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     598708 | PA      | $342736.90    | 0.02%             | 2046-08-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                | KeyBank NA/Cleveland OH                                                          | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    2149000 | PA      | $2151938.93   | 0.10%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                      | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1159121.67   | 0.05%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                             | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002150.60   | 0.05%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     320000 | PA      | $340337.12    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-RISE                                                               | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     845329 | PA      | $844677.60    | 0.04%             | 2036-11-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1891000 | PA      | $1930549.60   | 0.09%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                                   | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     455000 | PA      | $420195.69    | 0.02%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31395D5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87746 | PA      | $104303.50    | 0.00%             | 2036-06-25      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6196200 | PA      | $6220161.88   | 0.29%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust                             | HLTN Commercial Mortgage Trust 2024-DPLO                                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002070.00   | 0.05%             | 2041-06-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3133TQHK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        771 | PA      | $41.22        | 0.00%             | 2030-11-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                   | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     745000 | PA      | $647170.84    | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Cedar Funding Ltd                                          | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EBC2<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4305297.60   | 0.20%             | 2038-01-17      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                              | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4997749.00   | 0.24%             | 2039-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                 | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     615000 | PA      | $638643.68    | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USI INC 11/22/2029                                         | USI INC 11/22/2029                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     487606 | PA      | $487250.45    | 0.02%             | 2029-11-22      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2006-27CB                                                 | CUSIP: 02147YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     769372 | PA      | $409222.76    | 0.02%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32                             | Octagon Investment Partners 32 Ltd                                               | CUSIP: 67573CAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7037240.00   | 0.33%             | 2037-10-31      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY M 04/02/2029                                  | SMYRNA READY M 04/02/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     227907 | PA      | $229046.57    | 0.01%             | 2029-04-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                           | Unlock HEA Trust 2025-1                                                          | CUSIP: 91528BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2977569.60   | 0.14%             | 2041-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                        | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3002000 | PA      | $2484022.31   | 0.12%             | 2052-05-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP.                                                | KUEHG CORP.                                                                      | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     311138 | PA      | $311380.98    | 0.01%             | 2030-06-12      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-LTV2                                               | CUSIP: 46651ABC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1410889 | PA      | $1363379.50   | 0.06%             | 2049-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -22347000 | NC      | $-681000.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WhiteWaterMat05/07/2032                                    | WhiteWaterMat05/07/2032                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     410000 | PA      | $410320.21    | 0.02%             | 2032-06-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| WCI HOLDINGS, 08/13/2031                                   | WCI HOLDINGS, 08/13/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     199500 | PA      | $201744.38    | 0.01%             | 2031-08-13      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                      | Innophos Holdings Inc                                                            | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |       9250 | PA      | $9349.02      | 0.00%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2019-4 Trust                              | CUSIP: 95002FBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1380935 | PA      | $961068.00    | 0.05%             | 2049-09-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                      | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $817347.84    | 0.04%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                                    | South Jersey Industries Inc                                                      | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2445550.59   | 0.12%             | 2031-04-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     363189 | PA      | $340316.70    | 0.02%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | Commercial Mortgage Pass Through Certificates                                    | CUSIP: 12624NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4047892 | PA      | $41844.88     | 0.00%             | 2030-10-05      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1612000 | PA      | $1624519.23   | 0.08%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2021-GR3                                     | CUSIP: 36263TBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     916926 | PA      | $750780.31    | 0.04%             | 2052-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                          | Cisco Systems Inc                                                                | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    2218000 | PA      | $2247948.10   | 0.11%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     540000 | PA      | $557314.56    | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES 04/26/2030                                    | J&J VENTURES 04/26/2030                                                          | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |     214462 | PA      | $212083.25    | 0.01%             | 2030-04-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1666000 | PA      | $1687260.86   | 0.08%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                              | Agate Bay Mortgage Trust 2016-1                                                  | CUSIP: 00842TAU2<br>LEI: 549300SCHQRABPDKYY47 | Long             | ABS-MBS          | CORP              | US        |    1139754 | PA      | $979386.00    | 0.05%             | 2045-12-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                    | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     985000 | PA      | $995018.63    | 0.05%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Copeland 06/15/2030                                        | Copeland 06/15/2030                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     170247 | PA      | $170246.63    | 0.01%             | 2030-05-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2006-18CB                                                 | CUSIP: 02147FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     441361 | PA      | $170786.65    | 0.01%             | 2036-07-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1266000 | PA      | $1186856.16   | 0.06%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                  | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1268425.20   | 0.06%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31396JJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1803953 | PA      | $165973.02    | 0.01%             | 2036-03-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                  | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3301370.80   | 0.16%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2021-2                                                   | CUSIP: 33852EBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3398977 | PA      | $2864804.20   | 0.14%             | 2051-04-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-LTV3                                               | CUSIP: 46651HBT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2467201 | PA      | $2307699.52   | 0.11%             | 2050-03-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1892000 | PA      | $1914161.28   | 0.09%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B0RW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1419803 | PA      | $108299.99    | 0.01%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3390898 | PA      | $3377100.87   | 0.16%             | 2036-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                        | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $305022.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2022-NQM1                                    | CUSIP: 36264EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2033609 | PA      | $1858272.92   | 0.09%             | 2062-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                         | Wind River 2014-1 CLO Ltd                                                        | CUSIP: 88432CBD7<br>LEI: 549300AMLFWC1VCUN251 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001976.00   | 0.09%             | 2031-07-18      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     475000 | PA      | $436651.30    | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SAMSONITE INTE 06/10/2030                                  | SAMSONITE INTE 06/10/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     260382 | PA      | $261684.29    | 0.01%             | 2030-06-21      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     857728 | PA      | $860996.94    | 0.04%             | 2038-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38377NBN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     197581 | PA      | $5523.54      | 0.00%             | 2039-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS 01/08/2032                                         | CLARIOS 01/08/2032                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     110000 | PA      | $110068.75    | 0.01%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38380XQS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9534513 | PA      | $886156.66    | 0.04%             | 2048-07-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378UBM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11796042 | PA      | $490256.49    | 0.02%             | 2043-09-16      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                      | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1984749.09   | 0.09%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                               | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8030000 | PA      | $7498896.60   | 0.36%             | 2050-03-01      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423XMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13665515 | PA      | $1987321.12   | 0.09%             | 2039-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423XMP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15978722 | PA      | $1720187.76   | 0.08%             | 2037-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                   | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     810000 | PA      | $808535.51    | 0.04%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Presidio, Inc. 05/09/2031                                  | Presidio, Inc. 05/09/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248125 | PA      | $248745.31    | 0.01%             | 2031-06-27      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2884064.40   | 0.14%             | 2042-01-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVIC 06/22/2030                                  | ARAMARK SERVIC 06/22/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     286888 | PA      | $288052.84    | 0.01%             | 2030-06-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38381YPK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     118670 | PA      | $25651.05     | 0.00%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YAHOO (VERIZON 09/01/2027                                  | YAHOO (VERIZON 09/01/2027                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     350000 | PA      | $315700.00    | 0.01%             | 2027-09-01      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31358SGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24082 | PA      | $1691.58      | 0.00%             | 2030-08-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2588000 | PA      | $2518742.79   | 0.12%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                           | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     540000 | PA      | $497127.56    | 0.02%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                              | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAC5<br>LEI: 254900PS93C2BX29OQ80 | Long             | ABS-MBS          | CORP              | BM        |     324050 | PA      | $326025.72    | 0.02%             | 2033-12-27      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QCH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2291373 | PA      | $1861343.01   | 0.09%             | 2052-05-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING 05/05/2028                                  | JAZZ FINANCING 05/05/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     502126 | PA      | $504754.29    | 0.02%             | 2028-05-05      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                             | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9216466 | PA      | $64485.77     | 0.00%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1089852.85   | 0.05%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT TECH LTD                                        | TRAVELPORT TECH LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        113 | NS      | $37815.45     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Husky Titan Acq Ltd                                        | Husky Titan Acq Ltd                                                              | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |     435600 | PA      | $437233.50    | 0.02%             | 2029-02-15      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2016-C37                                   | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    2220000 | PA      | $2189537.38   | 0.10%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                                      | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC    | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     455000 | PA      | $455000.00    | 0.02%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2017-BNK4                                                                   | CUSIP: 06541FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5320000 | PA      | $116327.12    | 0.01%             | 2050-05-15      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                         | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    1675000 | PA      | $1699455.00   | 0.08%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2024-III Ltd                                                        | CUSIP: 12575WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2600000 | PA      | $2616338.40   | 0.12%             | 2037-07-21      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                          | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     325000 | PA      | $342131.08    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock Clo 29 Ltd                                                             | CUSIP: 05876GAG9<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3504375.00   | 0.17%             | 2038-07-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Signature Avia 06/09/2029                                  | Signature Avia 06/09/2029                                                        | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     163765 | PA      | $164112.56    | 0.01%             | 2031-07-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1049055 | PA      | $1052978.04   | 0.05%             | 2041-04-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-INV3                                                              | CUSIP: 12557LAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     132118 | PA      | $120242.80    | 0.01%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     305000 | PA      | $300557.37    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                   | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $426461.60    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP 02/15/2029                                    | VIRTUSA CORP 02/15/2029                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     492494 | PA      | $493109.26    | 0.02%             | 2029-02-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     470396 | PA      | $428744.75    | 0.02%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| EBAY INC. 0 CP 09/10/2025                                  | EBAY INC. 0 CP 09/10/2025                                                        | CUSIP: 27864AWA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14861580.00  | 0.70%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $296785.95    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1135 | NC      | $-2281213.80  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                      | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     675000 | PA      | $681750.00    | 0.03%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                             | Morgan Stanley Residential Mortgage Loan Trust 2024-4                            | CUSIP: 61777BBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     989550 | PA      | $1017529.10   | 0.05%             | 2054-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAG 01/25/2029                                  | KENAN ADVANTAG 01/25/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     485876 | PA      | $479802.88    | 0.02%             | 2029-01-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                   | TRS FVA EURUSD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $139364.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2021-PJ3                                | CUSIP: 36262AAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1560546 | PA      | $1244451.30   | 0.06%             | 2051-08-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     505000 | PA      | $505797.40    | 0.02%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B4Z41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20936 | PA      | $357.02       | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROJECT RUBY U 03/10/2028                                  | PROJECT RUBY U 03/10/2028                                                        | CUSIP: 74339UAZ3<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |     371632 | PA      | $372483.34    | 0.02%             | 2028-03-10      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1908800.34   | 0.09%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-J2                                                                | CUSIP: 12558TBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1751048 | PA      | $1589718.88   | 0.08%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31395UA27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57543 | PA      | $3887.63      | 0.00%             | 2030-05-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                   | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $570250.29    | 0.03%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CITY FOOTBALL 07/21/2028                                   | CITY FOOTBALL 07/21/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296990 | PA      | $295876.73    | 0.01%             | 2030-07-21      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                               | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1008573.03   | 0.05%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| UBS AG                                                     | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   16787000 | NC      | $-240728.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                             | SNF Group SACA                                                                   | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     540000 | PA      | $526100.89    | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DELTA2 SARL LU 09/10/2031                                  | DELTA2 SARL LU 09/10/2031                                                        | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     146667 | PA      | $147056.22    | 0.01%             | 2031-09-19      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -19673000 | NC      | $-45447.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                    | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     320000 | PA      | $310063.52    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LS GROUP OPCO 04/23/2031                                   | LS GROUP OPCO 04/23/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     675062 | PA      | $675483.85    | 0.03%             | 2031-04-23      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   22958000 | NC      | $816584.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STEWART PARK CLO LTD                                       | Stewart Park CLO Ltd                                                             | CUSIP: 860444AU2<br>LEI: 549300FC1IHOM4H6GL63 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $751598.25    | 0.04%             | 2030-01-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136B36L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7567295 | PA      | $1788208.48   | 0.08%             | 2059-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                 | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1763000 | PA      | $1748180.75   | 0.08%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136B9E86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21457729 | PA      | $4027270.22   | 0.19%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                       | GCAT 2024-INV4 Trust                                                             | CUSIP: 367919CJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1985440 | PA      | $1950451.53   | 0.09%             | 2054-12-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - TRY                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $229603.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                   | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $289356.80    | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd                                      | Rockland Park CLO Ltd                                                            | CUSIP: 773663AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2050000 | PA      | $2055104.50   | 0.10%             | 2034-04-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                             | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2839552 | PA      | $2240971.22   | 0.11%             | 2048-07-20      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                   | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                    | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    1475000 | PA      | $1521315.00   | 0.07%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                             | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     660000 | PA      | $665613.96    | 0.03%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                   | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1136773.72   | 0.05%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                                       | Dewolf Park CLO Ltd                                                              | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3010206.00   | 0.14%             | 2030-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31393LE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      66732 | PA      | $6100.65      | 0.00%             | 2033-02-15      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                             | Shellpoint Co-Originator Trust 2017-2                                            | CUSIP: 82281FCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2420597 | PA      | $2242357.03   | 0.11%             | 2047-10-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| White Cap 10/19/2029                                       | White Cap 10/19/2029                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     622822 | PA      | $619621.46    | 0.03%             | 2029-10-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                         | Honda Motor Co Ltd                                                               | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    2940000 | PA      | $2944058.76   | 0.14%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38380Y4L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9228878 | PA      | $1121329.86   | 0.05%             | 2048-09-20      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                   | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     810000 | PA      | $815166.18    | 0.04%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TTAN                                                       | TTAN 2021-MHC                                                                    | CUSIP: 87303TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     769045 | PA      | $770576.01    | 0.04%             | 2038-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENT 08/17/2029                                  | MKS INSTRUMENT 08/17/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     303705 | PA      | $304716.96    | 0.01%             | 2029-08-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     590000 | PA      | $610159.71    | 0.03%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST 07/16/2031                                   | PROJECT BOOST 07/16/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     543635 | PA      | $544993.74    | 0.03%             | 2031-07-16      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2018-6                                                    | CUSIP: 81747JCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     990183 | PA      | $945287.93    | 0.04%             | 2048-07-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                          | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     660000 | PA      | $637644.08    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                    | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     984000 | PA      | $1031045.04   | 0.05%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3898000 | PA      | $4051558.59   | 0.19%             | 2040-02-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     718884 | PA      | $368787.49    | 0.02%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38382W7F8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20288453 | PA      | $3384860.59   | 0.16%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                          | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1673000 | PA      | $1687618.12   | 0.08%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                                    | Buttermilk Park CLO Ltd                                                          | CUSIP: 124166AW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $750801.00    | 0.04%             | 2031-10-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                       | Birch Grove Clo 9 Ltd                                                            | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1606846.40   | 0.08%             | 2037-10-22      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                   | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240017 | PA      | $213883.05    | 0.01%             | 2036-11-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    3070675 | PA      | $3013982.51   | 0.14%             | 2048-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Medrisk Inc 05/10/2028                                     | Medrisk Inc 05/10/2028                                                           | CUSIP: 54317EAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     480094 | PA      | $482194.29    | 0.02%             | 2028-05-10      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-203533.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9278631 | PA      | $236670.96    | 0.01%             | 2052-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     625000 | PA      | $654531.25    | 0.03%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2019-CH2                                                  | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-MBS          | CORP              | US        |      15799 | PA      | $15708.69     | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV 07/22/2027                                         | DIRECTV 07/22/2027                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     143302 | PA      | $144071.93    | 0.01%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     467977 | PA      | $181575.08    | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                   | TRS IBOXHY INDEX                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1191000.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-3                                                  | CUSIP: 46649TBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1957133 | PA      | $1777386.47   | 0.08%             | 2048-09-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                     | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1144986.65   | 0.05%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                   | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $3401135.33   | 0.16%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP 07/02/2029                                   | COHERENT CORP 07/02/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     274972 | PA      | $275315.79    | 0.01%             | 2029-07-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1933061.03   | 0.09%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%                                      | AMERICAN HONDA 09/18/2025                                                        | CUSIP: 02665JWJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2498000 | PA      | $2472113.23   | 0.12%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136B4CQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9910206 | PA      | $795992.71    | 0.04%             | 2049-04-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     308756 | PA      | $259559.55    | 0.01%             | 2037-03-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                        | CUSIP: 31423YRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     252418 | PA      | $52475.43     | 0.00%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust   | CUSIP: 93934NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     528664 | PA      | $339301.80    | 0.02%             | 2036-07-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     540000 | PA      | $503776.04    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                    | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $550896.13    | 0.03%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                              | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     150000 | PA      | $140929.44    | 0.01%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                          | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     490000 | PA      | $466261.78    | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42285000 | PA      | $1283842.37   | 0.06%             | 2062-03-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| CINEWORLD 10/31/2031                                       | CINEWORLD 10/31/2031                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     641775 | PA      | $642176.11    | 0.03%             | 2031-12-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137H9AN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7609068 | PA      | $1531894.77   | 0.07%             | 2050-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                             | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2500058.50   | 0.12%             | 2039-12-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                             | HarborView Mortgage Loan Trust 2007-5                                            | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270358 | PA      | $232971.23    | 0.01%             | 2037-09-19      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| EXCLUSIVE NETW 12/04/2031                                  | EXCLUSIVE NETW 12/04/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     133990 | PA      | $131645.20    | 0.01%             | 2031-12-08      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| NOVELIS INC. 02/28/2032                                    | NOVELIS INC. 02/28/2032                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     229425 | PA      | $229883.85    | 0.01%             | 2032-02-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| AUTHENTIC BRAN 02/11/2032                                  | AUTHENTIC BRAN 02/11/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     219450 | PA      | $219367.71    | 0.01%             | 2032-02-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Trust 2013-7                                                                | CUSIP: 12647PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350073 | PA      | $324404.71    | 0.02%             | 2043-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                   | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     610000 | PA      | $640028.37    | 0.03%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                                   | Air Products and Chemicals Inc                                                   | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1975518.65   | 0.09%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2025-1                                                    | CUSIP: 81743EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1841785 | PA      | $1849112.40   | 0.09%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AAZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5538955 | PA      | $635435.88    | 0.03%             | 2042-12-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTIS 10/01/2031                                  | CREATIVE ARTIS 10/01/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149625 | PA      | $150204.80    | 0.01%             | 2031-10-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                   | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $431692.21    | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIO 06/20/2030                                  | HUB INTERNATIO 06/20/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     258500 | PA      | $259498.68    | 0.01%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                             | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $701869.88    | 0.03%             | 2049-08-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                     | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     205000 | PA      | $215596.86    | 0.01%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1328182 | PA      | $1334257.19   | 0.06%             | 2039-02-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ADU23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     407619 | PA      | $11276.96     | 0.00%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                                    | BNP PARIBAS SA                                                                   | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Long             | RA               | CORP              | US        |     577981 | PA      | $577981.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378GN95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9907 | PA      | $821.94       | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                             | Bain Capital Credit CLO 2019-2                                                   | CUSIP: 056827AA6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |    1700000 | PA      | $1682658.30   | 0.08%             | 2032-10-17      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                              | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     895000 | PA      | $904904.97    | 0.04%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2005-J2                                                   | CUSIP: 12667F6H3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     144995 | PA      | $111579.41    | 0.01%             | 2035-04-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2020-LTV1                                               | CUSIP: 46591NBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45436 | PA      | $44832.27     | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-285916.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MINIMAX VIKING 02/19/2032                                  | MINIMAX VIKING 02/19/2032                                                        | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |     165000 | PA      | $165928.13    | 0.01%             | 2032-03-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1639482.50   | 0.08%             | 2054-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                             | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $1858340.22   | 0.09%             | 2053-03-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman Loan Advisers Clo 44 Ltd                                        | CUSIP: 64133VAN7<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    4750000 | PA      | $4761219.50   | 0.23%             | 2035-10-16      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                             | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1159000 | PA      | $1166461.50   | 0.06%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Madison IAQ 07/31/2021                                     | Madison IAQ 07/31/2021                                                           | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     291599 | PA      | $292254.74    | 0.01%             | 2028-06-21      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9199308 | PA      | $66637.95     | 0.00%             | 2049-10-10      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - PEN                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $84768.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                | OCP CLO 2020-8R Ltd                                                              | CUSIP: 670898AU9<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3503846.50   | 0.17%             | 2036-10-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                           | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1434177.00   | 0.07%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FRZU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38569668 | PA      | $8991754.38   | 0.43%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                               | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     500000 | PA      | $495500.00    | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                              | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1650000 | PA      | $1649927.07   | 0.08%             | 2039-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137ATL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     708187 | PA      | $13555.26     | 0.00%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICRO HOLDN CORP TL 1S 52                                  | MICRO HOLDN CORP TL 1S 52                                                        | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     500841 | PA      | $469601.38    | 0.02%             | 2028-05-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                             | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400637 | PA      | $1355371.95   | 0.06%             | 2058-10-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                             | Galton Funding Mortgage Trust 2019-1                                             | CUSIP: 36418WBV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2178608 | PA      | $2090601.42   | 0.10%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3581871.44   | 0.17%             | 2042-04-25      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                           | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     370000 | PA      | $361116.63    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                     | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     810000 | PA      | $790985.09    | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| UBS AG                                                     | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -10918500 | NC      | $-75667.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                             | CWABS Asset-Backed Certificates Trust 2005-AB2                                   | CUSIP: 126673S94<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     550081 | PA      | $539117.67    | 0.03%             | 2035-09-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) | LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $410000.00    | 0.02%             | 2025-07-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31394XDQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     734347 | PA      | $62887.33     | 0.00%             | 2034-04-15      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                   | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $576336.88    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Alternative Loan T                             | Wells Fargo Alternative Loan 2007-PA2 Trust                                      | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16066 | PA      | $14034.29     | 0.00%             | 2037-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                    | HomeBanc Mortgage Trust 2004-1                                                   | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        563 | PA      | $550.56       | 0.00%             | 2029-08-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137F7HA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8358270 | PA      | $2107480.91   | 0.10%             | 2050-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                         | Panama Government International Bond                                             | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     600000 | PA      | $542700.00    | 0.03%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| LEGENCE HOLDIN 12/16/2028                                  | LEGENCE HOLDIN 12/16/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     346020 | PA      | $346669.13    | 0.02%             | 2028-12-18      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BELRON S.A. 10/01/2031                                     | BELRON S.A. 10/01/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     580612 | PA      | $583878.45    | 0.03%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                             | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     480000 | PA      | $485083.68    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                       | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2009016.10   | 0.10%             | 2039-10-19      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| US LBM 12/08/2027                                          | US LBM 12/08/2027                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     222529 | PA      | $220145.05    | 0.01%             | 2027-12-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                 | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1011131 | PA      | $1003439.19   | 0.05%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                      | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     505000 | PA      | $490183.50    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                             | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2963394.30   | 0.14%             | 2041-11-05      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31397GGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     987136 | PA      | $86518.40     | 0.00%             | 2037-04-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                         | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2618226.50   | 0.12%             | 2058-05-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1125725.43   | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Enlyte, Mitche 06/06/2031                                  | Enlyte, Mitche 06/06/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     545875 | PA      | $545960.16    | 0.03%             | 2031-06-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIE 11/15/2030                                  | THOR INDUSTRIE 11/15/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      20000 | PA      | $20075.00     | 0.00%             | 2030-11-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-294886.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                               | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     985000 | PA      | $986428.55    | 0.05%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56106 | PA      | $53013.27     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Waterbridge ND 05/07/2029                                  | Waterbridge ND 05/07/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     347375 | PA      | $347722.38    | 0.02%             | 2029-05-10      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                             | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2591635.50   | 0.12%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379CLX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1172929 | PA      | $120731.15    | 0.01%             | 2043-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14189436 | PA      | $180581.14    | 0.01%             | 2052-11-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| GULFSIDE SUPPL 05/29/2031                                  | GULFSIDE SUPPL 05/29/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     139778 | PA      | $140236.40    | 0.01%             | 2031-06-17      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1400000 | PA      | $1451576.00   | 0.07%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AVLT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     514295 | PA      | $48816.22     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON 05/30/2031                                  | GRANT THORNTON 05/30/2031                                                        | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     188577 | PA      | $188695.24    | 0.01%             | 2031-06-02      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust 2006-AR9                                           | CUSIP: 17310RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23875 | PA      | $21420.14     | 0.00%             | 2036-11-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1169000 | PA      | $1184489.25   | 0.06%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd                                             | Octagon 75 Ltd                                                                   | CUSIP: 67579EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3008271.00   | 0.14%             | 2038-01-22      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| AMF Bowling Centers, Inc.                                  | AMF Bowling Centers, Inc.                                                        | CUSIP: 000000000<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |     417986 | PA      | $415634.44    | 0.02%             | 2028-02-08      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas 09/18/2031                                   | Rockpoint Gas 09/18/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     606950 | PA      | $609858.50    | 0.03%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                   | OCP SA                                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     700000 | PA      | $705136.25    | 0.03%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                       | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135159.40    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                             | Trust Fibra Uno                                                                  | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     770000 | PA      | $804890.63    | 0.04%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Zayo Group, LLC                                            | Zayo Group, LLC                                                                  | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     500000 | PA      | $477250.00    | 0.02%             | 2027-03-09      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                               | Cimpress PLC                                                                     | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |     615000 | PA      | $587787.73    | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18810746 | PA      | $1127282.88   | 0.05%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust   | CUSIP: 93934FAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     408322 | PA      | $384162.38    | 0.02%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                     | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $591711.52    | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                | RCKT Mortgage Trust 2019-1                                                       | CUSIP: 749357BH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2114099 | PA      | $1936918.90   | 0.09%             | 2049-09-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     185000 | PA      | $179556.71    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $525222.24    | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1656588 | PA      | $1662101.52   | 0.08%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Jupiter Issuer                                      | Sunrun Jupiter Issuer 2022-1 LLC                                                 | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5307042 | PA      | $5034746.53   | 0.24%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136ACMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4360644 | PA      | $220607.16    | 0.01%             | 2041-10-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $4019131.16   | 0.19%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC 06/05/2032                                   | Acrisure, LLC 06/05/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     185000 | PA      | $184961.52    | 0.01%             | 2032-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                    | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     185000 | PA      | $170067.17    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     205979 | PA      | $35300693.23  | 1.67%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                               | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3427595.76   | 0.16%             | 2029-11-10      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                          | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1598748.86   | 0.08%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B0WV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1169394 | PA      | $33684.63     | 0.00%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                    | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1199779.32   | 0.06%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                               | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5950000 | PA      | $5613753.01   | 0.27%             | 2049-11-08      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31396NU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34248 | PA      | $28763.42     | 0.00%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                             | CARLYLE US CLO 2017-3 Ltd                                                        | CUSIP: 14314FBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4622664.20   | 0.22%             | 2037-10-21      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER 06/20/2031                                   | OLYMPUS WATER 06/20/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     532331 | PA      | $527256.95    | 0.02%             | 2031-06-20      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                             | Wells Fargo Mortgage Backed Securities 2021-1 Trust                              | CUSIP: 95003ABJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1798924 | PA      | $1356987.14   | 0.06%             | 2050-12-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                                       | Sunrun Athena Issuer 2018-1 LLC                                                  | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    1592797 | PA      | $1516520.62   | 0.07%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                    | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     360000 | PA      | $375009.48    | 0.02%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FTCK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10810766 | PA      | $2296255.29   | 0.11%             | 2050-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137H2HL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14093142 | PA      | $2957495.07   | 0.14%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                    | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     475000 | PA      | $473426.23    | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31397MK71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1167019 | PA      | $76545.13     | 0.00%             | 2036-04-25      | Floating      | 1.08%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                 | Ecolab Inc                                                                       | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1704000 | PA      | $1716324.35   | 0.08%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                | RCKT Mortgage Trust 2021-6                                                       | CUSIP: 74939KCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5115854 | PA      | $4057728.29   | 0.19%             | 2051-12-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| HOMESERVE 10/13/2030                                       | HOMESERVE 10/13/2030                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296250 | PA      | $296743.85    | 0.01%             | 2030-10-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                         | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1041051.67   | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| A-AP BUYER INC 08/01/2031                                  | A-AP BUYER INC 08/01/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     253725 | PA      | $253090.69    | 0.01%             | 2031-09-09      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Perrigo Invest 04/20/2029                                  | Perrigo Invest 04/20/2029                                                        | CUSIP: 71429TAF7<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |     352511 | PA      | $353392.05    | 0.02%             | 2029-04-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                   | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     555000 | PA      | $557519.70    | 0.03%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     214568 | PA      | $193106.21    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                           | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1612000 | PA      | $1654631.50   | 0.08%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BDJ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16574187 | PA      | $1804521.19   | 0.09%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SKILLSOFT CORP 06/30/2028                                  | SKILLSOFT CORP 06/30/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296137 | PA      | $271829.38    | 0.01%             | 2028-07-14      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL 08/13/2025                                   | MONDELEZ INTL 08/13/2025                                                         | CUSIP: 60920VVD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1218195.62   | 0.06%             | 2025-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IMC FINANCING 06/30/2032                                   | IMC FINANCING 06/30/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     140000 | PA      | $140787.50    | 0.01%             | 2032-06-30      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137H6S48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18473559 | PA      | $2460410.24   | 0.12%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                     | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $208876.95    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                 | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2221875 | PA      | $2292736.59   | 0.11%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| American Airli 04/20/2028                                  | American Airli 04/20/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      66912 | PA      | $66619.02     | 0.00%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                                     | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142189.28    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                               | GSMS Trust 2024-Fair                                                             | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5154982.50   | 0.24%             | 2029-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                              | Agate Bay Mortgage Trust 2016-2                                                  | CUSIP: 00842EAW1<br>LEI: 549300TSTBCBQ5EBD390 | Long             | ABS-MBS          | CORP              | US        |    1137085 | PA      | $863314.81    | 0.04%             | 2046-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| OPELLA HEALTHC 03/01/2032                                  | OPELLA HEALTHC 03/01/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     730000 | PA      | $733467.50    | 0.03%             | 2032-04-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                             | Bain Capital Credit CLO 2017-2 Ltd                                               | CUSIP: 05683HBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1030000 | PA      | $1036377.76   | 0.05%             | 2037-07-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $257863.33    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2006-S3                                                 | CUSIP: 46629ABF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     389145 | PA      | $120185.16    | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman Loan Advisers CLO 33 Ltd                                        | CUSIP: 64132TAY9<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |    2300000 | PA      | $2314789.00   | 0.11%             | 2039-04-16      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BFRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17405196 | PA      | $2877602.73   | 0.14%             | 2051-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                          | Imperial Fund Mortgage Trust 2021-NQM4                                           | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $1996995.52   | 0.09%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                            | Lehman XS Trust Series 2005-5N                                                   | CUSIP: 86359DUM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51869 | PA      | $52318.72     | 0.00%             | 2035-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                                | CUSIP: 36261HBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4611634 | PA      | $3751991.20   | 0.18%             | 2051-10-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                     | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1174000 | PA      | $1168199.05   | 0.06%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                              | Agate Bay Mortgage Trust 2015-4                                                  | CUSIP: 00842ACE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     475938 | PA      | $381759.14    | 0.02%             | 2045-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust 2015-A                                             | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     128459 | PA      | $125867.30    | 0.01%             | 2058-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KQU79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1957242 | PA      | $1980459.84   | 0.09%             | 2065-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -54930500 | NC      | $-5226.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2535689.00   | 0.12%             | 2044-05-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                        | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3300000 | PA      | $3285150.00   | 0.16%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                              | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     405000 | PA      | $373639.31    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FS Trust                                                   | FS Trust 2024-HULA                                                               | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3717157.64   | 0.18%             | 2039-08-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     370000 | PA      | $383558.10    | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARCLIGHT GCX 01/27/2032                                    | ARCLIGHT GCX 01/27/2032                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     185000 | PA      | $185231.25    | 0.01%             | 2032-01-30      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17940700 | PA      | $17952613.70  | 0.85%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                             | Albemarle Corp                                                                   | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    1881000 | PA      | $1875189.44   | 0.09%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                | Ameren Corp                                                                      | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    1856000 | PA      | $1886299.13   | 0.09%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2006113.20   | 0.10%             | 2035-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Mediaocean LLC 12/08/2028                                  | Mediaocean LLC 12/08/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      97602 | PA      | $97891.47     | 0.00%             | 2028-12-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTER 11/30/2030                                   | FLUTTER ENTER 11/30/2030                                                         | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     595308 | PA      | $593540.38    | 0.03%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30294623 | PA      | $515076.76    | 0.02%             | 2050-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2544385 | PA      | $2529731.32   | 0.12%             | 2055-03-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bombardier Rec 01/12/2031                                  | Bombardier Rec 01/12/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     481250 | PA      | $481679.75    | 0.02%             | 2031-01-22      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| National Mento 02/17/2028                                  | National Mento 02/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     432578 | PA      | $418879.18    | 0.02%             | 2028-03-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust 2019-1                                         | CUSIP: 16159WBT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     868445 | PA      | $780060.91    | 0.04%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust Series 2024-1                                  | CUSIP: 16160DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     692183 | PA      | $703421.49    | 0.03%             | 2055-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                     | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $957740.83    | 0.05%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38381AY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3918910 | PA      | $319424.47    | 0.02%             | 2048-11-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                 | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |      68000 | NS      | $68000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2022-NQM4 Trust                                                              | CUSIP: 67116XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2351852.25   | 0.11%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%                                      | AMER HONDA DISC 7/16/13                                                          | CUSIP: 02665JUG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4989806.00   | 0.24%             | 2025-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2023-HQA3                                          | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2640684.50   | 0.13%             | 2043-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1589000 | PA      | $1513061.69   | 0.07%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                             | KIND Commercial Mortgage Trust 2024-1                                            | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2005911.60   | 0.10%             | 2041-08-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                        | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   22383000 | NC      | $-320976.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31396QYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     696653 | PA      | $70757.39     | 0.00%             | 2037-01-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| RESONETICS LLC 06/18/2031                                  | RESONETICS LLC 06/18/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     486325 | PA      | $487236.86    | 0.02%             | 2031-06-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2025-5YR15                                                                 | CUSIP: 065924AZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2001163.80   | 0.09%             | 2030-06-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| VISTRA (FKA TCEH)                                          | VISTRA (FKA TCEH)                                                                | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |     314583 | PA      | $315750.27    | 0.01%             | 2030-12-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-LBA                                                                | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2767834 | PA      | $2753146.69   | 0.13%             | 2036-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                             | IndyMac INDX Mortgage Loan Trust 2006-AR2                                        | CUSIP: 45661EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47262 | PA      | $42866.17     | 0.00%             | 2046-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FOLEY PRODUCTS 01/01/2928                                  | FOLEY PRODUCTS 01/01/2928                                                        | CUSIP: 34430DAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        289 | PA      | $291.03       | 0.00%             | 2028-12-29      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                             | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6826977.85   | 0.32%             | 2036-07-16      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                     | Egypt Government International Bond                                              | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1750000 | PA      | $1774062.50   | 0.08%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD                        | STATE OF WISCONSIN INVESTMENT BOARD                                              | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |    4212276 | PA      | $4212276.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%                                      | AMERICAN HONDA 08/05/2025                                                        | CUSIP: 02665JV56<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14930520.00  | 0.71%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                       | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -19700000 | PA      | $-20006153.76 | -0.95%            | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13066343 | PA      | $395294.12    | 0.02%             | 2052-02-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                             | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     210000 | PA      | $218856.12    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Milano Acquisi 08/13/2027                                  | Milano Acquisi 08/13/2027                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     393317 | PA      | $378567.96    | 0.02%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWE 08/15/2031                                  | LIGHTNING POWE 08/15/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     333325 | PA      | $334366.64    | 0.02%             | 2031-08-18      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                        | Hudbay Minerals Inc                                                              | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     625000 | PA      | $621505.50    | 0.03%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                         | Honda Motor Co Ltd                                                               | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    1993000 | PA      | $1934397.05   | 0.09%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                         | BMO 2024-5C7 Mortgage Trust                                                      | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2581339.00   | 0.12%             | 2057-11-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                       | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     540000 | PA      | $556123.32    | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1105270.62   | 0.05%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FAG2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     179157 | PA      | $165749.43    | 0.01%             | 2048-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     111547 | PA      | $44732.32     | 0.00%             | 2037-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136B3V80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8633549 | PA      | $698654.41    | 0.03%             | 2049-03-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP 03/01/2029                                     | MCAFEE CORP 03/01/2029                                                           | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     491253 | PA      | $476720.35    | 0.02%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                     | CURRENCY CONTRACT - CAD                                                          | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7587.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRTHRIVER MIDSTRM FIN LP                                   | NRTHRIVER MIDSTRM FIN LP                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     196956 | PA      | $197853.08    | 0.01%             | 2030-08-16      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| GCAT                                                       | GCAT 2025-INV2 Trust                                                             | CUSIP: 36173QCF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2052938.40   | 0.10%             | 2055-05-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                       | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1115000 | PA      | $1142411.16   | 0.05%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                          | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     455000 | PA      | $437830.21    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                           | LG Energy Solution Ltd                                                           | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    1575000 | PA      | $1565542.13   | 0.07%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38376T2W1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     378570 | PA      | $37710.57     | 0.00%             | 2040-01-16      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A7R95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111676 | PA      | $20436.51     | 0.00%             | 2042-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-LBA                                                                | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3481427.25   | 0.16%             | 2036-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| RealTruck (Truck Hero)                                     | RealTruck (Truck Hero)                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      79199 | PA      | $72566.53     | 0.00%             | 2028-01-31      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 I 01/30/2031                                  | Wand NewCo 3 I 01/30/2031                                                        | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     630422 | PA      | $627861.70    | 0.03%             | 2031-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17318297 | PA      | $727293.12    | 0.03%             | 2054-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                    | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     540000 | PA      | $527709.71    | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $376000.00    | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWAR 07/18/2030                                  | HELIOS SOFTWAR 07/18/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     299248 | PA      | $298499.99    | 0.01%             | 2030-07-18      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137AXLJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1301383 | PA      | $196655.99    | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                             | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2479250.75   | 0.12%             | 2042-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS 08/17/2028                                  | OSAIC HOLDINGS 08/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     759998 | PA      | $762848.20    | 0.04%             | 2028-08-17      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1649.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                        | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    1650000 | PA      | $1729872.75   | 0.08%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                       | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1422564 | PA      | $1420640.94   | 0.07%             | 2036-11-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618KQU87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3032858 | PA      | $3068835.73   | 0.15%             | 2065-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                              | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     800000 | PA      | $818546.67    | 0.04%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31396AAN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      96694 | PA      | $99338.93     | 0.00%             | 2035-08-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL 10/02/2028                                  | GLOBAL MEDICAL 10/02/2028                                                        | CUSIP: 00169QAG4<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     198789 | PA      | $199321.80    | 0.01%             | 2028-10-31      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO 09/22/2031                                    | INGRAM MICRO 09/22/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     824975 | PA      | $828583.96    | 0.04%             | 2031-09-22      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136AB3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     917615 | PA      | $124452.59    | 0.01%             | 2043-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 75 CLO Ltd                                                                | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5005210.00   | 0.24%             | 2034-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | INR CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |  -14787000 | NC      | $-377709.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PEER HOLDING 7/1/31                                        | PEER HOLDING 7/1/31                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     334162 | PA      | $336355.27    | 0.02%             | 2031-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Foundation Bui 01/29/2031                                  | Foundation Bui 01/29/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     286977 | PA      | $281667.84    | 0.01%             | 2031-01-29      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1795290.19   | 0.09%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP I 08/09/2030                                  | ARETEC GROUP I 08/09/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     637300 | PA      | $639192.55    | 0.03%             | 2030-08-09      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                   | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     690000 | PA      | $689184.63    | 0.03%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378TJX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     339822 | PA      | $16727.18     | 0.00%             | 2040-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                              | DTP Commercial Mortgage Trust 2023-STE2                                          | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2051271.60   | 0.10%             | 2041-01-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4853598 | PA      | $4878955.73   | 0.23%             | 2039-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 31283BBQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     270667 | PA      | $5810.61      | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSILIO, INC. 05/17/2028                                  | CONSILIO, INC. 05/17/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     362668 | PA      | $358474.76    | 0.02%             | 2028-05-12      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                             | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1957000 | PA      | $1991096.20   | 0.09%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INDY US BIDCO 03/06/2028                                   | INDY US BIDCO 03/06/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     547253 | PA      | $548621.58    | 0.03%             | 2028-03-06      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                              | Interface Inc                                                                    | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |     490000 | PA      | $483300.03    | 0.02%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                             | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2503808.50   | 0.12%             | 2043-01-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2016-1                                                  | CUSIP: 46646BBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     394485 | PA      | $375055.32    | 0.02%             | 2046-05-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2021-5                                                    | CUSIP: 81748XCF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1147602 | PA      | $951243.34    | 0.05%             | 2051-07-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | IRS USD                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $324012.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2024-12                                                 | CUSIP: 46658TAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1746410 | PA      | $1767313.61   | 0.08%             | 2055-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINA 10/09/2031                                  | JEFFERIES FINA 10/09/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     522375 | PA      | $521722.03    | 0.02%             | 2031-10-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BDWY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22106244 | PA      | $5177342.00   | 0.25%             | 2050-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                      | eG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    1015000 | PA      | $1121553.69   | 0.05%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BJL78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16947620 | PA      | $2886262.79   | 0.14%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                       | Colombia Government International Bond                                           | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2650000 | PA      | $2761962.50   | 0.13%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE 01/30/2032                                   | FUGUE FINANCE 01/30/2032                                                         | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |     575626 | PA      | $579493.64    | 0.03%             | 2032-01-09      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| OHIO VALLEY MI 08/31/2031                                  | OHIO VALLEY MI 08/31/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     243287 | PA      | $243642.02    | 0.01%             | 2031-08-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                  | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23716000 | PA      | $24102074.90  | 1.14%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 30 Senior Loan Fund                                                       | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2756322.25   | 0.13%             | 2028-11-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                           | DT Midstream Inc                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $306638.24    | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2020-1                                                    | CUSIP: 81748MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160213 | PA      | $146108.68    | 0.01%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A9XX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     236995 | PA      | $4761.80      | 0.00%             | 2027-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     675000 | PA      | $599195.81    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38381WN38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     265529 | PA      | $62411.84     | 0.00%             | 2049-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $2955439.85   | 0.14%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                    | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2004556.50   | 0.09%             | 2039-09-19      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORAT 10/01/2031                                  | TEREX CORPORAT 10/01/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     249375 | PA      | $251089.45    | 0.01%             | 2031-10-08      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137BKUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     990899 | PA      | $70545.65     | 0.00%             | 2043-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                     | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    1500000 | PA      | $1410000.00   | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                             | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                    | CUSIP: 92922FD88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19351782 | PA      | $194.49       | 0.00%             | 2045-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                     | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1944000 | PA      | $1938710.28   | 0.09%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Hldgs                                      | Mister Car Wash Hldgs                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     138336 | PA      | $138790.22    | 0.01%             | 2031-03-27      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| C.H. GUENTHER 11/17/2028                                   | C.H. GUENTHER 11/17/2028                                                         | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     511065 | PA      | $513620.33    | 0.02%             | 2028-12-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                     | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     420000 | PA      | $416596.31    | 0.02%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro 03/02/2030                                   | INEOS Quattro 03/02/2030                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     490000 | PA      | $452025.00    | 0.02%             | 2030-03-14      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                     | GSAA Home Equity Trust 2007-1                                                    | CUSIP: 3622EQAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     783953 | PA      | $220201.69    | 0.01%             | 2037-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                         | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     555000 | PA      | $555738.83    | 0.03%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                               | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1633427.68   | 0.08%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2021-2                                                   | CUSIP: 61946RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1176067 | PA      | $865281.69    | 0.04%             | 2047-04-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10605600 | PA      | $10697570.49  | 0.51%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2021-J3                                                                | CUSIP: 12565VDH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1701709 | PA      | $1340039.51   | 0.06%             | 2051-06-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| NEWLY WEDS FOO 03/05/2032                                  | NEWLY WEDS FOO 03/05/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     680000 | PA      | $680000.00    | 0.03%             | 2032-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $262675.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion US Finco 06/30/2032                                  | Orion US Finco 06/30/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     185000 | PA      | $185740.00    | 0.01%             | 2032-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                   | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1225000 | PA      | $1225000.00   | 0.06%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA 02/12/2032                                   | TECTA AMERICA 02/12/2032                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $150487.50    | 0.01%             | 2032-02-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A8GE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104218 | PA      | $1992.41      | 0.00%             | 2027-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                   | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    1015000 | PA      | $1051918.60   | 0.05%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| R1 RCM Inc. 11/30/2031                                     | R1 RCM Inc. 11/30/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      46333 | PA      | $46333.33     | 0.00%             | 2031-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRI 03/15/2030                                  | CHART INDUSTRI 03/15/2030                                                        | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     344474 | PA      | $345980.73    | 0.02%             | 2030-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURAN 05/06/2031                                  | TRUIST INSURAN 05/06/2031                                                        | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     170081 | PA      | $170399.55    | 0.01%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31395X2X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      76150 | PA      | $8284.85      | 0.00%             | 2035-08-15      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2022-R04                                     | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $799127.10    | 0.04%             | 2042-03-25      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $133181.54    | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                       | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      76000 | PA      | $77172.30     | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136A9DW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2582136 | PA      | $59240.14     | 0.00%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRIMA Capital LTD                                          | Prima Capital CRE Securitization 2019-VII Ltd                                    | CUSIP: 74166VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13000000 | PA      | $12167782.25  | 0.58%             | 2050-12-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31396WGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1276058 | PA      | $113192.09    | 0.01%             | 2037-06-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                           | Unlock HEA Trust 2024-2                                                          | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     953330 | PA      | $948955.19    | 0.04%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                      | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     525000 | PA      | $536510.10    | 0.03%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| TRIDENT TPI HO 09/15/2028                                  | TRIDENT TPI HO 09/15/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     357406 | PA      | $351776.40    | 0.02%             | 2028-09-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                      | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    1000000 | PA      | $777185.00    | 0.04%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-465266.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31395LRK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     155556 | PA      | $154095.26    | 0.01%             | 2035-01-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2018-4                                                  | CUSIP: 46649CBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     397893 | PA      | $364699.83    | 0.02%             | 2048-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                 | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2676000 | PA      | $2138470.81   | 0.10%             | 2052-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion, LLC 09/19/2030                                    | Asurion, LLC 09/19/2030                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     475000 | PA      | $463659.38    | 0.02%             | 2030-09-19      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR GROUP 01/28/2032                                  | ENDEAVOR GROUP 01/28/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     285000 | PA      | $285475.10    | 0.01%             | 2032-03-24      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1180000 | PA      | $1180035.87   | 0.06%             | 2039-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                  | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    1532000 | PA      | $1551495.44   | 0.07%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                             | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5130158.75   | 0.24%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     332696 | PA      | $301448.59    | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I 11/08/2032                                  | CNT HOLDINGS I 11/08/2032                                                        | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     495000 | PA      | $496701.81    | 0.02%             | 2032-11-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   20819720 | NC      | $-245394.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL SECURI 10/31/2031                                  | CITADEL SECURI 10/31/2031                                                        | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |     422188 | PA      | $423837.50    | 0.02%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Mortgage-Backed Trust 2007-2                                                | CUSIP: 126384AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     262054 | PA      | $115158.69    | 0.01%             | 2037-03-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2019-EXP3 Trust                                                              | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     145496 | PA      | $132601.16    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4970000 | PA      | $4952183.05   | 0.23%             | 2036-10-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| THE KNOT WORLD 01/31/2028                                  | THE KNOT WORLD 01/31/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     454762 | PA      | $454193.80    | 0.02%             | 2028-01-31      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-LTV3                                               | CUSIP: 46651HBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5742814 | PA      | $5337427.07   | 0.25%             | 2050-03-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX 2024-BRVE                                                                     | CUSIP: 05612KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2503918.00   | 0.12%             | 2026-04-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $522010.42    | 0.02%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loans 2017-2 LLC                                                    | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     624538 | PA      | $586138.83    | 0.03%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $295279.44    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     863264 | PA      | $767618.39    | 0.04%             | 2050-03-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BAT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11054739 | PA      | $1471782.58   | 0.07%             | 2050-07-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     858315 | PA      | $772462.69    | 0.04%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 31395VEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     236955 | PA      | $30047.30     | 0.00%             | 2034-08-15      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2021-3                                                    | CUSIP: 81748VCF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     518061 | PA      | $422586.06    | 0.02%             | 2051-05-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     645000 | PA      | $648920.83    | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2017-2                                                   | CUSIP: 33850RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137232 | PA      | $124907.21    | 0.01%             | 2047-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                   | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1397000 | PA      | $1416205.79   | 0.07%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SOPHOS 03/05/2027                                          | SOPHOS 03/05/2027                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     512305 | PA      | $514802.85    | 0.02%             | 2027-03-05      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2020-1                                 | RCKT Mortgage Trust 2020-1                                                       | CUSIP: 749389BH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1462341 | PA      | $1320015.39   | 0.06%             | 2050-02-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FWET3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18229275 | PA      | $2499158.84   | 0.12%             | 2050-09-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     235000 | PA      | $244986.02    | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     235000 | PA      | $235307.62    | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                   | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1700000 | PA      | $1677220.00   | 0.08%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      25000 | PA      | $25130.38     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BBTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17153863 | PA      | $3028994.79   | 0.14%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                   | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     205000 | PA      | $207034.63    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                               | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     235000 | PA      | $234213.27    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                   | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1504000 | PA      | $1524188.88   | 0.07%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sabal Issuer 2025-1 LLC                                    | Sabal Issuer 2025 1 LLC                                                          | CUSIP: 78517QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6703686 | PA      | $6848769.13   | 0.32%             | 2060-11-01      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| American Airli 06/01/2029                                  | American Airli 06/01/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     198000 | PA      | $196143.75    | 0.01%             | 2029-06-04      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618JH2Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     812542 | PA      | $852066.42    | 0.04%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -16787000 | NC      | $146220.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                        | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2653000 | PA      | $2248905.65   | 0.11%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                     | Brazilian Government International Bond                                          | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2875000 | PA      | $2906625.00   | 0.14%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38378GNU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     229685 | PA      | $2023.36      | 0.00%             | 2041-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                     | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1653707 | PA      | $1543497.76   | 0.07%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     680000 | PA      | $686781.64    | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                            | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $1013500.00   | 0.05%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                              | Citigroup Mortgage Loan Trust 2024-1                                             | CUSIP: 17332CCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2568570 | PA      | $2605933.70   | 0.12%             | 2054-07-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust 2019-C16                                           | CUSIP: 90276YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21336487 | PA      | $873653.41    | 0.04%             | 2052-04-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                       | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     860000 | PA      | $866477.71    | 0.04%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                   | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     420000 | PA      | $424599.78    | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1791075 | PA      | $1752368.01   | 0.08%             | 2055-03-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae II Pool                                                               | CUSIP: 3618JWMM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1720033 | PA      | $1811613.29   | 0.09%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                           | Alabama Power Co                                                                 | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2257000 | PA      | $2246970.41   | 0.11%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38383DEW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   36233592 | PA      | $6297010.66   | 0.30%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FFQD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35927955 | PA      | $7593545.80   | 0.36%             | 2048-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                 | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1004193.00   | 0.05%             | 2042-04-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1938312.87   | 0.09%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIA 09/15/2031                                  | FOCUS FINANCIA 09/15/2031                                                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     810997 | PA      | $810055.81    | 0.04%             | 2031-09-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD SECURITIES                               | CANTOR FITZGERALD SECURITIES                                                     | CUSIP: 000000000<br>LEI: 549300DWZ3YOKJO5X179 | Long             | RA               | CORP              | US        |    4343325 | PA      | $4343325.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379M7L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1219233 | PA      | $160409.58    | 0.01%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                   | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     610000 | PA      | $627176.38    | 0.03%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Medline Indust 10/21/2028                                  | Medline Indust 10/21/2028                                                        | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    1201377 | PA      | $1202878.42   | 0.06%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                                 | CPI CG Inc                                                                       | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |     505000 | PA      | $534668.75    | 0.03%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ION ANALYTICS 02/16/2028                                   | ION ANALYTICS 02/16/2028                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     154071 | PA      | $154424.45    | 0.01%             | 2028-02-16      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28005 | PA      | $12620.82     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                         | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3629210.90   | 0.17%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                         | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1224652 | PA      | $1222686.55   | 0.06%             | 2037-02-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Viasat 02/24/2029                                          | Viasat 02/24/2029                                                                | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |      70928 | PA      | $68267.91     | 0.00%             | 2029-03-02      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                     | GSAA Home Equity Trust 2006-4                                                    | CUSIP: 362334FK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1768277 | PA      | $1053199.32   | 0.05%             | 2036-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| AAL Delaware H 07/30/2031                                  | AAL Delaware H 07/30/2031                                                        | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     347379 | PA      | $348247.83    | 0.02%             | 2031-07-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137B6Y70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     258273 | PA      | $25450.57     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137FGSQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8722268 | PA      | $1656155.48   | 0.08%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     395473 | PA      | $187849.68    | 0.01%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Truist Insuran 05/06/2031                                  | Truist Insuran 05/06/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      65000 | PA      | $65121.88     | 0.00%             | 2031-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                      | Accenture Capital Inc                                                            | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     568000 | PA      | $566427.23    | 0.03%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                   | Olympus Water US Holding Corp                                                    | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203780.07    | 0.01%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Embecta 03/30/29                                           | Embecta 03/30/29                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     466852 | PA      | $465042.54    | 0.02%             | 2029-03-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3085273.48  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SHR Trust                                                  | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2503099.00   | 0.12%             | 2041-10-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     125232 | PA      | $60517.11     | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                            | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4992900.00   | 0.24%             | 2029-12-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                             | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3011908.20   | 0.14%             | 2041-08-18      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANC 03/22/2032                                  | LEVEL 3 FINANC 03/22/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $151687.50    | 0.01%             | 2032-03-27      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3289000 | PA      | $3177678.47   | 0.15%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELD NORTH EDU 12/17/2029                                  | WELD NORTH EDU 12/17/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     345625 | PA      | $337632.42    | 0.02%             | 2029-12-21      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                               | Novelis Corp                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     135000 | PA      | $132927.80    | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1889000 | PA      | $1907519.60   | 0.09%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Altera Corpora 06/18/2032                                  | Altera Corpora 06/18/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     110000 | PA      | $110114.62    | 0.01%             | 2032-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2024-R06                                     | CUSIP: 20755RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1007328.20   | 0.05%             | 2044-09-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                        | Cardinal Health Inc                                                              | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1931000 | PA      | $1941701.45   | 0.09%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2002266.80   | 0.09%             | 2045-02-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS IN 02/20/2032                                  | HANESBRANDS IN 02/20/2032                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     234412 | PA      | $235145.04    | 0.01%             | 2032-03-07      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     390000 | PA      | $389922.55    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                             | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18238.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                             | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust  | CUSIP: 93934FGB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     347575 | PA      | $317032.34    | 0.02%             | 2035-11-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2004-J7                                                   | CUSIP: 12667FTE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     236742 | PA      | $235603.72    | 0.01%             | 2034-10-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PLZ AEROSCIENC 08/03/2026                                  | PLZ AEROSCIENC 08/03/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     244872 | PA      | $235689.08    | 0.01%             | 2026-08-03      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2023-R07                                     | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6400000 | PA      | $6670284.16   | 0.32%             | 2043-09-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| GEON Performan 08/11/2028                                  | GEON Performan 08/11/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     246277 | PA      | $235194.48    | 0.01%             | 2028-08-18      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO XXVIII Ltd                                                      | CUSIP: 09630PAG8<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1251262.50   | 0.06%             | 2034-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                    | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     555000 | PA      | $566245.45    | 0.03%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2024-CCM1                                               | CUSIP: 46658NBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1425557 | PA      | $1377057.38   | 0.07%             | 2055-04-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                                   | Fertitta Entertainment LLC/NV                                                    | CUSIP: 000000000<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     719348 | PA      | $719429.93    | 0.03%             | 2029-01-27      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                             | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     210000 | PA      | $216622.07    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-5                                                  | CUSIP: 46591FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     285444 | PA      | $269862.68    | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TRITON WATER H 03/31/2025                                  | TRITON WATER H 03/31/2025                                                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     473549 | PA      | $475719.57    | 0.02%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                         | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1030000 | PA      | $1031219.52   | 0.05%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                   | AES Panama Generation Holdings SRL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     376335 | PA      | $343876.31    | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kodiak Buildin 11/27/2031                                  | Kodiak Buildin 11/27/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     344138 | PA      | $331662.52    | 0.02%             | 2031-12-04      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1150000 | PA      | $1140800.00   | 0.05%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CDK Global, In 07/06/2029                                  | CDK Global, In 07/06/2029                                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     224435 | PA      | $188115.98    | 0.01%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2023-R04                                     | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1094717.90   | 0.05%             | 2043-05-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                    | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     964881 | PA      | $965140.17    | 0.05%             | 2036-12-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                         | Aqua Finance Trust 2019-A                                                        | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     179700 | PA      | $174589.13    | 0.01%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government International Bond                           | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     625000 | PA      | $611056.25    | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     406511 | PA      | $376074.58    | 0.02%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                       | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1046982.65   | 0.05%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $563254.79    | 0.03%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDIN 8/1/2030                                    | WINDSOR HOLDIN 8/1/2030                                                          | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     246452 | PA      | $246709.25    | 0.01%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FLEET US BIDCO 02/21/2031                                  | FLEET US BIDCO 02/21/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     136097 | PA      | $136606.93    | 0.01%             | 2031-02-21      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                           | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     185000 | PA      | $178797.05    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE INVESTMENT TL                                  | FIRST EAGLE INVESTMENT TL                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     459188 | PA      | $460335.47    | 0.02%             | 2029-03-05      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                               | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    2946000 | PA      | $2995795.12   | 0.14%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2019-INV2 Trust                                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280923 | PA      | $263512.51    | 0.01%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| USALCO, LLC 03/30/2026                                     | USALCO, LLC 03/30/2026                                                           | CUSIP: 91732NAM5<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      23819 | PA      | $23967.55     | 0.00%             | 2031-09-30      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                               | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     235000 | PA      | $222915.41    | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| SMB Private Education Loan Tru                             | SMB Private Education Loan Trust 2014-A                                          | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3612110.40   | 0.17%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anticimex                                                  | Anticimex                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     252375 | PA      | $253742.41    | 0.01%             | 2028-11-16      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Arxis 01/29/2032                                           | Arxis 01/29/2032                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     658845 | PA      | $658762.47    | 0.03%             | 2032-02-26      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                        | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1255055.48   | 0.06%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2005-53T2                                                 | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16275 | PA      | $8325.62      | 0.00%             | 2035-11-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC 11/06/2030                                    | ACRISURE LLC 11/06/2030                                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    1063341 | PA      | $1061347.28   | 0.05%             | 2030-11-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                   | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1218088.63   | 0.06%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND V 07/31/2028                                  | HILTON GRAND V 07/31/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     322780 | PA      | $323103.25    | 0.02%             | 2028-08-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2021-AFC1 Trust                                                             | CUSIP: 12657LAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2969575 | PA      | $1846251.30   | 0.09%             | 2056-03-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Edelman Financ 10/20/2028                                  | Edelman Financ 10/20/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $150687.45    | 0.01%             | 2028-10-06      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2374.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                           | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     270000 | PA      | $266929.97    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                  | CIM Trust 2019-INV1                                                              | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      81375 | PA      | $77999.39     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                      | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     505000 | PA      | $492334.45    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                      | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $456274.72    | 0.02%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THIRD COAST SU 09/30/2030                                  | THIRD COAST SU 09/30/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     533250 | PA      | $538582.50    | 0.03%             | 2030-09-25      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                      | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     925000 | PA      | $933388.18    | 0.04%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                      | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1075256 | PA      | $1080900.59   | 0.05%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                        | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     675000 | PA      | $652479.77    | 0.03%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US FERTILITY 10/11/2031                                    | US FERTILITY 10/11/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     266487 | PA      | $268485.60    | 0.01%             | 2031-10-10      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                             | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3508050.00   | 0.17%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                         | CUSIP: 38379YBK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4580105 | PA      | $547865.29    | 0.03%             | 2046-05-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1007 | NC      | $-2551053.24  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY                                             | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     775000 | PA      | $795198.05    | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                            | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1506534.00   | 0.07%             | 2037-10-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -475 | NC      | $-1970858.12  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440488 | PA      | $198224.15    | 0.01%             | 2036-08-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1717535.27   | 0.08%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Bo 09/26/2028                                  | ProAmpac PG Bo 09/26/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2747 | PA      | $2760.46      | 0.00%             | 2028-09-15      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIA 12/21/2028                                  | ABG INTERMEDIA 12/21/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     651992 | PA      | $652059.86    | 0.03%             | 2028-12-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1976000 | PA      | $1931490.01   | 0.09%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                         | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     440000 | PA      | $459800.00    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ENVESTNET INC 09/19/2031                                   | ENVESTNET INC 09/19/2031                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     279300 | PA      | $280434.52    | 0.01%             | 2031-11-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSI 0.0 01JUL25                        | AUTOMATIC DATA PROCESSI 0.0 01JUL25                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2624683.43   | 0.12%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                   | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     420000 | PA      | $419945.95    | 0.02%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2017-3                                                  | CUSIP: 46647SCQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1115593 | PA      | $1041933.86   | 0.05%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                              | Deutsche Mortgage Securities Inc Re-REMIC Trust Certificates Series 2007-WM1     | CUSIP: 25157TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65628 | PA      | $58346.40     | 0.00%             | 2037-06-27      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2019-BNK17                                                                  | CUSIP: 065403BD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48103775 | PA      | $1473457.10   | 0.07%             | 2052-04-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                       | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10000000 | PA      | $9108795.90   | 0.43%             | 2055-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO BRANCH)        | CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO BRANCH)                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     420000 | PA      | $420000.00    | 0.02%             | 2025-07-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                | Asurion LLC                                                                      | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     330000 | PA      | $316662.39    | 0.02%             | 2028-01-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                 | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1789740.00   | 0.08%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  3 | On Loan: No      |
| CONSTRUCTION P 10/30/2031                                  | CONSTRUCTION P 10/30/2031                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     502475 | PA      | $504359.28    | 0.02%             | 2031-11-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                             | Galton Funding Mortgage Trust 2019-1                                             | CUSIP: 36418WBX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1751543 | PA      | $1692523.41   | 0.08%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group 02/27/2031                                  | Ardonagh Group 02/27/2031                                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |     437902 | PA      | $435439.30    | 0.02%             | 2031-02-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                   | LUMEN TECHNOLOGIES, INC.                                                         | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |        715 | PA      | $707.45       | 0.00%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                       | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2738544 | PA      | $2075157.35   | 0.10%             | 2038-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                   | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $487061.64    | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                       | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7100000 | PA      | $7299800.60   | 0.35%             | 2055-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -10918500 | NC      | $74795.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                               | CUSIP: 31325YYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7356587 | PA      | $865641.46    | 0.04%             | 2037-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                              | GS Mortgage-Backed Securities Trust 2025-PJ1                                     | CUSIP: 36271DAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1656999 | PA      | $1661996.36   | 0.08%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| WAYSTAR TECH I 10/22/2029                                  | WAYSTAR TECH I 10/22/2029                                                        | CUSIP: 63939WAM5<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |     394674 | PA      | $396894.46    | 0.02%             | 2029-10-22      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CONVERGINT TECH 1ST LIEN                                   | CONVERGINT TECH 1ST LIEN                                                         | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     440462 | PA      | $441700.84    | 0.02%             | 2028-03-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO 07/12/2029                                   | PEGASUS BIDCO 07/12/2029                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     658264 | PA      | $660732.31    | 0.03%             | 2029-07-12      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| American Greetings Corp                                    | American Greetings Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     453988 | PA      | $456116.51    | 0.02%             | 2029-10-30      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                        | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-98801.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                              | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     334410 | PA      | $307413.32    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                          | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1127764.52   | 0.05%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 31397UDV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     268659 | PA      | $268811.05    | 0.01%             | 2041-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                   | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $647369.94    | 0.03%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                             | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     590000 | PA      | $586917.37    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| SAVAGE ENTERPR 09/18/2028                                  | SAVAGE ENTERPR 09/18/2028                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     346883 | PA      | $348226.72    | 0.02%             | 2028-09-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| AURIS LUXEMBOU 02/28/2029                                  | AURIS LUXEMBOU 02/28/2029                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     485109 | PA      | $486625.15    | 0.02%             | 2029-02-28      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| GOODRX 06/27/2029                                          | GOODRX 06/27/2029                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     273625 | PA      | $274651.09    | 0.01%             | 2029-07-10      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300000 | PA      | $3395732.34   | 0.16%             | 2044-03-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Broad Street P 05/10/2031                                  | Broad Street P 05/10/2031                                                        | CUSIP: 000000000<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    1027089 | PA      | $1029528.45   | 0.05%             | 2031-06-13      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     405000 | PA      | $364025.56    | 0.02%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDI 04/14/2031                                  | QUIKRETE HOLDI 04/14/2031                                                        | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      83941 | PA      | $83927.59     | 0.00%             | 2031-04-14      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                      | Herens US Holdco Corp                                                            | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |     469486 | PA      | $431340.31    | 0.02%             | 2028-07-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                | CUSIP: 3136BH4F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44250743 | PA      | $11589751.80  | 0.55%             | 2051-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                               | CUSIP: 3137HJSW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46789058 | PA      | $47443472.65  | 2.25%             | 2055-02-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| TRUCK HERO INC                                             | Truck Hero Inc                                                                   | CUSIP: 000000000<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     292955 | PA      | $263415.85    | 0.01%             | 2028-01-31      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                         | Cinemark USA, Inc.                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     464061 | PA      | $466380.84    | 0.02%             | 2030-05-24      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| USI INC 09/27/2030                                         | USI INC 09/27/2030                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     298710 | PA      | $298321.42    | 0.01%             | 2030-09-27      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $45345.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3051841.20   | 0.14%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust Series 2024-4                                           | CUSIP: 46657WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1772789 | PA      | $1878101.07   | 0.09%             | 2054-10-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| SAZERAC COMPANY, INC                                       | SAZERAC COMPANY, INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     250000 | PA      | $250562.50    | 0.01%             | 2032-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                             | Chase Home Lending Mortgage Trust 2019-ATR2                                      | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     103474 | PA      | $94100.58     | 0.00%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                   | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1053700.98   | 0.05%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Highline After 02/12/2030                                  | Highline After 02/12/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     189147 | PA      | $190565.23    | 0.01%             | 2030-02-13      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD (NEW YORK BRANCH)                          | MIZUHO BANK LTD (NEW YORK BRANCH)                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $430000.00    | 0.02%             | 2025-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WORLD WIDE TEC 03/01/2030                                  | WORLD WIDE TEC 03/01/2030                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     708221 | PA      | $710876.38    | 0.03%             | 2030-03-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Voya Funds Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration