# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-25-002872
**Filing Date:** 2025-11
**Character Count:** 432787
**Document Hash:** a3c3a897e5a16acc178de47de152a39c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002872.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002872

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL MANAGED TRUST
- **CENTRAL INDEX KEY:** 0000804239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 251533197

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003455734

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS
- **STREET 2:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
- **DATE OF NAME CHANGE:** 19890509

## Series and Classes Contracts Data

### SIMT MULTI-ASSET INCOME FUND (Series ID: S000035780)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000109625 | Class F      | SIOAX           |
| C000147404 | Class Y      | SLIYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-04878

- **c. CIK number of Registrant:** 0000804239

- **d. LEI of Registrant:** 9FTE3UO0Y1HGMNV0D371

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

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

- **a. Name of Series:** SIMT Multi-Asset Income Fund

- **b. EDGAR series identifier (if any):** S000035780

- **c. LEI of Series:** 0ZCM0U5P3NFTL2OJ8D74

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $541796727.24

**Total Liabilities:** $10738281.29

**Net Assets:** $531058445.95

**Cash Not Reported:** $13000760.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -439.78529176 | **1-Year:** -9798.84769253 | **5-Year:** -22102.16405563 | **10-Year:** -10844.63850178 | **30-Year:** -2902.92219096

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

- **3-Month:** -977.43532584 | **1-Year:** -21717.92334412 | **5-Year:** -46623.76057089 | **10-Year:** -19841.97260009 | **30-Year:** -3018.13085991

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000109625 | 0.30%                | 1.52%                | 0.41%                |
| Class ID C000147404 | 0.30%                | 1.53%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $210390.74               | $-1048944.92                               |
| Month 2  | $2016259.46              | $4247208.71                                |
| Month 3  | $260678.76               | $-1099756.34                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MARS, INCORPORATED                                                           | MARS INC 144A 5.000000% 03/01/2032                                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    675000 | PA      | $690570.58    | 0.13%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 6.500000% MATURITY: PERPETUAL                            | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1159350.08   | 0.22%             | 2174-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                     | VENTURE GLOBAL LNG INC 144A 7.000000% 01/15/2030                             | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    375000 | PA      | $388036.95    | 0.07%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                              | Credit Default Swap                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              |  | US        |   -210000 | NC      | $4898.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2024-CES3 TPMT 2024-CES3 A2                        | CUSIP: 89183EAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1016994.60   | 0.19%             | 2064-05-25      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI S.P.A.                                                  | UNIPOL ASSICURAZIONI SPA COMMON STOCK                                        | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               |  | IT        |     22332 | NS      | $480474.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.                                       | ARTISAN PARTNERS ASSET MA -A COMMON STOCK                                    | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               |  | US        |      3559 | NS      | $154460.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC.                                                            | STONEX GROUP INC 144A 7.875000% 03/01/2031                                   | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    420000 | PA      | $441675.36    | 0.08%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                | BROADCOM INC 144A 3.419000% 04/15/2033                                       | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $999512.37    | 0.19%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                             | ALTICE FRANCE SA 144A 5.500000% 10/15/2029                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | NUSS              | FR        |    289000 | PA      | $249966.61    | 0.05%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                            | CSC HOLDINGS LLC 144A 3.375000% 02/15/2031                                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $145112.67    | 0.03%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                     | CHORD ENERGY CORP 144A 6.750000% 03/15/2033                                  | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430605.20    | 0.08%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                         | ECHOSTAR CORP 10.750000% 11/30/2029                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    430000 | PA      | $473073.10    | 0.09%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS, L.P.                                                      | ARCHROCK PARTNERS LP / ARCHROCK PARTNERS FINANCE C 6.625000% 09/01/2032      | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328250.24    | 0.06%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                         | DISH DBS CORP 144A 5.250000% 12/01/2026                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $427428.52    | 0.08%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO, INC.                                                           | PLANO HOLDCO, INC. 10/2/2031                                                 | CUSIP: 72712EAB3<br>LEI: N/A                  | Long             | LON              |  | US        |    597000 | PA      | $582075.00    | 0.11%             | 2031-10-02      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-27 IA                      | CUSIP: 38379VUJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    197982 | PA      | $25951.18     | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LONDONMETRIC PROPERTY PLC                                                    | LONDONMETRIC PROPERTY PLC REIT                                               | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               |  | GB        |    111731 | NS      | $274021.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM MASTER TRUST                                                          | AFFIRM MASTER TRUST AFRMT 2025-2A B                                          | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $604069.98    | 0.11%             | 2033-07-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy 7/25                                                        | Tallgrass Energy 7/25 8/1/2029                                               | CUSIP: 73955HAF1<br>LEI: N/A                  | Long             | LON              |  | US        |    816765 | PA      | $820506.26    | 0.15%             | 2029-08-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                           | VENTURE GLOBAL CALCASIEU PASS LLC 144A 6.250000% 01/15/2030                  | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390956.25    | 0.07%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE 2 PLC                                                    | HOWDEN UK REFINANCE PLC / HOWDEN UK REFINANCE 2 PL 8.125000% 02/15/2032      | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | NUSS              | GB        |    780000 | PA      | $809248.44    | 0.15%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING, LLC                                                     | BROWN GROUP HOLDING, LLC 7/1/2031                                            | CUSIP: 11565HAD8<br>LEI: N/A                  | Long             | LON              |  | US        |   1517337 | PA      | $1519809.94   | 0.29%             | 2031-07-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                 | ROYAL CARIBBEAN CRUISES LTD 144A 6.250000% 03/15/2032                        | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |    325000 | PA      | $335536.10    | 0.06%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORPORATION                                                     | HORMEL FOODS CORP COMMON STOCK                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               |  | US        |     16954 | NS      | $419441.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ Secured Financing B.V.                                                    | VZ SECURED FINANCING BV 144A 5.000000% 01/15/2032                            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | NUSS              | NL        |    485000 | PA      | $438788.33    | 0.08%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM LP                                                            | HESS MIDSTREAM LP - CLASS A COMMON STOCK                                     | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               |  | US        |      5348 | NS      | $184773.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 0.000000% 02/01/2035              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    209322 | PA      | $101506.08    | 0.02%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING COMPANY                                                    | VERITIV OPERATING CO 144A 10.500000% 11/30/2030                              | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26830.70     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                             | BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS 5.333000% 02/15/2028              | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     60000 | PA      | $59812.92     | 0.01%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS 5/24 TLB4                                               | BROADSTREET PARTNERS 5/24 TLB4 6/13/2031                                     | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              |  | US        |    149665 | PA      | $149782.89    | 0.03%             | 2031-06-13      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2015-30 SJ                                             | CUSIP: 3136ANRY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1018169 | PA      | $91686.20     | 0.02%             | 2045-05-25      | Floating      | 1.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 6.250000% 11/09/2032                                             | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2211428.33   | 0.42%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                            | SM ENERGY CO 144A 7.000000% 08/01/2032                                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270208.17    | 0.05%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER, LLC                                              | RIVERS ENTERPRISE LENDER LLC / RIVERS ENTERPRISE L 6.250000% 10/15/2030      | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $257273.69    | 0.05%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                      | BAYER US FINANCE II LLC 144A 4.250000% 12/15/2025                            | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $499562.22    | 0.09%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                         | DISH DBS CORP 144A 5.750000% 12/01/2028                                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $26841.92     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                                     | RHP HOTEL PROPERTIES LP / RHP FINANCE CORP 144A 6.500000% 06/15/2033         | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97839.55     | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARD Finance S.A.                                                             | ARD FINANCE SA 144A 6.500000% 06/30/2027                                     | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | NUSS              | LU        |   1143611 | PA      | $28590.28     | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                                    | MINERAL RESOURCES LTD 144A 7.000000% 04/01/2031                              | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | NUSS              | AU        |    245000 | PA      | $248169.33    | 0.05%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                  | Credit Default Swap                                                          | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DCR              |  | US        |   -390000 | NC      | $7350.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAYA S.A.S.                                                                  | MAYA SAS/PARIS FRANCE 144A 7.000000% 04/15/2032                              | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | NUSS              | FR        |    325000 | PA      | $331436.30    | 0.06%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PACCAR INC                                                                   | PACCAR INC COMMON STOCK                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               |  | US        |     16132 | NS      | $1586098.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEMOURS COMPANY                                                         | CHEMOURS CO/THE 144A 8.000000% 01/15/2033                                    | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243692.78    | 0.05%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                     | TRINITY RAIL LEASING 2019-1 LLC TRL 2019-1A A                                | CUSIP: 89657BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    735923 | PA      | $731358.67    | 0.14%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOLDINGS, INC.                                          | ENGINEERED MACHINERY HOLDINGS, INC. 5/19/2028                                | CUSIP: 26658NAP4<br>LEI: N/A                  | Long             | LON              |  | US        |    696320 | PA      | $699551.19    | 0.13%             | 2028-05-19      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                    | AGREE LP 2.900000% 10/01/2030                                                | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153865.82    | 0.03%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                    | REALTY INCOME CORP 2.850000% 12/15/2032                                      | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    355000 | PA      | $316787.58    | 0.06%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aena, S.M.E., S.A.                                                           | AENA SME SA COMMON STOCK                                                     | CUSIP: E526LK101<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               |  | ES        |     38630 | NS      | $1056977.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NFE FINANCING LLC                                                            | NFE FINANCING LLC MTN 12.000000% 11/15/2029                                  | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326652 | PA      | $96063.45     | 0.02%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY                        | JOHNSON CONTROLS INTERNATIONAL PLC / TYCO FIRE & S 4.900000% 12/01/2032      | CUSIP: 47837RAE0<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | NUSS              | US        |    140000 | PA      | $142553.31    | 0.03%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL L TL B                                                        | CLARIOS GLOBAL L TL B 1/28/2032                                              | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              |  | US        |    950000 | PA      | $949705.50    | 0.18%             | 2032-01-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                       | NEW ECONOMY ASSETS - PHASE 1 SPONSOR LLC USRE 2021-1 A1                      | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $625610.10    | 0.12%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| UWM HOLDINGS, LLC                                                            | UWM HOLDINGS LLC 144A 6.250000% 03/15/2031                                   | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553000 | PA      | $550366.27    | 0.10%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                            | PERRIGO FINANCE UNLIMITED CO 6.125000% 09/30/2032                            | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | NUSS              | US        |    155000 | PA      | $156039.27    | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORPORATION                                                | CREDIT ACCEPTANCE CORP 144A 6.625000% 03/15/2030                             | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $380630.80    | 0.07%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                                                      | QUIKRETE HOLDINGS INC 144A 6.750000% 03/01/2033                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    420000 | PA      | $436671.36    | 0.08%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                                                         | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 7.750000% 02/01/2028         | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    305000 | PA      | $307148.42    | 0.06%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| YAMATO KOGYO CO.,LTD.                                                        | YAMATO KOGYO CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1949 | NS      | $119897.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSTED INDUSTRIES INCORPORATED                                               | AMSTED INDUSTRIES INC 144A 6.375000% 03/15/2033                              | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118033.70    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 6.600000% MATURITY: PERPETUAL                              | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    501000 | PA      | $503680.85    | 0.09%             | 2174-02-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                                             | PIKE CORP 144A 5.500000% 09/01/2028                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    648000 | PA      | $645865.49    | 0.12%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CINEWORLD GROUP PLC DUMMY ID                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      6900 | NS      | $148494.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                                        | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-EDU1 LLC BVCLN 2024-EDU1 C          | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    913772 | PA      | $910693.32    | 0.17%             | 2047-06-25      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                    | MEXICO CITY AIRPORT TRUST 144A 3.875000% 04/30/2028                          | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1190000 | PA      | $1160737.90   | 0.22%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLERIOT US BIDCO INC.                                                        | BLERIOT US BIDCO INC. 10/31/2030                                             | CUSIP: 09353TAJ9<br>LEI: N/A                  | Long             | LON              |  | US        |    222193 | PA      | $222133.14    | 0.04%             | 2030-10-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2024-2 RECEIVABLES FUNDING LLC SRFC 2024-2A C               | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    492679 | PA      | $498304.80    | 0.09%             | 2041-06-20      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| ARCOSA, INC.                                                                 | ARCOSA INC 144A 6.875000% 08/15/2032                                         | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120116.70    | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pan American Energy, S.L., Sucursal Argentina                                | PAN AMERICAN ENERGY LLC/ARGENTINA 144A 8.500000% 04/30/2032                  | CUSIP: 69784DAD0<br>LEI: 529900QG9TOWTXWOBF90 | Long             | DBT              | NUSS              | AR        |    350000 | PA      | $365837.50    | 0.07%             | 2032-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                | PEPSICO INC COMMON STOCK                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     11163 | NS      | $1567731.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-6 SA                       | CUSIP: 38381BG65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    139169 | PA      | $16231.93     | 0.00%             | 2049-01-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                | STARWOOD PROPERTY TRUST INC 144A 7.250000% 04/01/2029                        | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157506.78    | 0.03%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY MTN 5.164000% 04/20/2029                                      | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    815000 | PA      | $834259.70    | 0.16%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST                                        | HARVEST COMMERCIAL CAPITAL LOAN TRUST 2025-1 HCCLT 2025-1 M4                 | CUSIP: 41757CAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    988017 | PA      | $1017139.14   | 0.19%             | 2057-06-25      | Floating      | 9.04%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                | ENBRIDGE INC COMMON STOCK                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               |  | CA        |     13884 | NS      | $700586.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 3.419000% 12/20/2028                                    | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1944867.72   | 0.37%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PETRONAS GAS BERHAD                                                          | PETRONAS GAS BHD COMMON STOCK                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     43248 | NS      | $190136.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 5.664000% 04/17/2036                                          | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    285000 | PA      | $300692.14    | 0.06%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | AMERICAN NEWS CO LLC 144A 8.500000% 09/01/2026                               | CUSIP: 02862PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1242373 | PA      | $1400775.56   | 0.26%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                          | NISSAN MOTOR ACCEPTANCE CO LLC MTN 6.125000% 09/30/2030                      | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    515000 | PA      | $515175.90    | 0.10%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                         | LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 7.000000% 07/15/2031      | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366934.65    | 0.07%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH, LLC                                                             | ADAPTHEALTH LLC 144A 4.625000% 08/01/2029                                    | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $179605.27    | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                                                   | SELECT MEDICAL CORP 144A 6.250000% 12/01/2032                                | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    775000 | PA      | $775324.73    | 0.15%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                            | CSC HOLDINGS LLC 144A 5.750000% 01/15/2030                                   | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $95195.03     | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2024-2 RECEIVABLES FUNDING LLC SRFC 2024-2A D               | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    246339 | PA      | $250358.95    | 0.05%             | 2041-06-20      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                               | PAGAYA AI DEBT TRUST 2023-8 PAID 2023-8 B                                    | CUSIP: 694960AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    374597 | PA      | $383014.83    | 0.07%             | 2031-06-16      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                                                | UNIVISION COMMUNICATIONS INC 144A 9.375000% 08/01/2032                       | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $399625.13    | 0.08%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                      | BANK OF NEW YORK MELLON CORP/THE MTN 4.596000% 07/26/2030                    | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76218.70     | 0.01%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LANCASHIRE HOLDINGS LIMITED                                                  | LANCASHIRE HOLDINGS LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               |  | GB        |     12145 | NS      | $110507.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                              | CARMAX SELECT RECEIVABLES TRUST 2024-A CMXS 2024-A D                         | CUSIP: 14319FAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1028555.10   | 0.19%             | 2030-12-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               |  | IT        |    303001 | NS      | $2007249.01   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Republique de Cote d'Ivoire                                                  | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 01/30/2032          | CUSIP: BM7280605<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1210000 | PA      | $1354370.98   | 0.26%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST                                                       | MARLETTE FUNDING TRUST 2024-1 MFT 2024-1A B                                  | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    991370 | PA      | $997757.72    | 0.19%             | 2034-07-17      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                              | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.750000% 12/01/2030           | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | NUSS              | IL        |    290000 | PA      | $298673.61    | 0.06%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-1 SN                       | CUSIP: 38381BZG2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    172251 | PA      | $21071.28     | 0.00%             | 2049-01-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                 | MONDELEZ INTERNATIONAL INC-A COMMON STOCK                                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |     30425 | NS      | $1900649.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                                          | ALLY FINANCIAL INC 4.700000% MATURITY: PERPETUAL                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1138190.57   | 0.21%             | 2174-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                                      | ATHENAHEALTH GROUP INC 144A 6.500000% 02/15/2030                             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    810000 | PA      | $803372.56    | 0.15%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-78 DI                      | CUSIP: 38382FV84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    571996 | PA      | $125046.44    | 0.02%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                                                       | DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIG 5.875000% 08/15/2027      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371000 | PA      | $370583.74    | 0.07%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 5.015000% 07/22/2033                                | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    525000 | PA      | $536427.77    | 0.10%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Ankura 12/24 Cov-Lite                                                        | Ankura 12/24 Cov-Lite 29-Dec-31                                              | CUSIP: 03539PAJ7<br>LEI: N/A                  | Long             | LON              |  | US        |   1236625 | PA      | $1226966.96   | 0.23%             | 2031-12-29      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | BRK: DEUTSCHE BANK AG PAY: 3.97712                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              |  | US        |   2730000 | NC      | $-22203.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                       | MCDONALD'S CORP COMMON STOCK                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |      1109 | NS      | $337014.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Guatemala                                                       | REPUBLIC OF GUATEMALA 4.875000% 02/13/2028                                   | CUSIP: P5015VAE6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    590000 | PA      | $590619.50    | 0.11%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                             | TRANSOCEAN INTERNATIONAL LTD 144A 8.250000% 05/15/2029                       | CUSIP: 893830BY4<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    115000 | PA      | $113374.62    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                      | MOLINA HEALTHCARE INC 144A 6.250000% 01/15/2033                              | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    565000 | PA      | $571276.59    | 0.11%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                    | HUB INTERNATIONAL LTD 144A 7.375000% 01/31/2032                              | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291574.92    | 0.05%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                                   | CLOUD SOFTWARE GROUP INC 144A 8.250000% 06/30/2032                           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    718000 | PA      | $761620.93    | 0.14%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                                    | ELM TRUST 2024-ELM ELM 2024-ELM B15                                          | CUSIP: 26860XAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1005246.20   | 0.19%             | 2039-06-10      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                 | PETROLEOS DE VENEZUELA SA VARIABLE RATE 04/12/2027                           | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |   2570000 | PA      | $411200.00    | 0.08%             | 2027-04-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                           | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 7.375000% 10/01/2032      | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422477.28    | 0.08%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY MTN 4.889000% 07/20/2033                                      | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $533081.86    | 0.10%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SCHRODERS PLC                                                                | SCHRODERS PLC COMMON STOCK                                                   | CUSIP: G78602144<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               |  | GB        |     45634 | NS      | $231805.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC.                                                           | HERC HOLDINGS INC 144A 7.000000% 06/15/2030                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $394715.88    | 0.07%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| W. R. GRACE HOLDINGS LLC                                                     | WR GRACE HOLDINGS LLC 144A 5.625000% 08/15/2029                              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    445000 | PA      | $413626.52    | 0.08%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                          | KINETIK HOLDINGS LP 144A 6.625000% 12/15/2028                                | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153963.30    | 0.03%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                                        | HOWARD MIDSTREAM ENERGY PARTNERS LLC 144A 7.375000% 07/15/2032               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $404829.75    | 0.08%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                                        | CAL-MAINE FOODS INC COMMON STOCK                                             | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |      2383 | NS      | $224240.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM TRUST                                                                  | PRKCM 2024-HOME1 TRUST PRKCM 2024-HOME1 M1                                   | CUSIP: 69391XAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1013705.20   | 0.19%             | 2059-05-25      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                                                      | QUIKRETE HOLDINGS INC 144A 6.375000% 03/01/2032                              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    385000 | PA      | $398799.94    | 0.08%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC                                                              | CLI FUNDING VIII LLC CLIF 2025-R A                                           | CUSIP: 12572DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    902700 | PA      | $894753.40    | 0.17%             | 2050-06-21      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                                | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 144A 5.500000% 06/15/2031           | CUSIP: 12657NAA8<br>LEI: 549300LPL012JY5D4B69 | Long             | DBT              | CORP              | US        |    689000 | PA      | $682595.26    | 0.13%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                                          | ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.125000% 11/26/2049               | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    740000 | PA      | $620907.63    | 0.12%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                | ACRISURE LLC / ACRISURE FINANCE INC 144A 6.000000% 08/01/2029                | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1049841.97   | 0.20%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 3.100000% 01/15/2030            | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    169886 | PA      | $158843.41    | 0.03%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                          | SUZANO AUSTRIA GMBH 3.125000% 01/15/2032                                     | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | NUSS              | BR        |    290000 | PA      | $260227.41    | 0.05%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV, LLC                                                  | MAJORDRIVE HOLDINGS IV LLC 144A 6.375000% 06/01/2029                         | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    695000 | PA      | $569534.08    | 0.11%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 4.500000% 02/01/2035              | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    219914 | PA      | $121421.22    | 0.02%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                         | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 7.500000% 03/15/2033                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    232000 | PA      | $242572.01    | 0.05%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CORECIVIC, INC.                                                              | CORECIVIC INC 4.750000% 10/15/2027                                           | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    535000 | PA      | $527248.39    | 0.10%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                | FREEDOM MORTGAGE HOLDINGS LLC 144A 7.875000% 04/01/2033                      | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56659.74     | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                              | MADISON IAQ LLC 144A 5.875000% 06/30/2029                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306249.07    | 0.06%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 144A 7.125000% 12/01/2031                                      | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15646.35     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                         | M&T BANK CORP 5.053000% 01/27/2034                                           | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    495000 | PA      | $496265.60    | 0.09%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING LLC                                                     | STORE MASTER FUNDING I-VII XIV XIX XX XXIV STR 2023-1A A2                    | CUSIP: 86212XAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1087167 | PA      | $1096349.64   | 0.21%             | 2053-06-20      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                              | STREAM INNOVATIONS 2024-1 ISSUER TRUST STRE 2024-1A A                        | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    668035 | PA      | $695192.81    | 0.13%             | 2044-07-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC.                                                             | GEN DIGITAL INC 144A 6.250000% 04/01/2033                                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275637.37    | 0.05%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.750000% 06/01/2031                                                | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    355000 | PA      | $325362.77    | 0.06%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                             | PHILIP MORRIS INTERNATIONAL COMMON STOCK                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     11362 | NS      | $1842916.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                                                  | NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 7.696000% 02/23/2038              | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    690000 | PA      | $637842.89    | 0.12%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Luna 1.5 S.a r.l.                                                            | LUNA 1.5 SARL 144A 12.000000% 07/01/2032                                     | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | NUSS              | LU        |   1573000 | PA      | $1628772.65   | 0.31%             | 2032-07-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Bank of America                                                              | Credit Default Swap                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              |  | US        |  -2900000 | NC      | $221772.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC.                                                                  | DAVITA INC 144A 3.750000% 02/15/2031                                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    714000 | PA      | $653951.34    | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                | BROADCOM INC 144A 3.500000% 02/15/2041                                       | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    495000 | PA      | $407348.87    | 0.08%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                         | DISH DBS CORP 5.125000% 06/01/2029                                           | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $171033.97    | 0.03%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                  | SBNA AUTO RECEIVABLES TRUST 2025-SF1 SBAT 2025-SF1 C                         | CUSIP: 78437XAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $602492.22    | 0.11%             | 2031-04-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| KDX Realty Investment Corporation                                            | KDX REALTY INVESTMENT CO REIT                                                | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               |  | JP        |       220 | NS      | $250970.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LABL, INC.                                                                   | LABL, INC. 10/30/2028                                                        | CUSIP: 50168EAN2<br>LEI: N/A                  | Long             | LON              |  | US        |    206349 | PA      | $168690.30    | 0.03%             | 2028-10-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                                                       | MURPHY OIL CORP 6.000000% 10/01/2032                                         | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    261000 | PA      | $257508.15    | 0.05%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE HERTZ CORPORATION                                                        | HERTZ CORP/THE 144A 12.625000% 07/15/2029                                    | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    203000 | PA      | $215209.84    | 0.04%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                   | SPRINT CAPITAL CORP 8.750000% 03/15/2032                                     | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    480000 | PA      | $584776.23    | 0.11%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                 | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FI 5.750000% 10/15/2033      | CUSIP: 03690AAM8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    273000 | PA      | $271789.46    | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                     | VENTURE GLOBAL LNG INC 144A 8.125000% 06/01/2028                             | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65209.41     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                                      | LEVEL 3 FINANCING INC 144A 6.875000% 06/30/2033                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    515000 | PA      | $524877.70    | 0.10%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS, INC.                                                  | QXO BUILDING PRODUCTS INC 144A 6.750000% 04/30/2032                          | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274379.99    | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY MTN 3.950000% 04/23/2027                                      | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    565000 | PA      | $563761.31    | 0.11%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 4.500000% 02/01/2036              | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    202863 | PA      | $110414.79    | 0.02%             | 2036-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                               | CME GROUP INC COMMON STOCK                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               |  | US        |      8900 | NS      | $2404691.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDS CHINA LTD.                                                             | SANDS CHINA LTD 2.850000% 03/08/2029                                         | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | NUSS              | MO        |    200000 | PA      | $188163.42    | 0.04%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.750000% 01/15/2036                 | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $350518.41    | 0.07%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                                  | HOUSTON GALLERIA MALL TRUST 2025-HGLR HGMT 2025-HGLR A                       | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    450000 | PA      | $465297.71    | 0.09%             | 2045-02-05      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                   | CONSTELLATION BRANDS INC 3.150000% 08/01/2029                                | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    560000 | PA      | $538553.91    | 0.10%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                         | CARNIVAL CORP 144A 6.125000% 02/15/2033                                      | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |    425000 | PA      | $435640.30    | 0.08%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS, LP                                                 | USA COMPRESSION PARTNERS LP / USA COMPRESSION FINA 6.250000% 10/01/2033      | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225860.67    | 0.04%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                  | PROSUS NV MTN 4.027000% 08/03/2050                                           | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    560000 | PA      | $391891.42    | 0.07%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corporation                                         | HUGHES SATELLITE SYSTEMS CORP 6.625000% 08/01/2026                           | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $218718.73    | 0.04%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Puma International Financing S.A.                                            | PUMA INTERNATIONAL FINANCING SA 144A 7.750000% 04/25/2029                    | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | NUSS              | SG        |    350000 | PA      | $362231.16    | 0.07%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 4.500000% 02/01/2034              | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    472396 | PA      | $265942.12    | 0.05%             | 2034-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC.                                                               | TIDEWATER INC 144A 9.125000% 07/15/2030                                      | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    625000 | PA      | $670281.08    | 0.13%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| API GROUP DE, INC.                                                           | API GROUP DE INC 144A 4.125000% 07/15/2029                                   | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    851000 | PA      | $820203.42    | 0.15%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                           | NEWELL BRANDS INC 6.375000% 05/15/2030                                       | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108987.41    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                                       | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 10.000000% 11/15/2029     | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    775000 | PA      | $778423.64    | 0.15%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                        | BANCO SANTANDER SA 3.306000% 06/27/2029                                      | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    400000 | PA      | $387062.62    | 0.07%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Express Oil/Mavis Tire 1/25 TL                                               | Express Oil/Mavis Tire 1/25 TL 5/4/2028                                      | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              |  | US        |    945250 | PA      | $944701.76    | 0.18%             | 2028-05-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                | COLLEGE AVE STUDENT LOANS 2024-B LLC CASL 2024-B B                           | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1031621.50   | 0.19%             | 2054-08-25      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 144A 6.750000% 08/15/2028                                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361765.95    | 0.07%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                 | ROCKIES EXPRESS PIPELINE LLC 144A 6.875000% 04/15/2040                       | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56606.22     | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREWEAVE, INC.                                                              | COREWEAVE INC 144A 9.000000% 02/01/2031                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    991000 | PA      | $1015655.09   | 0.19%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                          | IMPERIAL BRANDS PLC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               |  | GB        |     37503 | NS      | $1594789.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC.                                                       | GREAT-WEST LIFECO INC COMMON STOCK                                           | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               |  | CA        |     14862 | NS      | $603281.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                         | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER IN 3.625000% 03/01/2029      | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    340000 | PA      | $324267.04    | 0.06%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                                                   | UNITED NATURAL FOODS INC 144A 6.750000% 10/15/2028                           | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394968.68    | 0.07%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                              | INTERCONTINENTAL EXCHANGE INC 2.100000% 06/15/2030                           | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $682395.00    | 0.13%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                 | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     16000 | PA      | $13204.89     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE, INC.                                                              | COREWEAVE INC 144A 9.250000% 06/01/2030                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    735000 | PA      | $759103.59    | 0.14%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                  | GOEASY LTD 144A 6.875000% 02/15/2031                                         | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | NUSS              | CA        |    445000 | PA      | $431113.46    | 0.08%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Construction Partners 10/24 TLB                                              | Construction Partners 10/24 TLB 11/3/2031                                    | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              |  | US        |    198500 | PA      | $198934.72    | 0.04%             | 2031-11-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS, INC.                                                          | SIMMONS FOODS INC/SIMMONS PREPARED FOODS INC/SIMMO 4.625000% 03/01/2029      | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81486.81     | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-78 SE                      | CUSIP: 38381WVB1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    107179 | PA      | $11903.18     | 0.00%             | 2049-06-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                  | FCCU AUTO RECEIVABLES TRUST 2024-1 FCCU 2024-1A D                            | CUSIP: 30336CAN5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1035508.50   | 0.19%             | 2032-07-15      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                             | NRG ENERGY INC 144A 5.750000% 07/15/2029                                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    666000 | PA      | $666796.82    | 0.13%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                                                     | BANK OZK COMMON STOCK                                                        | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               |  | US        |      5526 | NS      | $281715.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                     | COLT 2025-1 MORTGAGE LOAN TRUST COLT 2025-1 M1                               | CUSIP: 196920AF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $763483.35    | 0.14%             | 2070-01-25      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CBS Radio/Entercom Media 9/24 Cov-Lite                                       | CBS Radio/Entercom Media 9/24 Cov-Lite 10/1/2029                             | CUSIP: 05070XAB7<br>LEI: N/A                  | Long             | LON              |  | US        |    298712 | PA      | $239417.45    | 0.05%             | 2029-10-01      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                | REGIONS FINANCIAL CORP COMMON STOCK                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |     49458 | NS      | $1304207.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                               | CALIFORNIA BUYER LTD / ATLANTICA SUSTAINABLE INFRA 6.375000% 02/15/2032      | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | NUSS              | GB        |    650000 | PA      | $666205.15    | 0.13%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                       | FX Forward Contract: GBP/USD SETTLE 2025-11-14                               | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | GB        |         1 | NC      | $-2769.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEYTO EXPLORATION & DEVELOPMENT CORP.                                        | PEYTO EXPLORATION & DEV CORP COMMON STOCK                                    | CUSIP: 717046106<br>LEI: 98450004AE67F646C503 | Long             | EC               |  | CA        |     10308 | NS      | $134313.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTNING POWER, LLC                                                         | LIGHTNING POWER LLC 144A 7.250000% 08/15/2032                                | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    365000 | PA      | $386431.34    | 0.07%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-109 IH                     | CUSIP: 38380ABR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    536342 | PA      | $78692.42     | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS                                             | BRK: NOMURA INTERNATIONAL PLC PAY: EUR006M                                   | CUSIP: N/A<br>LEI: 0Z3VO5H2G7GRS05BHJ91       | N/A              | DIR              |  | XX        |    400000 | NC      | $-8592.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                                           | SITC INTERNATIONAL HOLDINGS COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               |  | HK        |     71531 | NS      | $275444.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy 3/24 Cov-Lite TLB                                                 | NRG Energy 3/24 Cov-Lite TLB 4/16/2031                                       | CUSIP: 62937NBC0<br>LEI: N/A                  | Long             | LON              |  | US        |   1484925 | PA      | $1484464.30   | 0.28%             | 2031-04-16      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| AJ BELL PLC                                                                  | AJ BELL PLC COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 213800VNKA7DPWXWJJ36       | Long             | EC               |  | GB        |     18618 | NS      | $136847.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                              | STREAM INNOVATIONS 2024-2 ISSUER TRUST STRE 2024-2A B                        | CUSIP: 86324EAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $515340.25    | 0.10%             | 2045-02-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH, INC.                                                       | LIFEPOINT HEALTH INC 144A 9.875000% 08/15/2030                               | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $314052.02    | 0.06%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                   | KIMBERLY-CLARK CORP COMMON STOCK                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     12398 | NS      | $1541567.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HOLDINGS II, LLC                                                 | MATCH GROUP HOLDINGS II LLC 144A 3.625000% 10/01/2031                        | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99695.61     | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                           | ROCKFORD TOWER CLO 2023-1 LTD ROCKT 2023-1A C                                | CUSIP: 77341RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $799541.60    | 0.15%             | 2036-01-20      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS, INC.                                             | AMC ENTERTAINMENT HOLDINGS INC 144A 7.500000% 02/15/2029                     | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    302000 | PA      | $261187.72    | 0.05%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARETRUST REIT, INC.                                                         | CARETRUST REIT INC REIT                                                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     10219 | NS      | $354394.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 1261229 B.C. LTD.                                                            | 1261229 BC LTD 144A 10.000000% 04/15/2032                                    | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    310000 | PA      | $317766.13    | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United Urban Investment Corporation                                          | UNITED URBAN INVESTMENT CORP REIT                                            | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               |  | JP        |       157 | NS      | $190810.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 6.000000% 12/31/2030      | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153067.04    | 0.03%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                      | MOSAIC SOLAR LOAN TRUST 2025-1 MSAIC 2025-1A B                               | CUSIP: 61945HAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    434078 | PA      | $433907.78    | 0.08%             | 2050-08-22      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                               | OPAL BIDCO SAS 144A 6.500000% 03/31/2032                                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | NUSS              | FR        |    885000 | PA      | $906900.21    | 0.17%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                             | UNLOCK HEA TRUST 2024-1 UNLOK 2024-1 A                                       | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    928799 | PA      | $931082.52    | 0.18%             | 2039-04-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                                  | ABBVIE INC COMMON STOCK                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     10413 | NS      | $2411026.02   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                                                       | XHR LP 144A 4.875000% 06/01/2029                                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    653000 | PA      | $639563.28    | 0.12%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                            | SM ENERGY CO 144A 6.750000% 08/01/2029                                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170814.81    | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                  | EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH D                          | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    843276 | PA      | $843276.04    | 0.16%             | 2038-07-15      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                         | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 7.125000% 02/15/2031                 | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    209000 | PA      | $216033.27    | 0.04%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                                     | KODIAK GAS SERVICES LLC 144A 6.750000% 10/01/2035                            | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215618.82    | 0.04%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS, INC.                                                      | QNITY ELECTRONICS INC 144A 5.750000% 08/15/2032                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231754.16    | 0.04%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORPORATION                                                     | IMOLA MERGER CORP 144A 4.750000% 05/15/2029                                  | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $451297.81    | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 7.690000% 01/23/2050                                     | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    406000 | PA      | $369141.74    | 0.07%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                                                   | NORTHERN OIL & GAS INC 144A 7.875000% 10/15/2033                             | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179287.79    | 0.03%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                 | HILTON GRAND VACATIONS TRUST 2024-2 HGVT 2024-2A D                           | CUSIP: 43283JAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    602933 | PA      | $618765.83    | 0.12%             | 2038-03-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                           | CANADIAN NATURAL RESOURCES COMMON STOCK                                      | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               |  | CA        |     53140 | NS      | $1699532.84   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST                                    | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 GDLP 2025-1A A              | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    386496 | PA      | $392114.41    | 0.07%             | 2049-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                   | WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052                                | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    420000 | PA      | $312900.00    | 0.06%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                   | ANGLO AMERICAN CAPITAL PLC 144A 5.625000% 04/01/2030                         | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    500000 | PA      | $521869.11    | 0.10%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ICEBOX HOLDCO III, INC.                                                      | ICEBOX HOLDCO III, INC. 12/22/2028                                           | CUSIP: 45114NAB3<br>LEI: N/A                  | Long             | LON              |  | US        |    748524 | PA      | $752371.54    | 0.14%             | 2028-12-22      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES LTD                                                     | VOC ESCROW LTD 144A 5.000000% 02/15/2028                                     | CUSIP: 91832VAA2<br>LEI: 549300HGB20LALDWOS12 | Long             | DBT              | NUSS              | US        |    235000 | PA      | $234360.66    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc                                                              | GRAY MEDIA INC 144A 7.250000% 08/15/2033                                     | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177380.53    | 0.03%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HCL TECHNOLOGIES LIMITED                                                     | HCL TECHNOLOGIES LTD COMMON STOCK                                            | CUSIP: Y3121G147<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               |  | IN        |     50333 | NS      | $785770.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                             | CALIFORNIA RESOURCES CORP 144A 7.000000% 01/15/2034                          | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238347.89    | 0.04%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GEN II Fund Services 11/24 TLB                                               | GEN II Fund Services 11/24 TLB 26-Nov-31                                     | CUSIP: 69381MAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    572125 | PA      | $571884.71    | 0.11%             | 2031-11-26      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| SUA LLC                                                                      | SUA 2025-1 LLC SUA 2025-1 A                                                  | CUSIP: 78485NAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $503614.55    | 0.09%             | 2040-05-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                                        | REPUBLIC OF COLOMBIA 3.000000% 01/30/2030                                    | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    730000 | PA      | $658022.00    | 0.12%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                             | SMB PRIVATE EDUCATION LOAN TRUST 2024-F SMB 2024-F B                         | CUSIP: 83207VAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1006973.70   | 0.19%             | 2054-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A 4.625000% 09/12/2028                                            | CUSIP: 05583JAE2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    250000 | PA      | $251566.10    | 0.05%             | 2028-09-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                                    | AVIVA PLC COMMON STOCK                                                       | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               |  | GB        |    137502 | NS      | $1273287.21   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF, INCORPORATED                                                | DIEBOLD NIXDORF INC 144A 7.750000% 03/31/2030                                | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    560000 | PA      | $590723.97    | 0.11%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER, INC.                                                       | FIESTA PURCHASER INC 144A 9.625000% 09/15/2032                               | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $473940.89    | 0.09%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO, LLC                                                        | DS ADMIRAL BIDCO, LLC 6/26/2031                                              | CUSIP: 23344UAF7<br>LEI: N/A                  | Long             | LON              |  | US        |    390159 | PA      | $389507.53    | 0.07%             | 2031-06-26      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HOLDINGS, LLC                                          | WILDFIRE INTERMEDIATE HOLDINGS LLC 144A 7.500000% 10/15/2029                 | CUSIP: 96812HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $176815.63    | 0.03%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                 | HILTON GRAND VACATIONS TRUST 2024-2 HGVT 2024-2A C                           | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    602933 | PA      | $611163.80    | 0.12%             | 2038-03-25      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| K. HOVNANIAN ENTERPRISES, INC.                                               | K HOVNANIAN ENTERPRISES INC 144A 8.375000% 10/01/2033                        | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94323.18     | 0.02%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                       | GUATEMALA GOVERNMENT BOND 144A 4.900000% 06/01/2030                          | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    280000 | PA      | $277677.58    | 0.05%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HIN TIMESHARE TRUST                                                          | HINNT 2025-A LLC HINTT 2025-A D                                              | CUSIP: 433403AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    581416 | PA      | $589382.74    | 0.11%             | 2044-03-15      | Fixed         | 8.22%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 0.000000% 02/01/2030              | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     66285 | PA      | $34801.77     | 0.01%             | 2030-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                  | CAESARS ENTERTAINMENT INC 144A 4.625000% 10/15/2029                          | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    517000 | PA      | $494373.65    | 0.09%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                    | WESTERN UNION CO COMMON STOCK                                                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |     18136 | NS      | $144906.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG TRUST                                                                    | TPG TRUST 2024-WLSC TPG 2024-WLSC B                                          | CUSIP: 872973AG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $199120.66    | 0.04%             | 2029-11-15      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 4.323000% 04/26/2028                                     | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1874620.23   | 0.35%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| K. HOVNANIAN ENTERPRISES, INC.                                               | K HOVNANIAN ENTERPRISES INC 144A 8.000000% 04/01/2031                        | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105619.62    | 0.02%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                  | ILLINOIS ST STATE OF ILLINOIS                                                | CUSIP: 452152GS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160714 | PA      | $175219.93    | 0.03%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| T. ROWE PRICE GROUP, INC.                                                    | T ROWE PRICE GROUP INC COMMON STOCK                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               |  | US        |     12964 | NS      | $1330624.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                   | OTIS WORLDWIDE CORP 2.565000% 02/15/2030                                     | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1242952.99   | 0.23%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Imperial Bag/Imperial Dade 2/25 TLB                                          | Imperial Bag/Imperial Dade 2/25 TLB 12/11/2030                               | CUSIP: 05550HAQ8<br>LEI: N/A                  | Long             | LON              |  | US        |   1488750 | PA      | $1485727.84   | 0.28%             | 2030-12-11      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD.                                                             | SANDS CHINA LTD 5.400000% 08/08/2028                                         | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | NUSS              | MO        |    240000 | PA      | $245544.24    | 0.05%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                       | GREENSKY HOME IMPROVEMENT TRUST 2024-1 GSKY 2024-1 D                         | CUSIP: 39571MAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    926038 | PA      | $960621.73    | 0.18%             | 2059-06-25      | Fixed         | 7.33%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                                                 | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 IMPRL 2022-NQM4 A2                    | CUSIP: 45276NAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    723127 | PA      | $720280.70    | 0.14%             | 2067-06-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Corporation de Securite Garda World                                          | GARDA WORLD SECURITY CORP 144A 8.250000% 08/01/2032                          | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | NUSS              | CA        |    185000 | PA      | $191769.71    | 0.04%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                          | CHEVRON CORP COMMON STOCK                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |      9666 | NS      | $1501033.14   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO.,LTD.                                            | DAITO TRUST CONSTRUCT CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               |  | JP        |     15750 | NS      | $346042.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET EQUITY FUNDING SPE LLC                                                 | TENET EQUITY FUNDING LLC TENET 2024-1A A1                                    | CUSIP: 88035KAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    498888 | PA      | $502839.04    | 0.09%             | 2054-10-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                         | NOBLE FINANCE II LLC 144A 8.000000% 04/15/2030                               | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $874624.86    | 0.16%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MediaTek Inc.                                                                | MEDIATEK INC COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               |  | TW        |     20026 | NS      | $868522.63    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN MOBILE CO., LTD.                                                      | TAIWAN MOBILE CO LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     93413 | NS      | $334404.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporation de Securite Garda World                                          | GARDA WORLD SECURITY CORP 144A 8.375000% 11/15/2032                          | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | NUSS              | CA        |    230000 | PA      | $238746.13    | 0.04%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                                         | MILLICOM INTERNATIONAL CELLULAR SA 144A 6.250000% 03/25/2029                 | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | NUSS              | GT        |    297000 | PA      | $299696.76    | 0.06%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 0.000000% 02/01/2036              | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    174436 | PA      | $84624.16     | 0.02%             | 2036-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST                                                                  | FIGRE TRUST 2024-SL1 FIGRE 2024-SL1 M1                                       | CUSIP: 31684JAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1022172.00   | 0.19%             | 2053-07-25      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | US 10YR ULTRA FUT DEC25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -9 | NC      | $-1035703.13  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY, LLC                                                          | RYAN SPECIALTY LLC 144A 5.875000% 08/01/2032                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313467.66    | 0.06%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                 | ROCKIES EXPRESS PIPELINE LLC 144A 7.500000% 07/15/2038                       | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90434.56     | 0.02%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2024-NQM17 TRUST OBX 2024-NQM17 A2                                       | CUSIP: 673911AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    853867 | PA      | $860731.87    | 0.16%             | 2064-11-25      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Kamigumi Co.,Ltd.                                                            | KAMIGUMI CO LTD COMMON STOCK                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4560 | NS      | $138509.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                  | EXTENDED STAY AMERICA TRUST 2025-ESH ESA 2025-ESH B                          | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1398831.82   | 0.26%             | 2042-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS                                             | BRK: NOMURA INTERNATIONAL PLC PAY: EUR006M                                   | CUSIP: N/A<br>LEI: 0Z3VO5H2G7GRS05BHJ91       | N/A              | DIR              |  | XX        |   3950000 | NC      | $-1497.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                                               | SCOTTS MIRACLE-GRO CO/THE 4.000000% 04/01/2031                               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    551000 | PA      | $508484.95    | 0.10%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                                      | LEVEL 3 FINANCING INC 144A 7.000000% 03/31/2034                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    595000 | PA      | $605298.91    | 0.11%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                  | PRKCM 2024-HOME1 TRUST PRKCM 2024-HOME1 B1                                   | CUSIP: 69391XAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1018652.60   | 0.19%             | 2059-05-25      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS, INC.                                        | CLYDESDALE ACQUISITION HOLDINGS, INC. 4/13/2029                              | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              |  | US        |   1250000 | PA      | $1247887.50   | 0.23%             | 2029-04-13      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| VENTURE CORPORATION LIMITED                                                  | VENTURE CORP LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               |  | SG        |     15875 | NS      | $171790.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-9 XD                       | CUSIP: 38375AN91<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    780630 | PA      | $93336.56     | 0.02%             | 2040-01-16      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| LABL, INC.                                                                   | LABL INC 144A 8.625000% 10/01/2031                                           | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    340000 | PA      | $249775.46    | 0.05%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS, LP                                                 | USA COMPRESSION PARTNERS LP / USA COMPRESSION FINA 7.125000% 03/15/2029      | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |    415000 | PA      | $427999.46    | 0.08%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                         | CARNIVAL CORP 144A 5.750000% 03/15/2030                                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |    535000 | PA      | $546227.51    | 0.10%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAE Aviation (Standard Aero) 10/24 TLB2                                      | DAE Aviation (Standard Aero) 10/24 TLB2 31-Oct-31                            | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              |  | US        |    328187 | PA      | $328170.26    | 0.06%             | 2031-10-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                                         | NCL CORP LTD 144A 6.250000% 09/15/2033                                       | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | NUSS              | US        |    174000 | PA      | $174900.58    | 0.03%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY                              | ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA 5.250000% 08/15/2027      | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | NUSS              | US        |    259000 | PA      | $98420.00     | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES | 280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P D                     | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    280000 | PA      | $274925.00    | 0.05%             | 2034-09-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                                        | CLEVELAND-CLIFFS INC 144A 7.500000% 09/15/2031                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180378.81    | 0.03%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS, INC.                                                      | QNITY ELECTRONICS INC 144A 6.250000% 08/15/2033                              | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117436.39    | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                           | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 EFMT 2020-1 B1                     | CUSIP: 31574PAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $618130.56    | 0.12%             | 2065-05-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| RAND PARENT, LLC                                                             | RAND PARENT LLC 144A 8.500000% 02/15/2030                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $576681.08    | 0.11%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 10YR NOTE (CBT)DEC25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -115 | NC      | $-12937500.00 | -2.44%            |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC.                                                           | NEWELL BRANDS INC 6.625000% 05/15/2032                                       | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167774.35    | 0.03%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                | UBS COMMERCIAL MORTGAGE TRUST 2017-C2 UBSCM 2017-C2 AS                       | CUSIP: 90276CAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    603085 | PA      | $587532.58    | 0.11%             | 2050-08-15      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International S.a r.l.                                         | CIRSA FINANCE INTERNATIONAL SARL 144A 6.500000% 03/15/2029                   | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | NUSS              | ES        |    131000 | PA      | $160301.45    | 0.03%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                 | BLUE OWL ASSET LEASING TRUST 2024-1 LLC OWLEF 2024-1A C                      | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1275476.25   | 0.24%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                  | CAESARS ENTERTAINMENT INC 144A 6.000000% 10/15/2032                          | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241315.15    | 0.05%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 5.150000% 05/01/2030                                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143661.78    | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                                     | KODIAK GAS SERVICES LLC 144A 6.500000% 10/01/2033                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325816.27    | 0.06%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                       | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 GSKY 2025-2A E                 | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1015081.90   | 0.19%             | 2060-06-25      | Fixed         | 7.79%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS US FINANCE COMPANY, INC.                                             | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 6.750000% 02/15/2030          | CUSIP: 18060TAD7<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | NUSS              | US        |    625000 | PA      | $645631.25    | 0.12%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                                                       | ROCKET COS INC 144A 6.375000% 08/01/2033                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $288991.92    | 0.05%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                        | NEXTERA ENERGY CAPITAL HOLDINGS INC 6.500000% 08/15/2055                     | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    415000 | PA      | $439595.39    | 0.08%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BARCLAYS PLC 8.000000% MATURITY: PERPETUAL                                   | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    930000 | PA      | $984448.41    | 0.19%             | 2173-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GROUP, LLC                                              | BROADSTREET PARTNERS GROUP LLC 144A 5.875000% 04/15/2029                     | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    790000 | PA      | $787699.13    | 0.15%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                             | PERMIAN RESOURCES OPERATING LLC 144A 7.000000% 01/15/2032                    | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197056.22    | 0.04%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 4.625000% 01/15/2029                                           | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88197.55     | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMSYS Holdings Corporation                                                  | COMSYS HOLDINGS CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900BXEDA1UA6QX260       | Long             | EC               |  | JP        |      6029 | NS      | $150384.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | US 10YR ULTRA FUT DEC25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -44 | NC      | $-5063437.50  | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GROUP, LLC                                                       | JANE STREET GROUP / JSG FINANCE INC 144A 6.125000% 11/01/2032                | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    580000 | PA      | $587864.32    | 0.11%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC.                                                            | AMC NETWORKS INC 144A 10.250000% 01/15/2029                                  | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189675.00    | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | BRK: ROYAL BANK OF CANADA PAY: 2.25%                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DIR              |  | CA        |   2050000 | NC      | $992.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                | BROADCOM INC 144A 3.469000% 04/15/2034                                       | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    165000 | PA      | $150579.15    | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                     | COLT 2024-INV3 MORTGAGE LOAN TRUST COLT 2024-INV3 M1                         | CUSIP: 196919AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $752763.68    | 0.14%             | 2069-09-25      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US ULTRA BOND CBT DEC25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $240125.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 S.A - Brasil, Bolsa, Balcao                                               | B3 SA - BRASIL BOLSA BALCAO 144A 4.125000% 09/20/2031                        | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | NUSS              | BR        |    300000 | PA      | $281643.00    | 0.05%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORPORATION                                                | CASTLE US HOLDING CORP 144A 10.000000% 06/30/2031                            | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $182100.00    | 0.03%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GENTING SINGAPORE LIMITED                                                    | GENTING SINGAPORE LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               |  | SG        |    336507 | NS      | $191954.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC                                                  | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVEST 7.875000% 11/01/2029      | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $751406.40    | 0.14%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                                              | MSC INDUSTRIAL DIRECT CO-A COMMON STOCK                                      | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               |  | US        |      2443 | NS      | $225098.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                              | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.000000% 10/15/2027         | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    255000 | PA      | $247025.56    | 0.05%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-7 DS                       | CUSIP: 38380UM67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1910234 | PA      | $226607.83    | 0.04%             | 2048-01-20      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 2.956000% 05/13/2031                                     | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215710.96    | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                     | FX Forward Contract: USD/GBP SETTLE 2025-11-14                               | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |         1 | NC      | $2269.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                 | PETROLEOS DE VENEZUELA SA VARIABLE RATE 04/12/2037                           | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |    130000 | PA      | $20800.00     | 0.00%             | 2037-04-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MHP Lux S.A.                                                                 | MHP LUX SA 6.950000% 04/03/2026                                              | CUSIP: N/A<br>LEI: 222100RHC7R1WZ1J3M44       | Long             | DBT              | NUSS              | UA        |    984000 | PA      | $929416.54    | 0.18%             | 2026-04-03      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AVIENT CORPORATION                                                           | AVIENT CORP 144A 7.125000% 08/01/2030                                        | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344258.73    | 0.06%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS, INC.                                                   | TEAM HEALTH HOLDINGS INC 144A 13.500000% 06/30/2028                          | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    519118 | PA      | $560647.44    | 0.11%             | 2028-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| STRIKE ACCEPTANCE AUTO FUNDING TRUST                                         | STRIKE ACCEPTANCE AUTO FUNDING TRUST 2025-1 STRKE 2025-1A C                  | CUSIP: 86332RAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $499959.80    | 0.09%             | 2032-04-15      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| PT Bank Rakyat Indonesia (Persero) Tbk                                       | BANK RAKYAT INDONESIA PERSER COMMON STOCK                                    | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               |  | ID        |   4111762 | NS      | $963725.01    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER, LP                                                         | MEDLINE BORROWER LP 144A 5.250000% 10/01/2029                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    570000 | PA      | $565071.32    | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                | STARWOOD PROPERTY TRUST INC 144A 5.750000% 01/15/2031                        | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364772.93    | 0.07%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS, LLC                                                  | AXALTA COATING SYSTEMS LLC 144A 3.375000% 02/15/2029                         | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    642000 | PA      | $608233.56    | 0.11%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                | VISTRA OPERATIONS CO LLC 144A 6.875000% 04/15/2032                           | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198716.59    | 0.04%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-122 SE                     | CUSIP: 38380YR23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    330533 | PA      | $41761.19     | 0.01%             | 2048-09-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS, INC.                                                   | TEAM HEALTH HOLDINGS INC 144A 8.375000% 06/30/2028                           | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    154000 | PA      | $157311.00    | 0.03%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                          | POST HOLDINGS INC 144A 6.375000% 03/01/2033                                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    685000 | PA      | $691376.67    | 0.13%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | FIDUS RE LTD 144A VARIABLE RATE 01/08/2037                                   | CUSIP: 316502AE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    900000 | PA      | $899901.18    | 0.17%             | 2037-01-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| PT Astra International Tbk                                                   | ASTRA INTERNATIONAL TBK PT COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               |  | ID        |   1144073 | NS      | $396766.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2017-104 SB                                            | CUSIP: 3136B0LQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    703864 | PA      | $85664.55     | 0.02%             | 2048-01-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                                                       | ROCKET COS INC 144A 6.125000% 08/01/2030                                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $333554.00    | 0.06%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Far EasTone Telecommunications Co., Ltd.                                     | FAR EASTONE TELECOMM CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               |  | TW        |     81995 | NS      | $238144.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                 | WILLIAMS COS INC COMMON STOCK                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               |  | US        |     27297 | NS      | $1729264.95   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                    | MATADOR RESOURCES CO 144A 6.250000% 04/15/2033                               | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    353000 | PA      | $354658.75    | 0.07%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTIA SERVICES GROUP LIMITED                                                | VENTIA SERVICES GROUP PTY LT COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     43242 | NS      | $146375.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS, INC.                                                         | AG ISSUER LLC 144A 6.250000% 03/01/2028                                      | CUSIP: 00119LAA9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    736000 | PA      | $737396.93    | 0.14%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INFOSYS LIMITED                                                              | INFOSYS LTD COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               |  | IN        |    117240 | NS      | $1906848.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ukraine                                                          | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 4.500000% 02/01/2029              | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    318301 | PA      | $218815.87    | 0.04%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                  | EXTENDED STAY AMERICA TRUST 2025-ESH ESA 2025-ESH C                          | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $999184.85    | 0.19%             | 2042-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                       | PNC FINANCIAL SERVICES GROUP INC/THE 6.200000% MATURITY: PERPETUAL           | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1280921.04   | 0.24%             | 2173-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cineworld/Regal 6/25 Cov-Lite                                                | Cineworld/Regal 6/25 Cov-Lite 12/2/2031                                      | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              |  | US        |    595508 | PA      | $593798.39    | 0.11%             | 2031-12-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                      | SASOL FINANCING USA LLC 5.500000% 03/18/2031                                 | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |    240000 | PA      | $211283.21    | 0.04%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                          | KINETIK HOLDINGS LP 144A 5.875000% 06/15/2030                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512966.16    | 0.10%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fugue Fin Nord Anglia 7/25                                                   | Fugue Fin Nord Anglia 7/25 1/9/2032                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    199001 | PA      | $199285.82    | 0.04%             | 2032-01-09      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| THE NEW HOME COMPANY INC.                                                    | NEW HOME CO INC/THE 144A 8.500000% 11/01/2030                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    770000 | PA      | $799306.97    | 0.15%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NOBLE CORPORATION PLC                                                        | NOBLE CORP PLC WT EXPIRATION: 02/04/28                                       | CUSIP: G65431150<br>LEI: 549300I3HBUNXO0OG954 | N/A              | DE               |  | US        |      2787 | NC      | $23940.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM, LLC                                                  | BKV UPSTREAM MIDSTREAM LLC 144A 7.500000% 10/15/2030                         | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279836.43    | 0.05%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                                | ASBURY AUTOMOTIVE GROUP INC 144A 4.625000% 11/15/2029                        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329962.52    | 0.06%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                                 | FREEDOM MORTGAGE CORP 144A 6.625000% 01/15/2027                              | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    665000 | PA      | $663556.29    | 0.12%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC.                                                                  | DAVITA INC 144A 6.750000% 07/15/2033                                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    435000 | PA      | $448571.13    | 0.08%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM 1/25 TLB                                                      | ORYX MIDSTREAM 1/25 TLB 10/5/2028                                            | CUSIP: 68764JAJ0<br>LEI: N/A                  | Long             | LON              |  | US        |   1571053 | PA      | $1570157.55   | 0.30%             | 2028-10-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                            | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 03/01/2030       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $474985.67    | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                                                            | TEREX CORP 144A 6.250000% 10/15/2032                                         | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193552.24    | 0.04%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARBY'S/INSPIRE BRANDS 12/24                                                  | ARBY'S/INSPIRE BRANDS 12/24 15-Dec-27                                        | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              |  | US        |    795990 | PA      | $796029.77    | 0.15%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                                             | MEDTRONIC PLC COMMON STOCK                                                   | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |     17478 | NS      | $1664604.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                       | VERTICAL BRIDGE CC LLC VBTOW 2025-1A A                                       | CUSIP: 92535VAQ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $992479.30    | 0.19%             | 2055-08-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc                                                              | GRAY MEDIA INC 144A 4.750000% 10/15/2030                                     | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    113000 | PA      | $86586.25     | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                | CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 CAS 2022-R05 2M2                | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    386000 | PA      | $396323.92    | 0.07%             | 2042-04-25      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA                                                                       | SEMPRA 3.400000% 02/01/2028                                                  | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $985957.07    | 0.19%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                                                       | DIRECTV FINANCING, LLC 8/2/2027                                              | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              |  | US        |     37307 | PA      | $37312.39     | 0.01%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                   | HUNTSMAN INTERNATIONAL LLC 4.500000% 05/01/2029                              | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    335000 | PA      | $320603.50    | 0.06%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                     | FOUNDATION FINANCE TRUST 2024-1 FFIN 2024-1A D                               | CUSIP: 349941AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    831710 | PA      | $873465.04    | 0.16%             | 2049-12-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                      | BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028                            | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $298930.60    | 0.06%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRE-PAID LEGAL SERVICES TL 1L 4.80957% 12/15/2028                            | PRE-PAID LEGAL SERVICES TL 1L 4.80957% 12/15/2028 15-Dec-28                  | CUSIP: 74006LAS1<br>LEI: N/A                  | Long             | LON              |  | US        |    947619 | PA      | $894315.48    | 0.17%             | 2028-12-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE, LLC                                                    | WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CO 7.125000% 02/15/2031      | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $69962.47     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 6.750000% 03/15/2034      | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282139.56    | 0.05%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                   | AVIATION CAPITAL GROUP LLC 144A 1.950000% 01/30/2026                         | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327082.42    | 0.06%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                             | TOTALENERGIES SE COMMON STOCK                                                | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               |  | FR        |     26400 | NS      | $1609296.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                | COMMONBOND STUDENT LOAN TRUST 2021-B-GS CBSLT 2021-BGS B                     | CUSIP: 20268AAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1209466 | PA      | $988164.88    | 0.19%             | 2051-09-25      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST                                               | MSWF COMMERCIAL MORTGAGE TRUST 2023-2 MSWF 2023-2 C                          | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    290000 | PA      | $299986.01    | 0.06%             | 2056-12-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTAINMENT, INC.                                         | SEAWORLD PARKS & ENTERTAINMENT INC 144A 5.250000% 08/15/2029                 | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    582000 | PA      | $572323.44    | 0.11%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES, LLC                                                     | WINDSTREAM SERVICES LLC 144A 7.500000% 10/15/2033                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394893.35    | 0.07%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                       | GENERAL MOTORS FINANCIAL CO INC 5.650000% 01/17/2029                         | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170635.84    | 0.03%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC.                                                            | PITNEY BOWES INC. 1/30/2032                                                  | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              |  | US        |    820875 | PA      | $819848.91    | 0.15%             | 2032-03-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                          | CISCO SYSTEMS INC COMMON STOCK                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |     24172 | NS      | $1653848.24   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                               | ZF NORTH AMERICA CAPITAL INC 144A 6.875000% 04/23/2032                       | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | DE        |    310000 | PA      | $296796.11    | 0.06%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                                       | VCC 2025-MC1 TRUST VCC 2025-MC1 A1                                           | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    871188 | PA      | $867401.46    | 0.16%             | 2055-05-25      | Fixed         | 8.16%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                          | FRONTIER ISSUER LLC FYBR 2024-1 A2                                           | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1030723.40   | 0.19%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| ARCOSA, INC.                                                                 | ARCOSA INC 144A 4.375000% 04/15/2029                                         | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $325749.34    | 0.06%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                             | REPUBLIC OF IRAQ 01/15/2028 5.8%                                             | CUSIP: N/A<br>LEI: 2549004N3P710UQ9X454       | Long             | DBT              | NUSS              | IQ        |     87500 | PA      | $86980.82     | 0.02%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SANKYO CO., LTD.                                                             | SANKYO CO LTD COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               |  | JP        |      9715 | NS      | $169014.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 7.000000% MATURITY: PERPETUAL                              | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    269000 | PA      | $274226.40    | 0.05%             | 2174-02-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | BNP PARIBAS SA 144A 7.750000% MATURITY: PERPETUAL                            | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    270000 | PA      | $285900.84    | 0.05%             | 2174-02-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC.                                                         | VICI PROPERTIES INC REIT                                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     53843 | NS      | $1755820.23   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS, INCORPORATED                                                           | MARS INC 144A 4.800000% 03/01/2030                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    775000 | PA      | $789552.35    | 0.15%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | CELANESE US HOLDINGS LLC 6.500000% 04/15/2030                                | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110719.27    | 0.02%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2024-NQM8 TRUST OBX 2024-NQM8 A2                                         | CUSIP: 67119CAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    684791 | PA      | $693689.80    | 0.13%             | 2064-05-25      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE CREDIT FUND III LP                                            | OXFORD FINANCE CREDIT FUND III 2024-A LP OXFINF 2024-A A2                    | CUSIP: 69145DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $405322.80    | 0.08%             | 2032-01-14      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                          | DOMINICAN REPUBLIC 4.875000% 09/23/2032                                      | CUSIP: P3579ECH8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    260000 | PA      | $248118.00    | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                                   | CLOUD SOFTWARE GROUP INC 144A 6.625000% 08/15/2033                           | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35628.75     | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC                                             | PLANET FITNESS MASTER ISSUER LLC PLNT 2024-1A A2I                            | CUSIP: 72703PAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    990000 | PA      | $1009513.99   | 0.19%             | 2054-06-05      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                                       | JANE STREET GROUP / JSG FINANCE INC 144A 7.125000% 04/30/2031                | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    290000 | PA      | $304178.75    | 0.06%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                     | COLT 2024-INV3 MORTGAGE LOAN TRUST COLT 2024-INV3 A3                         | CUSIP: 196919AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    621272 | PA      | $623409.42    | 0.12%             | 2069-09-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SNF GROUP SA                                                                 | SNF GROUP SACA 144A 3.375000% 03/15/2030                                     | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | NUSS              | FR        |    310000 | PA      | $287784.16    | 0.05%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 07/31/2040              | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    357580 | PA      | $237361.60    | 0.04%             | 2040-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM, LLC                                                    | BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 7.250000% 07/15/2032      | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $315499.20    | 0.06%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                  | BRK: BNP PARIBAS PAY: 4.0%                                                   | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DIR              |  | GB        |    350000 | NC      | $6507.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS, LLC                                                     | ARIS WATER HOLDINGS LLC 144A 7.250000% 04/01/2030                            | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $358942.61    | 0.07%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                     | STATE STREET CORP COMMON STOCK                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               |  | US        |      5693 | NS      | $660444.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                            | JOHNSON & JOHNSON COMMON STOCK                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     14843 | NS      | $2752189.06   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARITEV CORPORATION                                                         | CLARITEV CORP 144A 6.000000% 10/15/2027                                      | CUSIP: 17144CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $285600.00    | 0.05%             | 2027-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                           | BERRY GLOBAL INC 1.570000% 01/15/2026                                        | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302372.43    | 0.06%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| ITALGAS S.P.A.                                                               | ITALGAS SPA COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               |  | IT        |     25503 | NS      | $235119.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Blue 9/25 TL                                                            | Deep Blue 9/25 TL 9/17/2032                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    725000 | PA      | $725000.00    | 0.14%             | 2032-09-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                                                  | HOST HOTELS & RESORTS INC REIT                                               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     38699 | NS      | $658656.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                       | GENERAL MOTORS CO 5.950000% 04/01/2049                                       | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35097.39     | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL B.V                                                             | MV24 CAPITAL BV 144A 6.748000% 06/01/2034                                    | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    146464 | PA      | $145258.29    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Industrial & Infrastructure Fund Investment Corporation                      | INDUSTRIAL & INFRASTRUCTURE REIT                                             | CUSIP: N/A<br>LEI: 353800WCHFY04YKYCI19       | Long             | EC               |  | JP        |       131 | NS      | $120485.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAPLES, INC.                                                                | STAPLES INC 144A 12.750000% 01/15/2030                                       | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24083.90     | 0.00%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-124 SN                     | CUSIP: 38380Y2Z7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1059042 | PA      | $138370.50    | 0.03%             | 2048-09-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO, LLC                                                 | BEACH ACQUISITION BIDCO LLC 144A 5.250000% 07/15/2032                        | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |    156000 | PA      | $187898.60    | 0.04%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                             | OCCIDENTAL PETROLEUM CORP 7.150000% 05/15/2028                               | CUSIP: 674599DR3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    190000 | PA      | $200826.20    | 0.04%             | 2028-05-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                                  | TRANSMONTAIGNE PARTNERS LLC 144A 8.500000% 06/15/2030                        | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $1000339.38   | 0.19%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 5.950000% 01/28/2031                                     | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    370000 | PA      | $358385.55    | 0.07%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                  | VERIZON COMMUNICATIONS INC COMMON STOCK                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |     44761 | NS      | $1967245.95   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX US OPERATIONS INC.                                                  | METHANEX US OPERATIONS INC 144A 6.250000% 03/15/2032                         | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $295065.72    | 0.06%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP, LLC                                                      | FIRST BRANDS GROUP, LLC 3/30/2027                                            | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              |  | US        |    112132 | PA      | $39491.68     | 0.01%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC 5.850000% 05/17/2027                                | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |    343000 | PA      | $347240.30    | 0.07%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.                                      | ESSENTIAL PROPERTIES REALTY REIT                                             | CUSIP: N/A<br>LEI: 2549009LXQLVYCGLZO50       | Long             | EC               |  | US        |      8712 | NS      | $259269.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol S.A.                                                               | ECOPETROL SA 6.875000% 04/29/2030                                            | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    810000 | PA      | $830036.71    | 0.16%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                                       | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-2 VCC 2024-3 M1                  | CUSIP: 92259QAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    912901 | PA      | $921478.79    | 0.17%             | 2054-06-25      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| PT Telkom Indonesia (Persero) Tbk                                            | TELKOM INDONESIA PERSERO TBK COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               |  | ID        |   2702081 | NS      | $497525.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                                                   | AMGEN INC 5.250000% 03/02/2033                                               | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    840000 | PA      | $870106.29    | 0.16%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE CLOROX COMPANY                                                           | CLOROX COMPANY COMMON STOCK                                                  | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |      6476 | NS      | $798490.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Luna 2.5 S.a r.l.                                                            | LUNA 2 5SARL 144A 5.500000% 07/01/2032                                       | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | NUSS              | LU        |    224000 | PA      | $267773.80    | 0.05%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                     | CHORD ENERGY CORP 144A 6.000000% 10/01/2030                                  | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    385000 | PA      | $382319.35    | 0.07%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports/Main Street Sports 1/25 PIK Exit                              | Diamond Sports/Main Street Sports 1/25 PIK Exit 1/2/2028                     | CUSIP: 25277EAB8<br>LEI: N/A                  | Long             | LON              |  | US        |     21869 | PA      | $18588.68     | 0.00%             | 2028-01-02      | Floating      | 15.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUDACY CAP LLC *                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     10238 | NS      | $92140.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                    | CNX MIDSTREAM PARTNERS LP 144A 4.750000% 04/15/2030                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $268502.00    | 0.05%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                          | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND 5.000000% 06/01/2029      | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |    665000 | PA      | $639504.74    | 0.12%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 A3                            | CUSIP: 92540GAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    721020 | PA      | $730085.80    | 0.14%             | 2069-06-25      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                             | DEUTSCHE BANK AG 6.000000% MATURITY: PERPETUAL                               | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | NUSS              | DE        |    200000 | PA      | $200135.40    | 0.04%             | 2174-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                  | PRKCM 2023-AFC1 TRUST PRKCM 2023-AFC1 A3                                     | CUSIP: 693981AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180683 | PA      | $181246.68    | 0.03%             | 2058-02-25      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | INTELSAT EMERGENCE SA MANUALLY PRICED OFF EMAIL                              | CUSIP: L5217E120<br>LEI: N/A                  | Long             | EC               |  | US        |     22561 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DISH NETWORK CORPORATION                                                     | DISH NETWORK CORP 144A 11.750000% 11/15/2027                                 | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    495000 | PA      | $523837.22    | 0.10%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Novartis AG                                                                  | NOVARTIS AG-REG COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |     18244 | NS      | $2346963.49   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                                                          | NAVIENT CORP 9.375000% 07/25/2030                                            | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    395000 | PA      | $436581.26    | 0.08%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MAN GROUP PLC                                                                | MAN GROUP PLC/JERSEY COMMON STOCK                                            | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               |  | GB        |     64717 | NS      | $155636.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                                                        | NOBLE CORP PLC WT EXPIRATION: 02/04/28                                       | CUSIP: G65431135<br>LEI: 549300I3HBUNXO0OG954 | N/A              | DE               |  | US        |      2787 | NC      | $48382.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                        | BANCO SANTANDER SA 6.921000% 08/08/2033                                      | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    600000 | PA      | $667250.14    | 0.13%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 3.875000% MATURITY: PERPETUAL                              | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1232000 | PA      | $1215126.04   | 0.23%             | 2173-12-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | BRK: DEUTSCHE BANK AG PAY: EUR006M                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              |  | XX        |   3150000 | NC      | $-27299.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST                                               | MARINER FINANCE ISSUANCE TRUST 2024-A MFIT 2024-AA C                         | CUSIP: 567928AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1022237.80   | 0.19%             | 2036-09-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2024-NQM16 TRUST OBX 2024-NQM16 A3                                       | CUSIP: 67120GAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    781050 | PA      | $786235.78    | 0.15%             | 2064-10-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROCK TRUST                                                                   | ROCK TRUST 2024-CNTR ROCC 2024-CNTR A                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1050000 | PA      | $1081831.59   | 0.20%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC.                                                                    | SNAP INC 144A 6.875000% 03/15/2034                                           | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    780000 | PA      | $789462.51    | 0.15%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                                     | VERTIV GROUP CORP 144A 4.125000% 11/15/2028                                  | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    215000 | PA      | $209943.08    | 0.04%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                                 | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINA 8.625000% 03/15/2029      | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276342.00    | 0.05%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| THOR LLC                                                                     | THOR 2024-A LLC THOR 2024-A B                                                | CUSIP: 88517QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    268194 | PA      | $268036.63    | 0.05%             | 2041-08-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| AL GCX HOLDINGS, LLC                                                         | AL GCX HOLDINGS, LLC 5/17/2029                                               | CUSIP: 00162DAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    169761 | PA      | $169337.06    | 0.03%             | 2029-05-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP, INC.                                                           | AMWINS GROUP, INC. 1/30/2032                                                 | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              |  | US        |   1268609 | PA      | $1267771.74   | 0.24%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                                     | GLOBAL AUTO HOLDINGS LTD/AAG FH UK LTD 144A 8.750000% 01/15/2032             | CUSIP: 00033GAB1<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | NUSS              | GB        |    260000 | PA      | $252850.00    | 0.05%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                                                      | QUIKRETE HOLDINGS, INC. 2/10/2032                                            | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              |  | US        |    945250 | PA      | $944607.23    | 0.18%             | 2032-02-10      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                    | KRAFT HEINZ FOODS CO 4.375000% 06/01/2046                                    | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1299045.14   | 0.24%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kaseya 3/25 Cov-Lite TL                                                      | Kaseya 3/25 Cov-Lite TL 3/20/2032                                            | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              |  | US        |    796000 | PA      | $796724.36    | 0.15%             | 2032-03-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                                    | ELM TRUST 2024-ELM ELM 2024-ELM C15                                          | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1008189.60   | 0.19%             | 2039-06-10      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                               | ANGLOGOLD ASHANTI HOLDINGS PLC 3.750000% 10/01/2030                          | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | NUSS              | AU        |    730000 | PA      | $696444.21    | 0.13%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                                       | BUCKEYE PARTNERS LP 144A 6.750000% 02/01/2030                                | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197343.31    | 0.04%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                            | BERKSHIRE HATHAWAY ENERGY CO 4.250000% 10/15/2050                            | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    165000 | PA      | $134842.52    | 0.03%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                              | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2022-1 M             | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    320000 | PA      | $296407.33    | 0.06%             | 2061-11-25      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                           | ALTRIA GROUP INC COMMON STOCK                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     39422 | NS      | $2604217.32   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-112 SJ                     | CUSIP: 38380TZK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    856063 | PA      | $95577.49     | 0.02%             | 2047-07-20      | Floating      | 1.41%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                    | MATADOR RESOURCES CO 144A 6.875000% 04/15/2028                               | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    505000 | PA      | $515372.20    | 0.10%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4 EART 2024-4A E                    | CUSIP: 30166UAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1480000 | PA      | $1540793.37   | 0.29%             | 2032-02-17      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| BOSIDENG INTERNATIONAL HOLDINGS LIMITED                                      | BOSIDENG INTL HLDGS LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 254900G7F1RDM4B3S169       | Long             | EC               |  | HK        |    183920 | NS      | $109735.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica Argentina                                                          | REPUBLIC OF ARGENTINA 0.500000% 07/09/2029                                   | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |      4497 | PA      | $3707.11      | 0.00%             | 2029-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.750000% 02/15/2028      | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    610000 | PA      | $600621.48    | 0.11%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S.I. 12/24 (2029) Cov-Lite TLD                                             | U.S.I. 12/24 (2029) Cov-Lite TLD 21-Nov-29                                   | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              |  | US        |   1268593 | PA      | $1266905.73   | 0.24%             | 2029-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-122 HS                     | CUSIP: 38380YR64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    230749 | PA      | $30081.05     | 0.01%             | 2048-09-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                  | ALLIANT ENERGY FINANCE LLC 144A 4.250000% 06/15/2028                         | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114068.09    | 0.02%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROBERT HALF INC.                                                             | ROBERT HALF INC COMMON STOCK                                                 | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               |  | US        |      5971 | NS      | $202894.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republique du Benin                                                          | BENIN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 01/19/2032                | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    478000 | PA      | $532096.76    | 0.10%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT REFINANCE LOAN TRUST 2025-A NAVRL 2025-A C                           | CUSIP: 63943FAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1021704.30   | 0.19%             | 2055-02-16      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                 | ROYAL CARIBBEAN CRUISES LTD 144A 6.000000% 02/01/2033                        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |    250000 | PA      | $256370.41    | 0.05%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                                          | NOVELIS CORP 144A 6.875000% 01/30/2030                                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160730.97    | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASR Nederland N.V.                                                           | ASR NEDERLAND NV COMMON STOCK                                                | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               |  | NL        |      8665 | NS      | $590127.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PARTNERS LP                                                           | GLOBAL PARTNERS LP / GLP FINANCE CORP 6.875000% 01/15/2029                   | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    355000 | PA      | $358097.73    | 0.07%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                       | DBS GROUP HOLDINGS LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               |  | SG        |     62482 | NS      | $2479340.62   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 4.897000% 07/25/2033                                    | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1173397.45   | 0.22%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                                         | CHEMOURS CO/THE 144A 4.625000% 11/15/2029                                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    425000 | PA      | $383969.31    | 0.07%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Logista Integral, S.A.                                                       | LOGISTA INTEGRAL SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               |  | ES        |      3662 | NS      | $124488.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNLOCK HEA TRUST                                                             | UNLOCK HEA TRUST 2024-2 UNLOK 2024-2 B                                       | CUSIP: 91528AAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $497850.15    | 0.09%             | 2039-10-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                                      | INVESCO SENIOR LOAN ETF MUTUAL FUND                                          | CUSIP: 46138G508<br>LEI: N/A                  | Long             | EC               | RF                | US        |    146255 | NS      | $3061117.15   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST                                        | HARVEST COMMERCIAL CAPITAL LOAN TRUST 2025-1 HCCLT 2025-1 M3                 | CUSIP: 41757CAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    296221 | PA      | $306267.96    | 0.06%             | 2057-06-25      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                        | BANCO SANTANDER SA 4.250000% 04/11/2027                                      | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $200215.11    | 0.04%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC.                                                      | CACI INTERNATIONAL INC 144A 6.375000% 06/15/2033                             | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226941.14    | 0.04%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                                                   | NORTHERN OIL & GAS INC 144A 8.125000% 03/01/2028                             | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253529.75    | 0.05%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 3.824000% 01/20/2028                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1418371.78   | 0.27%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                                                 | GAZTRANSPORT ET TECHNIGA SA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               |  | FR        |      1884 | NS      | $350144.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                                                    | SANOFI COMMON STOCK                                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |     12140 | NS      | $1150519.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust and HKT Limited                                                    | HKT TRUST AND HKT LTD-SS UNIT                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    197586 | NS      | $292193.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOOSAN BOBCAT NORTH AMERICA, INC.                                            | DOOSAN BOBCAT NORTH AMERICA, INC. 4/20/2029                                  | CUSIP: 18143EAL3<br>LEI: N/A                  | Long             | LON              |  | US        |     84910 | PA      | $84910.48     | 0.02%             | 2029-04-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030            | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    329216 | PA      | $255142.40    | 0.05%             | 2030-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                | FX Forward Contract: USD/CAD SETTLE 2025-10-02                               | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $-13.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                     | TREASURY BILL 0.000000% 10/21/2025                                           | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1995506.66   | 0.38%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                            | MERCK & CO. INC. COMMON STOCK                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     19295 | NS      | $1619429.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                                                       | GFL ENVIRONMENTAL INC 144A 6.750000% 01/15/2031                              | CUSIP: 36168QAQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    195000 | PA      | $204052.03    | 0.04%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                   | TORONTO-DOMINION BANK/THE 8.125000% 10/31/2082                               | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $211386.15    | 0.04%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co International                                            | BRK: MORGAN STANLEY & CO INTERNATIONAL PLC PAY: EUR006M                      | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DIR              |  | XX        |    180000 | NC      | $-3726.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corporation de Securite Garda World                                          | GARDA WORLD SECURITY CORP 144A 7.750000% 02/15/2028                          | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | NUSS              | CA        |    165000 | PA      | $169142.16    | 0.03%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                        | BELRON UK FINANCE PLC 144A 5.750000% 10/15/2029                              | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | NUSS              | GB        |    215000 | PA      | $217802.31    | 0.04%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                               | PROLOGIS LP 1.750000% 07/01/2030                                             | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    280000 | PA      | $250337.50    | 0.05%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II, LLC                                             | LCM INVESTMENTS HOLDINGS II LLC 144A 4.875000% 05/01/2029                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    795000 | PA      | $778903.37    | 0.15%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY, LLC                                                    | COUGAR JV SUBSIDIARY LLC 144A 8.000000% 05/15/2032                           | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    578000 | PA      | $614528.43    | 0.12%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| USI, INC.                                                                    | USI INC/NY 144A 7.500000% 01/15/2032                                         | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225465.85    | 0.04%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORPORATION                                                         | INGEVITY CORP 144A 3.875000% 11/01/2028                                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    485000 | PA      | $466001.97    | 0.09%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LIMITED                                               | ARDONAGH GROUP FINANCE LTD 144A 8.875000% 02/15/2032                         | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | NUSS              | GB        |   1671000 | PA      | $1756712.76   | 0.33%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                         | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2023-B E            | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    740644 | PA      | $754703.41    | 0.14%             | 2033-12-15      | Fixed         | 8.41%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA MTN 5.710000% 01/15/2026                                 | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |    330000 | PA      | $330717.77    | 0.06%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                          | COMCAST CORP-CLASS A COMMON STOCK                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |     50711 | NS      | $1593339.62   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chunghwa Telecom Co., Ltd.                                                   | CHUNGHWA TELECOM CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    204369 | NS      | $894614.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORPORATION DU CANADA                                                  | POWER CORP OF CANADA COMMON STOCK                                            | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               |  | CA        |     30574 | NS      | $1323247.29   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                      | GSK PLC COMMON STOCK                                                         | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               |  | GB        |     92669 | NS      | $1991795.15   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean International Limited                                             | TRANSOCEAN INTERNATIONAL LTD 144A 8.500000% 05/15/2031                       | CUSIP: 893830BZ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    115000 | PA      | $112703.53    | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST                                               | MARINER FINANCE ISSUANCE TRUST 2024-A MFIT 2024-AA D                         | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1026271.90   | 0.19%             | 2036-09-22      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                                               | AMERICAN FINANCIAL GROUP INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300AFOM7IVKIU1G39       | Long             | EC               |  | US        |      4029 | NS      | $587105.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 9.250000% MATURITY: PERPETUAL                              | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    480000 | PA      | $528726.72    | 0.10%             | 2174-05-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-5 JPMMT 2024-5 A9A                      | CUSIP: 46658RAK4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    704315 | PA      | $710422.72    | 0.13%             | 2054-11-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                              | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 14 8.500000% 02/15/2032      | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26564.05     | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET 12/24 TLB                                                        | JANE STREET 12/24 TLB 15-Dec-31                                              | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              |  | US        |    989610 | PA      | $981366.94    | 0.18%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC 4.950000% 03/31/2030                                       | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    226000 | PA      | $231784.73    | 0.04%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OSB GROUP PLC                                                                | OSB GROUP PLC COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 213800ZBKL9BHSL2K459       | Long             | EC               |  | GB        |     22742 | NS      | $174112.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                   | UNITI FIBER ABS ISSUER LLC UNIT 2025-1A A2                                   | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $512008.10    | 0.10%             | 2055-04-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                              | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM2 BRAVO 2022-NQM2 A1                 | CUSIP: 10568KAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    769450 | PA      | $766853.96    | 0.14%             | 2061-11-25      | Floating      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| IHEARTMEDIA, INC.                                                            | IHEARTMEDIA INC - CLASS A COMMON STOCK                                       | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               |  | US        |    168843 | NS      | $484579.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGI GROUP, LLC                                                              | ANGI GROUP LLC 144A 3.875000% 08/15/2028                                     | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $448308.45    | 0.08%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                            | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $989495.13    | 0.19%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBS Radio/Entercom Media 9/24 Cov-Lite                                       | CBS Radio/Entercom Media 9/24 Cov-Lite 10/2/2028                             | CUSIP: 05070XAC5<br>LEI: N/A                  | Long             | LON              |  | US        |     33429 | PA      | $32928.01     | 0.01%             | 2028-10-02      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                               | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2024-2A D                     | CUSIP: 05377RKK9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1022538.80   | 0.19%             | 2028-10-20      | Fixed         | 7.43%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                           | AMERICAN INTERNATIONAL GROUP INC 3.400000% 06/30/2030                        | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $205950.28    | 0.04%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP                                                          | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 1 7.500000% 10/01/2029      | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182506.80    | 0.03%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS, INC.                                                   | IHEARTCOMMUNICATIONS INC 144A 9.125000% 05/01/2029                           | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     61500 | PA      | $55312.25     | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH, LLC                                                             | ADAPTHEALTH LLC 144A 5.125000% 03/01/2030                                    | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $238405.83    | 0.04%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NATWEST GROUP PLC 4.500000% MATURITY: PERPETUAL                              | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | NUSS              | GB        |    760000 | PA      | $981183.74    | 0.18%             | 2174-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5012 DI                                               | CUSIP: 3137FW6P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    437368 | PA      | $95243.12     | 0.02%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                | COMMONBOND STUDENT LOAN TRUST 2020-1 CBSLT 2020-1 B                          | CUSIP: 20268BAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750164 | PA      | $669316.54    | 0.13%             | 2051-10-25      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST                                             | VISTA POINT SECURITIZATION TRUST 2024-CES1 VSTA 2024-CES1 M1                 | CUSIP: 92839HAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1014363.10   | 0.19%             | 2054-05-25      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                                       | AMKOR TECHNOLOGY INC 144A 5.875000% 10/01/2033                               | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    201000 | PA      | $203046.86    | 0.04%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST                                                                  | FIGRE TRUST 2025-HE1 FIGRE 2025-HE1 A                                        | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    429485 | PA      | $435622.75    | 0.08%             | 2055-01-25      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS, INC.                                                         | OSAIC HOLDINGS INC 144A 8.000000% 08/01/2033                                 | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14509.56     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 144A 6.625000% 03/01/2032                                      | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241943.08    | 0.05%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | INTELSAT CVR                                                                 | CUSIP: L8176HAF7<br>LEI: N/A                  | Long             | EC               |  | US        |     22561 | NS      | $253811.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Uzbekistan                                                       | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND MTN 3.700000% 11/25/2030           | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    460000 | PA      | $424743.46    | 0.08%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                                   | ESKOM HOLDINGS MTN 6.350000% 08/10/2028                                      | CUSIP: S25221AV4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $307981.23    | 0.06%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LIMITED PARTNERSHIP                                        | EXCELERATE ENERGY LP 144A 8.000000% 05/15/2030                               | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    415000 | PA      | $441754.64    | 0.08%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RUBIS SCA                                                                    | RUBIS COMMON STOCK                                                           | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               |  | FR        |      4132 | NS      | $155042.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcis 1/25 Cov-Lite                                                          | Arcis 1/25 Cov-Lite 24-Nov-28                                                | CUSIP: 03958MAF4<br>LEI: N/A                  | Long             | LON              |  | US        |    679415 | PA      | $679842.67    | 0.13%             | 2028-11-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| PHINIA INC.                                                                  | PHINIA INC 144A 6.750000% 04/15/2029                                         | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242094.78    | 0.05%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A 7.375000% 01/15/2033                        | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1017479.42   | 0.19%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-151 NI                     | CUSIP: 38382BDB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1544008 | PA      | $275714.82    | 0.05%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -97 | NC      | $-20214648.44 | -3.81%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                        | NEXTERA ENERGY CAPITAL HOLDINGS INC 6.375000% 08/15/2055                     | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290741.08    | 0.05%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2024-CES3 TPMT 2024-CES3 A1                        | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    679322 | PA      | $687866.65    | 0.13%             | 2064-05-25      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | BRK: DEUTSCHE BANK AG PAY: SOFRRATE                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              |  | US        |  10190000 | NC      | $3363.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC BANK BHD                                                              | PUBLIC BANK BERHAD COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300L2RSQCVMOHGM20       | Long             | EC               |  | MY        |    678626 | NS      | $699124.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD.                                                         | NCL CORP LTD 144A 6.750000% 02/01/2032                                       | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | NUSS              | US        |    465000 | PA      | $478220.69    | 0.09%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| YPF Sociedad Anonima                                                         | YPF SA 144A 8.250000% 01/17/2034                                             | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | NUSS              | AR        |    780000 | PA      | $751041.80    | 0.14%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST                                                                   | ROCK TRUST 2024-CNTR ROCC 2024-CNTR D                                        | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    650000 | PA      | $678032.36    | 0.13%             | 2041-11-13      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 6.950000% 01/28/2060                                     | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    207000 | PA      | $170259.57    | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                  | SWEDBANK AB - A SHARES COMMON STOCK                                          | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               |  | SE        |     46588 | NS      | $1407682.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST                      | BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS BACM 2015-UBS7 AS         | CUSIP: 06054ABB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    450000 | PA      | $450319.37    | 0.08%             | 2048-09-15      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| CQS US CLO LTD                                                               | CQS US CLO 2021-1 LTD CQS 2021-1A D1R                                        | CUSIP: 12659UAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1851315.35   | 0.35%             | 2035-01-20      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER, LLC                                                 | INVERSION ESCROW ISSUER LLC 144A 6.750000% 08/01/2032                        | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541812.52    | 0.10%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                               | VFH PARENT LLC / VALOR CO-ISSUER INC 144A 7.500000% 06/15/2031               | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274085.26    | 0.05%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                          | PRAIRIE ACQUIROR LP 144A 9.000000% 08/01/2029                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    625000 | PA      | $650690.40    | 0.12%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH, INC.                                                       | LIFEPOINT HEALTH INC 144A 5.375000% 01/15/2029                               | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    490000 | PA      | $466725.00    | 0.09%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                           | CINEMARK USA INC 144A 5.250000% 07/15/2028                                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    344000 | PA      | $342101.67    | 0.06%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HNNT LLC                                                                     | HINNT 2024-A LLC HINTT 2024-A D                                              | CUSIP: 40472QAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    520832 | PA      | $517979.18    | 0.10%             | 2043-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 3.250000% 03/01/2028                                           | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    395000 | PA      | $385616.83    | 0.07%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                                         | MILLICOM INTERNATIONAL CELLULAR SA 144A 4.500000% 04/27/2031                 | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | NUSS              | GT        |    219000 | PA      | $207260.05    | 0.04%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                | US BANK NA USCLN 2025-SUP1 D                                                 | CUSIP: 90357PBG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    767748 | PA      | $772582.99    | 0.15%             | 2032-02-25      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                        | COCA-COLA CO/THE COMMON STOCK                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     28995 | NS      | $1922948.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Belron 7/25                                                                  | Belron 7/25 16-Oct-31                                                        | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              |  | US        |   1243742 | PA      | $1249189.74   | 0.24%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                             | STANDARD BUILDING SOLUTIONS INC 144A 6.500000% 08/15/2032                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    540000 | PA      | $554051.36    | 0.10%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                                                     | ILLINOIS TOOL WORKS COMMON STOCK                                             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               |  | US        |       417 | NS      | $108736.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 3.500000% 06/01/2041                                                | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    330000 | PA      | $263794.42    | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORPORATION                                                 | PEMBINA PIPELINE CORP COMMON STOCK                                           | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               |  | CA        |     30275 | NS      | $1224359.82   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                                                   | AMGEN INC COMMON STOCK                                                       | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | EC               |  | US        |      5557 | NS      | $1568185.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER, LP                                                         | MEDLINE BORROWER LP 144A 3.875000% 04/01/2029                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    420000 | PA      | $405066.47    | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI ANONIM SIRKETI                                         | YAPI VE KREDI BANKASI AS 144A 9.250000% 01/17/2034                           | CUSIP: 984848AR2<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | NUSS              | TR        |    340000 | PA      | $361407.26    | 0.07%             | 2034-01-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                          | IHS HOLDING LTD 144A 8.250000% 11/29/2031                                    | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | NUSS              | NG        |   1170000 | PA      | $1228611.52   | 0.23%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                      | CAPITAL AUTOMOTIVE REIT CAUTO 2024-2A A2                                     | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    983333 | PA      | $979006.12    | 0.18%             | 2054-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                                          | GAMING AND LEISURE PROPERTIE REIT                                            | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |     14040 | NS      | $654404.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICEBOX HOLDCO III, INC.                                                      | ICEBOX HOLDCO III, INC. 12/21/2029                                           | CUSIP: 45114NAF4<br>LEI: N/A                  | Long             | LON              |  | US        |    225000 | PA      | $228656.25    | 0.04%             | 2029-12-21      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                           | MERCADOLIBRE INC 3.125000% 01/14/2031                                        | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | BR        |    240000 | PA      | $221817.50    | 0.04%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 5.572000% 04/22/2036                                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    330000 | PA      | $347828.17    | 0.07%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                  | ONEOK INC 6.350000% 01/15/2031                                               | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    305000 | PA      | $327513.32    | 0.06%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                                       | BUCKEYE PARTNERS LP 144A 6.875000% 07/01/2029                                | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    405000 | PA      | $419730.66    | 0.08%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                     | NXP BV / NXP FUNDING LLC / NXP USA INC 3.400000% 05/01/2030                  | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | NL        |    215000 | PA      | $206151.44    | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY FINANCE CORP.                                                | BEACON MOBILITY CORP 144A 7.250000% 08/01/2030                               | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $332690.88    | 0.06%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES, INC.                                                      | CIVITAS RESOURCES INC 144A 9.625000% 06/15/2033                              | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221803.50    | 0.04%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                                         | NCL CORP LTD 144A 5.875000% 01/15/2031                                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | NUSS              | US        |    347000 | PA      | $346987.00    | 0.07%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| freenet AG                                                                   | FREENET AG COMMON STOCK                                                      | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               |  | DE        |      7110 | NS      | $227661.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                                            | YUM! BRANDS INC 144A 4.750000% 01/15/2030                                    | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73540.95     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II, LLC                                                       | CHOBANI HOLDCO II LLC 144A 8.750000% 10/01/2029                              | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104405 | PA      | $110642.26    | 0.02%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2023-8 VERUS 2023-8 A3                            | CUSIP: 92540DAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    197107 | PA      | $199553.78    | 0.04%             | 2068-12-25      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                 | HILTON GRAND VACATIONS TRUST 2024-3 HGVT 2024-3A C                           | CUSIP: 43283NAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1051324 | PA      | $1064011.18   | 0.20%             | 2040-08-27      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST                                   | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2 ESART 2025-2 E             | CUSIP: 30185EAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    690000 | PA      | $692388.02    | 0.13%             | 2033-02-15      | Fixed         | 6.87%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                              | REACH ABS TRUST 2025-1 REACH 2025-1A B                                       | CUSIP: 75525PAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $507435.45    | 0.10%             | 2032-08-16      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| H & R BLOCK, INC.                                                            | H&R BLOCK INC COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 549300CE3KUCWLZBG404       | Long             | EC               |  | US        |      5723 | NS      | $289412.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LIMITED                                             | BOC HONG KONG HOLDINGS LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               |  | HK        |    200445 | NS      | $939226.62    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                     | US LONG BOND(CBT) DEC25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -23 | NC      | $-2681656.25  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| SANDS CHINA LTD.                                                             | SANDS CHINA LTD 3.250000% 08/08/2031                                         | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | NUSS              | MO        |    200000 | PA      | $183779.22    | 0.03%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS, LP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FI 7.375000% 02/15/2029      | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    340000 | PA      | $350146.62    | 0.07%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 6.490000% 01/23/2027                                     | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     73000 | PA      | $73743.09     | 0.01%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                                              | SPDR BLACKSTONE SENIOR LOAN MUTUAL FUND                                      | CUSIP: 78467V608<br>LEI: N/A                  | Long             | EC               | RF                | US        |    149326 | NS      | $6208975.08   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                                | ASBURY AUTOMOTIVE GROUP INC 144A 5.000000% 02/15/2032                        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177642.99    | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | CELANESE US HOLDINGS LLC 6.750000% 04/15/2033                                | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154346.05    | 0.03%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                             | NRG ENERGY INC 144A 6.000000% 01/15/2036                                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410058.89    | 0.08%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP, LLC                                                      | FIRST BRANDS GROUP, LLC 3/30/2027                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              |  | US        |    528073 | PA      | $185770.92    | 0.03%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| XPO, INC.                                                                    | XPO INC 144A 7.125000% 02/01/2032                                            | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    255000 | PA      | $267809.42    | 0.05%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Nissan Chemical Corporation                                                  | NISSAN CHEMICAL CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               |  | JP        |      6572 | NS      | $238384.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS, INC.                                                          | FLOWERS FOODS INC COMMON STOCK                                               | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               |  | US        |     10839 | NS      | $141448.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 2.950000% 04/01/2030                                             | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     98000 | PA      | $92339.03     | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                    | REGAL REXNORD CORP 6.300000% 02/15/2030                                      | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    535000 | PA      | $567259.98    | 0.11%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP, LLC                                                      | FIRST BRANDS GROUP, LLC 3/30/2028                                            | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              |  | US        |   1200000 | PA      | $66540.00     | 0.01%             | 2028-03-30      | Floating      | 13.07%                | No            |                  2 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NET LEASE FUND LLC.                              | OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES OAKIG 2020-1A A1           | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    866984 | PA      | $827718.73    | 0.16%             | 2050-11-20      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE                                                    | CAFL 2023-RTL1 ISSUER LLC CAFL 2023-RTL1 A1                                  | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    520000 | PA      | $522344.78    | 0.10%             | 2030-12-28      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US LONG BOND(CBT) DEC25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -47 | NC      | $-5479906.25  | -1.03%            |  |  |  | No            |                  1 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                | US BANK C&I CREDIT-LINKED NOTES SERIES 2025-2 USCLN 2025-SUP2 E              | CUSIP: 90355PAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1001167.00   | 0.19%             | 2032-09-25      | Floating      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 3.450000% 11/01/2028                                           | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    355000 | PA      | $347114.83    | 0.07%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2024-1 VERUS 2024-1 A3                            | CUSIP: 92540EAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    401434 | PA      | $403588.98    | 0.08%             | 2069-01-25      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES, INC.                                              | PRIME HEALTHCARE SERVICES INC 144A 9.375000% 09/01/2029                      | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $301600.00    | 0.06%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                   | AMNEAL PHARMACEUTICALS LLC 144A 6.875000% 08/01/2032                         | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    126000 | PA      | $130310.76    | 0.02%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Discovery Energy/Kohler Energy 1/24 (USD) TL                                 | Discovery Energy/Kohler Energy 1/24 (USD) TL 1-May-31                        | CUSIP: 25472PAB6<br>LEI: N/A                  | Long             | LON              |  | US        |    390254 | PA      | $390620.64    | 0.07%             | 2031-05-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                      | EXXON MOBIL CORP COMMON STOCK                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     12126 | NS      | $1367206.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                               | ZF NORTH AMERICA CAPITAL INC 144A 7.125000% 04/14/2030                       | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | DE        |    280000 | PA      | $277253.84    | 0.05%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SCHUMACHER GROUP/SCP HEALTH 7/25 TLB                                         | SCHUMACHER GROUP/SCP HEALTH 7/25 TLB 7/23/2032                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    300000 | PA      | $301287.00    | 0.06%             | 2032-07-23      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST 144A ZERO COUPON 09/30/2027                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39668.86     | 0.01%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GODDARD FUNDING LLC                                                          | GODDARD FUNDING LLC GDRD 2024-1A A2                                          | CUSIP: 380241AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    992500 | PA      | $1015845.88   | 0.19%             | 2054-10-30      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| WASTE PRO USA, INC.                                                          | WASTE PRO USA INC 144A 7.000000% 02/01/2033                                  | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222696.36    | 0.04%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                                                  | INTERNATIONAL SEAWAYS INC COMMON STOCK                                       | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               |  | US        |      1872 | NS      | $86261.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUSA CORPORATION                                                          | VIRTUSA CORPORATION 2/15/2029                                                | CUSIP: 92828KAP7<br>LEI: N/A                  | Long             | LON              |  | US        |    892133 | PA      | $879866.42    | 0.17%             | 2029-02-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR QF4924                                                   | CUSIP: 3133BSPH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     55170 | PA      | $57011.28     | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST                                                                   | BAHA TRUST 2024-MAR BAHA 2024-MAR B                                          | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1041814.20   | 0.20%             | 2041-12-10      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                   | COOPERATIEVE RABOBANK UA 4.625000% MATURITY: PERPETUAL                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | NUSS              | NL        |    800000 | PA      | $942912.60    | 0.18%             | 2173-12-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                           | NEWELL BRANDS INC 144A 8.500000% 06/01/2028                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $206258.52    | 0.04%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                                             | STANDARD INDUSTRIES INC/NY 144A 4.375000% 07/15/2030                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407481.33    | 0.08%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.125000% 07/25/2028                                           | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1358651.32   | 0.26%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                          | STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-3 STAR 2022-3 A1                    | CUSIP: 85571RAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    735812 | PA      | $732541.06    | 0.14%             | 2067-03-25      | Floating      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                           | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A E              | CUSIP: 02007GZ89<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    541416 | PA      | $554607.78    | 0.10%             | 2032-05-17      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-10 PAID 2024-10 E                          | CUSIP: 69546UAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    960153 | PA      | $988603.06    | 0.19%             | 2032-06-15      | Fixed         | 10.41%                | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                             | CIFC FUNDING 2017-III LTD CIFC 2017-3A D1R                                   | CUSIP: 12548JAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    210000 | PA      | $210271.53    | 0.04%             | 2037-04-20      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 3.350000% 03/15/2033            | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    333230 | PA      | $284644.74    | 0.05%             | 2033-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                          | PENFED AUTO RECEIVABLES OWNER TRUST PNFED 2024-A D                           | CUSIP: 70687FAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $699416.92    | 0.13%             | 2032-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                                          | NEWMONT CORP / NEWCREST FINANCE PTY LTD 3.250000% 05/13/2030                 | CUSIP: 65163LAB5<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    119000 | PA      | $114055.56    | 0.02%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                              | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-2 M             | CUSIP: 35563PRE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    732529 | PA      | $707252.01    | 0.13%             | 2059-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                         | KONINKLIJKE KPN NV COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               |  | NL        |    209198 | NS      | $1004871.11   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Group B.V.                                                            | UNITED GROUP BV 144A 4.625000% 08/15/2028                                    | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | NUSS              | SI        |    450000 | PA      | $526726.66    | 0.10%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 6.700000% 02/16/2032                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     70000 | PA      | $69370.21     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GBX LEASING LLC                                                              | GBX LEASING 2023-1 LLC GBXL 2023-1A A                                        | CUSIP: 361528AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    965717 | PA      | $996670.42    | 0.19%             | 2053-11-20      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 4.100000% 06/03/2026                                    | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    845000 | PA      | $844335.69    | 0.16%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                 | PROCTER & GAMBLE CO/THE COMMON STOCK                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |      3592 | NS      | $551910.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                         | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 7.750000% 04/15/2028                 | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59890.90     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chamberlain/Chariot Buyer 7/25 TLB                                           | Chamberlain/Chariot Buyer 7/25 TLB 9/8/2032                                  | CUSIP: 15963CAE6<br>LEI: N/A                  | Long             | LON              |  | US        |    554875 | PA      | $555108.05    | 0.10%             | 2032-09-08      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-110 SD                     | CUSIP: 38381YXM1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    464727 | PA      | $56498.79     | 0.01%             | 2049-09-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                           | BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 05/18/2034               | CUSIP: 05675M2J2<br>LEI: 54930065PJIB53WWMP12 | Long             | DBT              | NUSS              | BH        |    740000 | PA      | $717935.71    | 0.14%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                          | RAKUTEN GROUP INC 144A 8.125000% MATURITY: PERPETUAL                         | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | NUSS              | JP        |    270000 | PA      | $280663.83    | 0.05%             | 2174-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                             | TRANSOCEAN INTERNATIONAL LTD 144A 8.750000% 02/15/2030                       | CUSIP: 893830BX6<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     48750 | PA      | $51293.34     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NOBLE CORPORATION PLC                                                        | NOBLE CORP PLC COMMON STOCK                                                  | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               |  | US        |      7982 | NS      | $225730.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                      | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2025-A D                       | CUSIP: 81378RAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    354382 | PA      | $361390.47    | 0.07%             | 2031-07-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                          | REPUBLIC OF TURKIYE 7.625000% 04/26/2029                                     | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    560000 | PA      | $594470.82    | 0.11%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II, LLC                                                 | MATCH GROUP HOLDINGS II LLC 144A 5.625000% 02/15/2029                        | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144596.89    | 0.03%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 2.875000% 03/25/2031                                             | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $468300.59    | 0.09%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 4.500000% 04/15/2050                                        | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1191165.86   | 0.22%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                                                   | ZOZO INC COMMON STOCK                                                        | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               |  | JP        |     21653 | NS      | $199231.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                        | AXON ENTERPRISE INC 144A 6.125000% 03/15/2030                                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179729.81    | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                               | OPAL BIDCO SAS 28-Apr-32                                                     | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              |  | US        |    475000 | PA      | $475950.00    | 0.09%             | 2032-04-28      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HOLDINGS, INC.                                                     | ALARM.COM HOLDINGS INC ZERO COUPON 01/15/2026                                | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56088.00     | 0.01%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                                                   | CULLEN/FROST BANKERS INC COMMON STOCK                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               |  | US        |      3324 | NS      | $421383.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                                                          | NAVIENT CORP 5.500000% 03/15/2029                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    309000 | PA      | $302915.85    | 0.06%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                           | SOUTHERN CALIFORNIA EDISON CO 4.200000% 03/01/2029                           | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    420000 | PA      | $414624.89    | 0.08%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-124 CS                     | CUSIP: 38378WUZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     84652 | PA      | $9840.98      | 0.00%             | 2043-08-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                                                         | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 7.875000% 05/15/2032         | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    465000 | PA      | $484973.50    | 0.09%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                          | VERISURE HOLDING AB 144A 3.250000% 02/15/2027                                | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | NUSS              | SE        |    375000 | PA      | $440140.00    | 0.08%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FINECOBANK BANCA FINECO S.P.A.                                               | FINECOBANK SPA COMMON STOCK                                                  | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               |  | IT        |     33916 | NS      | $736699.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLO ISSUER LLC                                                              | ALLO ISSUER LLC ALLO 2024-1A C                                               | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1077509.90   | 0.20%             | 2054-07-20      | Fixed         | 11.19%                | Yes           |                  2 | On Loan: No      |
| TK ELEVATOR U.S. NEWCO, INC.                                                 | TK ELEVATOR US NEWCO INC 144A 5.250000% 07/15/2027                           | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | DE        |    380000 | PA      | $378656.43    | 0.07%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                                          | ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 04/14/2032              | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    210000 | PA      | $200282.62    | 0.04%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                                          | GENERAL MILLS INC COMMON STOCK                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     20018 | NS      | $1009307.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR LLC                                                                     | THOR 2024-A LLC THOR 2024-A C                                                | CUSIP: 88517QAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    268194 | PA      | $269097.95    | 0.05%             | 2041-08-15      | Fixed         | 7.66%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                     | FX Forward Contract: USD/EUR SETTLE 2025-12-08                               | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |         1 | NC      | $1053.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC.                                         | GLOBAL INFRASTRUCTURE SOLUTIONS INC 144A 7.500000% 04/15/2032                | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316684.80    | 0.06%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS, INC.                                          | FOUNDATION BUILDING MATERIALS INC 144A 6.000000% 03/01/2029                  | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    585000 | PA      | $592962.60    | 0.11%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                   | WARNERMEDIA HOLDINGS INC 5.050000% 03/15/2042                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    395000 | PA      | $315336.40    | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE, LLC                                               | UNITED WHOLESALE MORTGAGE LLC 144A 5.500000% 04/15/2029                      | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    421000 | PA      | $415212.89    | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS, INC.                                                   | IHEARTCOMMUNICATIONS INC 144A 10.875000% 05/01/2030                          | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    442000 | PA      | $300341.80    | 0.06%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST                                             | VISTA POINT SECURITIZATION TRUST 2025-CES2 VSTA 2025-CES2 A1                 | CUSIP: 92842UAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    985860 | PA      | $989574.29    | 0.19%             | 2055-08-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 6.840000% 01/23/2030                                     | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    740000 | PA      | $752696.92    | 0.14%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS, INC.                                                           | VAIL RESORTS INC 144A 5.625000% 07/15/2030                                   | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342125.00    | 0.06%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-67 PS                      | CUSIP: 38380W4A4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    986446 | PA      | $121205.86    | 0.02%             | 2048-05-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2024-BIO2 BX 2024-BIO2 B                        | CUSIP: 05613GAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1012890.40   | 0.19%             | 2041-08-13      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                           | OXFORD FINANCE LLC / OXFORD FINANCE CO-ISSUER II I 6.375000% 02/01/2027      | CUSIP: 69145LAC8<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310004.10    | 0.06%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EASTGROUP PROPERTIES, INC.                                                   | EASTGROUP PROPERTIES INC REIT                                                | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      2583 | NS      | $437198.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMES TRUST                                                                  | HOMES 2025-AFC1 TRUST HOMES 2025-AFC1 A1                                     | CUSIP: 403969AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    428186 | PA      | $431973.19    | 0.08%             | 2060-01-25      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| USQ RAIL I LLC                                                               | USQ RAIL I LLC STEAM 2021-1A A                                               | CUSIP: 90352WAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    808176 | PA      | $764768.67    | 0.14%             | 2051-02-28      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                                                   | GCAT 2024-INV2 TRUST GCAT 2024-INV2 A14                                      | CUSIP: 36170KAP8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    703641 | PA      | $709743.44    | 0.13%             | 2054-06-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                              | PALMER SQUARE LOAN FUNDING 2022-3 LTD PSTAT 2022-3A CR                       | CUSIP: 69690CAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $431087.47    | 0.08%             | 2031-04-15      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                    | CNX RESOURCES CORP 144A 7.250000% 03/01/2032                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    410000 | PA      | $425345.00    | 0.08%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ/MADISON AIR 3/25 COV-LITE IN                                     | MADISON IAQ/MADISON AIR 3/25 COV-LITE IN 5/6/2032                            | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              |  | US        |   1097250 | PA      | $1101803.59   | 0.21%             | 2032-05-06      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                          | REPUBLIC OF TURKIYE 6.875000% 03/17/2036                                     | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     60000 | PA      | $60306.55     | 0.01%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC                                        | HOWARD MIDSTREAM ENERGY PARTNERS LLC 144A 6.625000% 01/15/2034               | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $412928.03    | 0.08%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMMC CLO LIMITED                                                             | AMMC CLO 30 LTD AMMC 2024-30A D                                              | CUSIP: 03165UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251363.00    | 0.05%             | 2037-01-15      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN HOLDINGS, INC.                                                       | ONEMAIN HOLDINGS INC COMMON STOCK                                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               |  | US        |      5990 | NS      | $338195.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC.                                                              | BOMBARDIER INC 144A 6.750000% 06/15/2033                                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $31306.75     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                             | OCCIDENTAL PETROLEUM CORP 7.950000% 06/15/2039                               | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $703906.20    | 0.13%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                             | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 4.100000% 10/01/2046          | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | NUSS              | IL        |    655000 | PA      | $488833.12    | 0.09%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC.                                                            | STONEX ESCROW ISSUER LLC 144A 6.875000% 07/15/2032                           | CUSIP: 86189AAA7<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195570.12    | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                          | FRONTIER ISSUER LLC FYBR 2024-1 B                                            | CUSIP: 35910EAM6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1042809.00   | 0.20%             | 2054-06-20      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                               | ANYWHERE REAL ESTATE GROUP LLC / REALOGY CO-ISSUER 5.750000% 01/15/2029      | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    295000 | PA      | $283524.53    | 0.05%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                    | EXPAND ENERGY CORP 4.750000% 02/01/2032                                      | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    865000 | PA      | $850100.27    | 0.16%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES, INC.                                                      | NABORS INDUSTRIES INC 144A 7.375000% 05/15/2027                              | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    353000 | PA      | $358333.12    | 0.07%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO 7.625000% MATURITY: PERPETUAL                               | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $535210.00    | 0.10%             | 2174-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY MTN 1.794000% 02/13/2032                                      | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    585000 | PA      | $510224.27    | 0.10%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                  | HUDSON YARDS 2025-SPRL MORTGAGE TRUST HY 2025-SPRL D                         | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $363953.35    | 0.07%             | 2040-01-13      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| MV24 CAPITAL B.V                                                             | MV24 CAPITAL BV 6.748000% 06/01/2034                                         | CUSIP: N53766AA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |   1677013 | PA      | $1663207.46   | 0.31%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                           | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 6.750000% 10/15/2027      | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395850.83    | 0.07%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                             | UNLOCK HEA TRUST 2024-2 UNLOK 2024-2 C                                       | CUSIP: 91528AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $386070.15    | 0.07%             | 2039-10-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                                  | SUNNOVA HESTIA II ISSUER LLC SNVA 2024-GRID1 1A                              | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    912135 | PA      | $913183.70    | 0.17%             | 2051-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft.                                              | COMMERZBANK AG MTN 7.500000% MATURITY: PERPETUAL                             | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | NUSS              | DE        |    600000 | PA      | $629922.00    | 0.12%             | 2174-04-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                                             | PIKE CORP 144A 8.625000% 01/31/2031                                          | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48273.62     | 0.01%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Kidde Global 7/25 LSF12 Crown                                                | Kidde Global 7/25 LSF12 Crown 12/2/2031                                      | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              |  | US        |    475000 | PA      | $475299.25    | 0.09%             | 2031-12-02      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                    | OBX 2024-NQM8 TRUST OBX 2024-NQM8 A3                                         | CUSIP: 67119CAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    684791 | PA      | $693001.38    | 0.13%             | 2064-05-25      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                                     | KODIAK GAS SERVICES LLC 144A 7.250000% 02/15/2029                            | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    578000 | PA      | $599770.39    | 0.11%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 A2                            | CUSIP: 92540GAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    721020 | PA      | $731286.37    | 0.14%             | 2069-06-25      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                                  | PROSUS NV MTN 3.061000% 07/13/2031                                           | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    300000 | PA      | $272420.09    | 0.05%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ITC LIMITED                                                                  | ITC LTD COMMON STOCK                                                         | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               |  | IN        |    179274 | NS      | $810389.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Ltd.                                               | WEATHERFORD INTERNATIONAL LTD 144A 6.750000% 10/15/2033                      | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $300208.68    | 0.06%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                  | BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL A                             | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $1042295.98   | 0.20%             | 2037-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Republique du Benin                                                          | BENIN GOVERNMENT INTERNATIONAL BOND 144A 8.375000% 01/23/2041                | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    800000 | PA      | $836877.26    | 0.16%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE, LLC                                                               | COMMSCOPE LLC 144A 8.250000% 03/01/2027                                      | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136475.48    | 0.03%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC SRFC 2025-2A D               | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    888025 | PA      | $897531.58    | 0.17%             | 2044-04-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP, INC.                                              | SINCLAIR TELEVISION GROUP INC 144A 8.125000% 02/15/2033                      | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    875000 | PA      | $897986.22    | 0.17%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Chobani 1/25 Cov-Lite                                                        | Chobani 1/25 Cov-Lite 25-Oct-27                                              | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              |  | US        |   1567105 | PA      | $1570693.93   | 0.30%             | 2027-10-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       188 | NC      | $20528718.75  | 3.87%             |  |  |  | No            |                  1 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                  | SCCU AUTO RECEIVABLES TRUST 2024-1 SCCU 2024-1A D                            | CUSIP: 78436RAN0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1013575.20   | 0.19%             | 2032-07-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 5.202000% 04/25/2029                                    | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1019937.82   | 0.19%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE, LLC                                                               | COMMSCOPE LLC 144A 9.500000% 12/15/2031                                      | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305354.80    | 0.06%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                            | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 6.750000% 09/15/2032          | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | NUSS              | US        |     95000 | PA      | $97105.20     | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                 | ROYAL CARIBBEAN CRUISES LTD 144A 5.625000% 09/30/2031                        | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | NUSS              | US        |    500000 | PA      | $509839.82    | 0.10%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Limited                                                  | TRANSOCEAN POSEIDON LTD 144A 6.875000% 02/01/2027                            | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    150750 | PA      | $150616.41    | 0.03%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                    | MATADOR RESOURCES CO 144A 6.500000% 04/15/2032                               | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247344.41    | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TPG TRUST                                                                    | TPG TRUST 2024-WLSC TPG 2024-WLSC A                                          | CUSIP: 872973AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $400483.20    | 0.08%             | 2029-11-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORPORATION                                                | CHAMP ACQUISITION CORP 144A 8.375000% 12/01/2031                             | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $967452.85    | 0.18%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 B1                            | CUSIP: 92540GAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360000 | PA      | $366750.86    | 0.07%             | 2069-06-25      | Floating      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 4.912000% 07/25/2033                                     | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    530000 | PA      | $540444.66    | 0.10%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | Credit Default Swap                                                          | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DCR              |  | US        |  -8505000 | NC      | $179843.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                                         | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 144A 6.250000% 04/01/2029          | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117921.54    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORPORATION                                                  | RANGE RESOURCES CORP 8.250000% 01/15/2029                                    | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46057.10     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                | CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 CAS 2019-R05 1B1                | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    376685 | PA      | $383959.81    | 0.07%             | 2039-07-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP 7.125000% 09/15/2032                                    | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    820000 | PA      | $847090.99    | 0.16%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2024-BIO2 BX 2024-BIO2 C                        | CUSIP: 05613GAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1024500.00   | 0.19%             | 2041-08-13      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP 6.625000% 05/15/2029                                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411148.40    | 0.08%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        45 | NC      | $9377929.69   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-111 IM                     | CUSIP: 38379MNK6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    954853 | PA      | $158441.50    | 0.03%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                   | WARNERMEDIA HOLDINGS INC 4.279000% 03/15/2032                                | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    165000 | PA      | $151181.25    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.000000% MATURITY: PERPETUAL                                  | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249026.80    | 0.05%             | 2174-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON ANONIM SIRKETI                                         | TURK TELEKOMUNIKASYON AS 144A 7.375000% 05/20/2029                           | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $310484.55    | 0.06%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | DIAMOND SPORTS GROUP LLC *                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      1122 | NS      | $11500.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                                   | FDJ UNITED COMMON STOCK                                                      | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               |  | FR        |      5369 | NS      | $180180.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS DAGANGAN BERHAD                                                     | PETRONAS DAGANGAN BHD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     15538 | NS      | $84721.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                               | SOFI PROFESSIONAL LOAN PROGRAM 2020-ATRUST SOFI 2020-A BFX                   | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360000 | PA      | $317102.54    | 0.06%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OSMOSIS BUYER LIMITED                                                        | OSMOSIS BUYER LIMITED 7/31/2028                                              | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              |  | US        |   1097250 | PA      | $1099214.08   | 0.21%             | 2028-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                 | BRISTOL-MYERS SQUIBB CO COMMON STOCK                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     43007 | NS      | $1939615.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP.                                                                 | MCAFEE CORP 144A 7.375000% 02/15/2030                                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1008291.85   | 0.19%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                  | PFIZER INC COMMON STOCK                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |    101916 | NS      | $2596819.68   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCLATCHY MEDIA COMPANY, LLC                                                 | MCCLATCHY MEDIA CO LLC 144A 8.000000% 03/01/2028                             | CUSIP: 00456LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1177080.00   | 0.22%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                       | GREENSKY HOME IMPROVEMENT TRUST 2024-1 GSKY 2024-1 E                         | CUSIP: 39571MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    926038 | PA      | $963723.12    | 0.18%             | 2059-06-25      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS USA, INC.                                               | HARBOR FREIGHT TOOLS USA, INC. 6/11/2031                                     | CUSIP: 41151PAR6<br>LEI: N/A                  | Long             | LON              |  | US        |    348742 | PA      | $342203.53    | 0.06%             | 2031-06-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                          | REPUBLIC OF ARGENTINA 4.125000% 07/09/2035                                   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1245672 | PA      | $647126.60    | 0.12%             | 2035-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMOND COMPANY LTD.                                         | ARCTIC CANADIAN DIAMOND COMPANY LTD. 6/30/2026                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    814495 | PA      | $814494.98    | 0.15%             | 2026-06-30      | Floating      | 10.00%                | No            |                  3 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                                       | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-2 VCC 2024-3 M2                  | CUSIP: 92259QAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    991473 | PA      | $1001084.48   | 0.19%             | 2054-06-25      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 5.350000% 02/12/2028                                     | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    180000 | PA      | $179232.92    | 0.03%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corporation                                     | JAPAN REAL ESTATE INVESTMENT REIT                                            | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               |  | JP        |       134 | NS      | $112995.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEAMSYSTEM S.P.A.                                                            | TEAMSYSTEM SPA 144A 3.500000% 02/15/2028                                     | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | NUSS              | IT        |    300000 | PA      | $350295.08    | 0.07%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                     | STATE STREET CORP 6.700000% MATURITY: PERPETUAL                              | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104008.40    | 0.02%             | 2174-06-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                                | NISOURCE INC 3.600000% 05/01/2030                                            | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48417.81     | 0.01%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                | NYC COMMERCIAL MORTGAGE TRUST 2025-3BP NYC 2025-3BP B                        | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $549533.55    | 0.10%             | 2042-02-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                                                | FOCUS FINANCIAL PARTNERS LLC 144A 6.750000% 09/15/2031                       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    917000 | PA      | $939116.21    | 0.18%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                              | Credit Default Swap                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              |  | US        |   -980000 | NC      | $13781.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYAN BANKING BERHAD                                                       | MALAYAN BANKING BHD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 5493004OT3TOY404V310       | Long             | EC               |  | MY        |    284010 | NS      | $668687.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING, INC.                                          | AMERICAN AXLE & MANUFACTURING INC 144A 6.375000% 10/15/2032                  | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199662.31    | 0.04%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP, INC.                                                        | WALKER & DUNLOP INC 144A 6.625000% 04/01/2033                                | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $255661.67    | 0.05%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC.                                                                    | SNAP INC 144A 6.875000% 03/01/2033                                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178867.26    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                    | BRK: JP MORGAN CHASE BANK NA PAY: EUR006M                                    | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | XX        |   4010000 | NC      | $-15812.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                            | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 AFFRM 2024-X2 D                    | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $504965.30    | 0.10%             | 2029-12-17      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| WH GROUP LIMITED                                                             | WH GROUP LTD COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               |  | HK        |    482156 | NS      | $522255.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                     | VENTURE GLOBAL LNG INC 144A 9.875000% 02/01/2032                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    205000 | PA      | $223188.26    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2024-AIRC BX 2024-AIRC C                        | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    936195 | PA      | $939413.40    | 0.18%             | 2039-08-15      | Floating      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| HUSKY INTERNATIONAL 2/24 COV-LITE TLB                                        | HUSKY INTERNATIONAL 2/24 COV-LITE TLB 2/15/2029                              | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              |  | US        |    622639 | PA      | $623846.46    | 0.12%             | 2029-02-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND, INC.                                                            | HILLENBRAND INC 6.250000% 02/15/2029                                         | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    202000 | PA      | $207100.90    | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                | STARWOOD PROPERTY TRUST INC 144A 6.500000% 07/01/2030                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    495000 | PA      | $511999.95    | 0.10%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3, INC.                                                           | WAND NEWCO 3 INC 144A 7.625000% 01/30/2032                                   | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1079960.50   | 0.20%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                  | FCCU AUTO RECEIVABLES TRUST 2024-1 FCCU 2024-1A C                            | CUSIP: 30336CAL9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1029741.80   | 0.19%             | 2030-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST                                                                    | ELM TRUST 2024-ELM ELM 2024-ELM D15                                          | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1005756.70   | 0.19%             | 2039-06-10      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| PROSPERITY BANCSHARES, INC.                                                  | PROSPERITY BANCSHARES INC COMMON STOCK                                       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               |  | US        |      1258 | NS      | $83468.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IRV TRUST                                                                    | IRV TRUST 2025-200P IRV 2025-200P A                                          | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $817750.24    | 0.15%             | 2047-03-14      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BHMS MORTGAGE TRUST                                                          | BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS BHMS 2025-ATLS A                    | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $802254.80    | 0.15%             | 2042-08-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WINDSTREAM SERVICES, LLC                                                     | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANC 8.250000% 10/01/2031      | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217534.04    | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                        | ESSEX PORTFOLIO LP 3.000000% 01/15/2030                                      | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    370000 | PA      | $350524.08    | 0.07%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES, INC.                                                     | FRANKLIN RESOURCES INC COMMON STOCK                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               |  | US        |     13287 | NS      | $307328.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                           | VENTURE GLOBAL CALCASIEU PASS LLC 144A 4.125000% 08/15/2031                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179331.14    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                            | ADMIRAL GROUP PLC COMMON STOCK                                               | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               |  | GB        |     13898 | NS      | $627894.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F NAVSL 2020-FA B             | CUSIP: 63941XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    320000 | PA      | $275290.02    | 0.05%             | 2069-07-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                              | BOMBARDIER INC 144A 7.000000% 06/01/2032                                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | NUSS              | CA        |    265000 | PA      | $276973.49    | 0.05%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -185 | NC      | $-20201132.81 | -3.80%            |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORPORATION                                       | CLARIVATE SCIENCE HOLDINGS CORP 144A 4.875000% 07/01/2029                    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    616000 | PA      | $582137.68    | 0.11%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                 | PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 6.000000% 04/08/2026              | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    340000 | PA      | $338577.21    | 0.06%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 7.750000% MATURITY: PERPETUAL                              | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    270000 | PA      | $291386.70    | 0.05%             | 2174-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                         | OLYMPUS WATER US HOLDING CORP 144A 7.250000% 02/15/2033                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1216265.47   | 0.23%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PVONE LLC                                                                    | PVONE 2023-1 LLC PVONE 2023-1A A                                             | CUSIP: 693696AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    134627 | PA      | $134737.87    | 0.03%             | 2035-07-16      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 3.600000% 06/15/2035            | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    225008 | PA      | $164017.45    | 0.03%             | 2035-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLD 7.875000% 05/01/2027      | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | NUSS              | CH        |    675000 | PA      | $685525.28    | 0.13%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT, LLC                                                           | ONESKY FLIGHT LLC 144A 8.875000% 12/15/2029                                  | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    580000 | PA      | $609900.74    | 0.11%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| USS Co., Ltd.                                                                | USS CO LTD COMMON STOCK                                                      | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               |  | JP        |     22224 | NS      | $255490.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUSA CORPORATION                                                          | VIRTUSA CORP 144A 7.125000% 12/15/2028                                       | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    308000 | PA      | $300916.09    | 0.06%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLD 9.500000% 06/01/2028      | CUSIP: 92841HAA0<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | NUSS              | CH        |    283000 | PA      | $294609.96    | 0.06%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PHINIA INC.                                                                  | PHINIA INC 144A 6.625000% 10/15/2032                                         | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175207.61    | 0.03%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                 | TENET HEALTHCARE CORP 6.125000% 06/15/2030                                   | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    291000 | PA      | $294712.24    | 0.06%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                        | AXON ENTERPRISE INC 144A 6.250000% 03/15/2033                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185273.28    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                     | RETAINED VANTAGE DATA CENTERS ISSUER LLC VDCR 2024-1A B                      | CUSIP: 76134KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1008443.80   | 0.19%             | 2049-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS, LLC                                                       | AHEAD DB HOLDINGS LLC 144A 6.625000% 05/01/2028                              | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1105245.31   | 0.21%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                                            | PENNYMAC FINANCIAL SERVICES INC 144A 6.875000% 05/15/2032                    | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    405000 | PA      | $419659.79    | 0.08%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                 | ROCKIES EXPRESS PIPELINE LLC 144A 6.750000% 03/15/2033                       | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    330000 | PA      | $344458.95    | 0.06%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.910000% 05/24/2033                                           | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    535000 | PA      | $541465.05    | 0.10%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                           | NEWELL BRANDS INC 6.375000% 09/15/2027                                       | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65886.34     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United Group B.V.                                                            | UNITED GROUP BV VARIABLE RATE 02/15/2031                                     | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | NUSS              | SI        |    215000 | PA      | $253282.44    | 0.05%             | 2031-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER, LLC                                              | RIVERS ENTERPRISE BORROWER LLC / RIVERS ENTERPRISE 6.625000% 02/01/2033      | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    562000 | PA      | $569493.71    | 0.11%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                   | LAD AUTO RECEIVABLES TRUST 2024-2 LADAR 2024-2A D                            | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1240883.64   | 0.23%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A 6.250000% 07/01/2033                                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290085.04    | 0.05%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                    | NELNET STUDENT LOAN TRUST 2025-C NSLT 2025-CA C                              | CUSIP: 64035UAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $994922.80    | 0.19%             | 2065-06-22      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH, LLC                                                             | ADAPTHEALTH LLC 144A 6.125000% 08/01/2028                                    | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $443877.09    | 0.08%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC.                                            | NATIONSTAR MORTGAGE HOLDINGS INC 144A 5.500000% 08/15/2028                   | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $185000.00    | 0.03%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                              | EQT CORP 7.500000% 06/01/2030                                                | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $176500.03    | 0.03%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                    | DELL INTERNATIONAL LLC / EMC CORP 5.300000% 10/01/2029                       | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77445.34     | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A 2.277000% 01/20/2032                                            | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    375000 | PA      | $330697.94    | 0.06%             | 2032-01-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES, LLC                                                     | UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CS 4.750000% 04/15/2028      | CUSIP: 91327BAB6<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $362326.09    | 0.07%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                           | MARS INC 144A 5.200000% 03/01/2035                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    925000 | PA      | $945476.29    | 0.18%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS, INC.                                                         | OSAIC HOLDINGS INC 144A 6.750000% 08/01/2032                                 | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14459.70     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                                       | HILCORP ENERGY I LP / HILCORP FINANCE CO 144A 8.375000% 11/01/2033           | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    280000 | PA      | $294077.84    | 0.06%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ONO PHARMACEUTICAL CO., LTD.                                                 | ONO PHARMACEUTICAL CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               |  | JP        |     20404 | NS      | $236615.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VT TOPCO, INC.                                                               | VT TOPCO INC 144A 8.500000% 08/15/2030                                       | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    283000 | PA      | $287927.31    | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                             | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A D1                        | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    233747 | PA      | $213085.40    | 0.04%             | 2053-01-15      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                                | MELCO RESORTS FINANCE LTD 144A 7.625000% 04/17/2032                          | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | NUSS              | HK        |    525000 | PA      | $549985.48    | 0.10%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                             | PERMIAN RESOURCES OPERATING LLC 144A 6.250000% 02/01/2033                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269943.58    | 0.05%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.550000% 12/01/2033                                                | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1139319.38   | 0.21%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES, INC.                                                      | CIVITAS RESOURCES INC 144A 8.375000% 07/01/2028                              | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238406.27    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| POSTE ITALIANE - SOCIETA PER AZIONI                                          | POSTE ITALIANE SPA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               |  | IT        |     28394 | NS      | $675504.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Games Workshop Group PLC                                                     | GAMES WORKSHOP GROUP PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               |  | GB        |      1821 | NS      | $357252.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUNELM GROUP PLC                                                             | DUNELM GROUP PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 213800WCOWEI3T5DUV19       | Long             | EC               |  | GB        |      6416 | NS      | $97086.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 5.805000% 05/01/2050                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329691.04    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS, LLC                                                  | SOTERA HEALTH HOLDINGS LLC 144A 7.375000% 06/01/2031                         | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    280000 | PA      | $294005.04    | 0.06%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                                                 | BAUSCH HEALTH COS INC 144A 5.000000% 01/30/2028                              | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | US        |    115000 | PA      | $98688.40     | 0.02%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONG LEONG BANK BERHAD                                                       | HONG LEONG BANK BERHAD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300BUPYUQGB5BFX94       | Long             | EC               |  | MY        |     35477 | NS      | $173020.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | ARCTIC CANADIAN DIAMOND COMPANY *                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       824 | NS      | $55530.76     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 4.210000% 04/20/2028                                          | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1821979.10   | 0.34%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                     | COLUMBIA PIPELINES OPERATING CO LLC 144A 6.036000% 11/15/2033                | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $634886.60    | 0.12%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| 0EDELMAN FINANCIAL 12/24 TL                                                  | 0EDELMAN FINANCIAL 12/24 TL 4/7/2028                                         | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              |  | US        |   1243734 | PA      | $1244182.08   | 0.23%             | 2028-04-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                  | PRKCM 2024-HOME1 TRUST PRKCM 2024-HOME1 A3                                   | CUSIP: 69391XAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    703116 | PA      | $714484.91    | 0.13%             | 2059-05-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSUER TRUST                                                | MIDCAP FINANCIAL ISSUER TRUST 144A 6.500000% 05/01/2028                      | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1186815.45   | 0.22%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                           | CINEMARK USA INC 144A 7.000000% 08/01/2032                                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197477.07    | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 4.300000% 03/25/2028                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    890000 | PA      | $890586.49    | 0.17%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                                        | CLEVELAND-CLIFFS INC 144A 6.875000% 11/01/2029                               | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224194.52    | 0.04%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A 4.000000% 07/15/2028                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    755000 | PA      | $729537.12    | 0.14%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STAPLES, INC.                                                                | STAPLES INC 144A 10.750000% 09/01/2029                                       | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69213.87     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC.                                         | GLOBAL INFRASTRUCTURE SOLUTIONS INC 144A 5.625000% 06/01/2029                | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    580000 | PA      | $569867.81    | 0.11%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS, INC.                                                     | SPIRIT AEROSYSTEMS INC 144A 9.750000% 11/15/2030                             | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    495000 | PA      | $544398.03    | 0.10%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                                       | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2019-3 VCC 2019-3 M5                  | CUSIP: 92257HAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1045871 | PA      | $918552.55    | 0.17%             | 2049-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| CATCHER TECHNOLOGY CO., LTD.                                                 | CATCHER TECHNOLOGY CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 5299006PRSCU66N5JF55       | Long             | EC               |  | TW        |     33404 | NS      | $200430.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Flow 7/25 Cov-Lite                                                       | SPX Flow 7/25 Cov-Lite 4/5/2029                                              | CUSIP: 78470DAW8<br>LEI: N/A                  | Long             | LON              |  | US        |   1250000 | PA      | $1254687.50   | 0.24%             | 2029-04-05      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| WATSCO, INC.                                                                 | WATSCO INC COMMON STOCK                                                      | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               |  | US        |       687 | NS      | $277754.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAE Aviation (Standard Aero) 10/24 TLB1                                      | DAE Aviation (Standard Aero) 10/24 TLB1 31-Oct-31                            | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              |  | US        |    862813 | PA      | $862770.19    | 0.16%             | 2031-10-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CALATLANTIC GROUP, LLC                                                       | CALATLANTIC GROUP LLC 5.250000% 06/01/2026                                   | CUSIP: 128195AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $328771.18    | 0.06%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                     | OCTANE RECEIVABLES TRUST 2024-2 OCTL 2024-2A C                               | CUSIP: 67578YAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1021385.60   | 0.19%             | 2032-07-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| HAYFIN US LTD                                                                | HAYFIN US XV LTD HAYFN 2024-15A D1                                           | CUSIP: 420916AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300733.20    | 0.06%             | 2037-04-28      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A 6.200000% 09/21/2030                            | CUSIP: 44891ACP0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    735000 | PA      | $783964.02    | 0.15%             | 2030-09-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                | BROADCOM INC 144A 3.187000% 11/15/2036                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45229.01     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.700200% 03/01/2049                | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    320000 | PA      | $284047.87    | 0.05%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                     | GS MORTGAGE SECURITIES CORPORTATION TRUST 2021-IP GSMS 2021-IP E             | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $986447.10    | 0.19%             | 2036-10-15      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| EFESTO BIDCO S.P.A.                                                          | EFESTO BIDCO SPA EFESTO US LLC 144A 7.500000% 02/15/2032                     | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | NUSS              | IT        |    665000 | PA      | $676704.00    | 0.13%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                             | PERMIAN RESOURCES OPERATING LLC 144A 9.875000% 07/15/2031                    | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    296000 | PA      | $321986.73    | 0.06%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL ECONOMIC ZONE LIMITED                                | ADANI PORTS & SPECIAL ECONOMIC ZONE LTD 4.000000% 07/30/2027                 | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | NUSS              | IN        |   1825000 | PA      | $1790382.12   | 0.34%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConnectWise, LLC                                                             | ConnectWise, LLC 9/29/2028                                                   | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              |  | US        |   1246770 | PA      | $1248104.07   | 0.24%             | 2028-09-29      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                           | CREDIT AGRICOLE SA 144A 8.125000% MATURITY: PERPETUAL                        | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $301996.94    | 0.06%             | 2174-03-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Rockwood Service/Acuren 1/25 TL                                              | Rockwood Service/Acuren 1/25 TL 7/30/2031                                    | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              |  | US        |    841516 | PA      | $842147.07    | 0.16%             | 2031-07-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Sazerac 6/25 Cov-Lite TLB                                                    | Sazerac 6/25 Cov-Lite TLB 6/25/2032                                          | CUSIP: 80583EAN6<br>LEI: N/A                  | Long             | LON              |  | US        |    500000 | PA      | $502780.00    | 0.09%             | 2032-06-25      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A 7.625000% 04/01/2032                        | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163860.38    | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A 7.875000% MATURITY: PERPETUAL                                 | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    755000 | PA      | $766861.05    | 0.14%             | 2174-03-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                              | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-3 M             | CUSIP: 35563PTU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    640000 | PA      | $614633.60    | 0.12%             | 2060-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US ULTRA BOND CBT DEC25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -26 | NC      | $-3121625.00  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE, LLC                                                                | ACRISURE LLC / ACRISURE FINANCE INC 144A 6.750000% 07/01/2032                | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262569.42    | 0.05%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                           | VIKING CRUISES LTD 144A 5.875000% 10/15/2033                                 | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |    455000 | PA      | $455319.31    | 0.09%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC                                                         | GENTING NEW YORK LLC / GENNY CAPITAL INC 144A 7.250000% 10/01/2029           | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $888346.52    | 0.17%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                             | OCCIDENTAL PETROLEUM CORP 4.400000% 08/15/2049                               | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14877.82     | 0.00%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST                                        | HARVEST COMMERCIAL CAPITAL LOAN TRUST 2024-1 HCCLT 2024-1 M1                 | CUSIP: 417927AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    947738 | PA      | $966956.90    | 0.18%             | 2056-10-25      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA 144A 7.800000% 11/28/2053                                | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | NUSS              | IT        |    530000 | PA      | $654829.50    | 0.12%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| GCI, LLC                                                                     | GCI LLC 144A 4.750000% 10/15/2028                                            | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1010673.14   | 0.19%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 3.869000% 01/12/2029                                       | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    600000 | PA      | $594974.06    | 0.11%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 10YR NOTE (CBT)DEC25 FINANCIAL COMMODITY FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -46 | NC      | $-5175000.00  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.875000% 02/16/2031                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    430000 | PA      | $399000.16    | 0.08%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                          | DOMINICAN REPUBLIC 4.500000% 01/30/2030                                      | CUSIP: P3579ECF2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    550000 | PA      | $538092.50    | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                | FX Forward Contract: USD/CAD SETTLE 2025-10-02                               | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |         1 | NC      | $-9.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infinisource/iSolved 7/25 Cov-Lite TLB                                       | Infinisource/iSolved 7/25 Cov-Lite TLB 15-Oct-30                             | CUSIP: 46488HAF3<br>LEI: N/A                  | Long             | LON              |  | US        |    316261 | PA      | $316893.39    | 0.06%             | 2030-10-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                | BECTON DICKINSON & CO 2.823000% 05/20/2030                                   | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    585000 | PA      | $548195.54    | 0.10%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RXO, INC.                                                                    | RXO INC 144A 7.500000% 11/15/2027                                            | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345722.75    | 0.07%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                                                       | DIRECTV FINANCING LLC 144A 8.875000% 02/01/2030                              | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $251868.93    | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-110 SE                     | CUSIP: 38381YXT6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    612278 | PA      | $75715.50     | 0.01%             | 2049-09-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP 7.125000% MATURITY: PERPETUAL                             | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51664.85     | 0.01%             | 2174-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO., INC.                                                           | BEST BUY CO INC COMMON STOCK                                                 | CUSIP: N/A<br>LEI: HL5XPTVRV0O8TUN5LL90       | Long             | EC               |  | US        |     11005 | NS      | $832198.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP, INC.                                                           | COSTAR GROUP INC 144A 2.800000% 07/15/2030                                   | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    585000 | PA      | $535555.02    | 0.10%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Alliant Insurance 7/25 Cov-Lite TLB                                          | Alliant Insurance 7/25 Cov-Lite TLB 9/19/2031                                | CUSIP: 01881UAN5<br>LEI: N/A                  | Long             | LON              |  | US        |    623430 | PA      | $621621.70    | 0.12%             | 2031-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOLDINGS, INC.                                          | ENGINEERED MACHINERY HOLDINGS, INC. 5/19/2028                                | CUSIP: 26658NAL3<br>LEI: N/A                  | Long             | LON              |  | XX        |    312000 | PA      | $368892.91    | 0.07%             | 2028-05-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                 | Petroleos de Venezuela SA 6.000000% 11/15/2026                               | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |   1110000 | PA      | $178155.00    | 0.03%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A NAVSL 2024-A B              | CUSIP: 63943CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1022341.90   | 0.19%             | 2072-10-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                           | VIKING CRUISES LTD 144A 9.125000% 07/15/2031                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | NUSS              | US        |    345000 | PA      | $370295.40    | 0.07%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                      | CARS-DB7 LP CAUTO 2023-1A B                                                  | CUSIP: 12510HAU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1312255.88   | 0.25%             | 2053-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TRC Companies 1/25 Cov-Lite TLB                                              | TRC Companies 1/25 Cov-Lite TLB 12/8/2028                                    | CUSIP: 29280KAH8<br>LEI: N/A                  | Long             | LON              |  | US        |   1148425 | PA      | $1148666.16   | 0.22%             | 2028-12-08      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                   | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD 14 5.750000% 04/20/2029      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    481000 | PA      | $482840.00    | 0.09%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                                | PAYCHEX INC COMMON STOCK                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |     15392 | NS      | $1951089.92   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC.                                                               | TRANSDIGM INC 4.875000% 05/01/2029                                           | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    449000 | PA      | $442367.38    | 0.08%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD.                                                                 | RAD CLO 22 LTD RAD 2023-22A B                                                | CUSIP: 74923VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $950667.85    | 0.18%             | 2037-01-20      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST                                    | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1 GDLP 2024-1A B              | CUSIP: 381935AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    422101 | PA      | $434805.12    | 0.08%             | 2046-10-20      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                       | CVS HEALTH CORP 3.750000% 04/01/2030                                         | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $532789.84    | 0.10%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL, LLC                                                  | AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE I 8.375000% 06/15/2032      | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188271.18    | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS 4.500000% 01/23/2026                                     | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     40000 | PA      | $39743.70     | 0.01%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP, INC.                                              | SINCLAIR TELEVISION GROUP INC 144A 5.125000% 02/15/2027                      | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99980.00     | 0.02%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                 | PETROLEOS DE VENEZUELA SA 6.000000% 05/16/2024                               | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |   3790000 | PA      | $608295.00    | 0.11%             | 2025-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                        | AMERICAN ELECTRIC POWER CO INC 2.300000% 03/01/2030                          | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    280000 | PA      | $256255.24    | 0.05%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FNZ Group 11/24 (USD) TLB                                                    | FNZ Group 11/24 (USD) TLB 11/5/2031                                          | CUSIP: 30339HAD3<br>LEI: N/A                  | Long             | LON              |  | US        |    298500 | PA      | $238800.00    | 0.04%             | 2031-11-05      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                         | OLYMPUS WATER US HOLDING CORP 144A 7.250000% 06/15/2031                      | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370027.88    | 0.07%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1B1                | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    680000 | PA      | $691629.70    | 0.13%             | 2041-12-25      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Transocean Titan Financing Limited                                           | TRANSOCEAN TITAN FINANCING LTD 144A 8.375000% 02/01/2028                     | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    145714 | PA      | $149299.15    | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND, INC.                                                            | HILLENBRAND INC 3.750000% 03/01/2031                                         | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    389000 | PA      | $366691.43    | 0.07%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elastic N.V.                                                                 | ELASTIC NV 144A 4.125000% 07/15/2029                                         | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | NUSS              | US        |    455000 | PA      | $436756.05    | 0.08%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD                                                          | BIRCH GROVE CLO LTD BGCLO 19A D1RR                                           | CUSIP: 09075JBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    220000 | PA      | $221172.38    | 0.04%             | 2037-07-17      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2024-INV2 VERUS 2024-INV2 M1                      | CUSIP: 92540NAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1000423.60   | 0.19%             | 2069-08-26      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                                               | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A C                         | CUSIP: 88164AAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $755055.08    | 0.14%             | 2050-06-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                           | PLAINS ALL AMERICAN PIPELINE LP MATURITY: PERPETUAL                          | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560839.44    | 0.11%             | 2173-11-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                             | OCCIDENTAL PETROLEUM CORP 6.625000% 09/01/2030                               | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    650000 | PA      | $696424.95    | 0.13%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LIMITED                                  | OVERSEA-CHINESE BANKING CORP COMMON STOCK                                    | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               |  | SG        |    167433 | NS      | $2135948.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC.                                             | SOLSTICE ADVANCED MATERIALS INC 144A 5.625000% 09/30/2033                    | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75247.79     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                         | ECHOSTAR CORP 6.750000% 11/30/2030                                           | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    186682 | PA      | $192460.32    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                | FREEDOM MORTGAGE HOLDINGS LLC 144A 9.250000% 02/01/2029                      | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236739.51    | 0.04%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE S.A.                                               | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN 144A 7.500000% MATURITY: PERPETUAL | CUSIP: 05971PAB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    570000 | PA      | $582683.07    | 0.11%             | 2174-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                        | AIR LEASE CORP MTN 3.750000% 06/01/2026                                      | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557016.63    | 0.10%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG 144A 2.746000% 02/11/2033                                       | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    340000 | PA      | $303198.85    | 0.06%             | 2033-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | NATIONWIDE BUILDING SOCIETY 144A 3.960000% 07/18/2030                        | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    450000 | PA      | $442635.40    | 0.08%             | 2030-07-18      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE, INC.                                                | GLOBAL MEDICAL RESPONSE INC 144A 7.375000% 10/01/2032                        | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    203000 | PA      | $208949.93    | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO 6.850000% MATURITY: PERPETUAL                               | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $446628.25    | 0.08%             | 2174-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Royaume du Maroc                                                             | MOROCCO GOVERNMENT INTERNATIONAL BOND 144A 3.000000% 12/15/2032              | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    730000 | PA      | $645969.47    | 0.12%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Convergint 7/25 Cov-Lite                                                     | Convergint 7/25 Cov-Lite 7/2/2032                                            | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              |  | US        |    947539 | PA      | $948723.28    | 0.18%             | 2032-07-02      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO, LLC                                                 | BEACH ACQUISITION BIDCO LLC 144A 10.000000% 07/15/2033                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    360000 | PA      | $388318.32    | 0.07%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHINA CITIC BANK CORPORATION LIMITED                                         | CHINA CITIC BANK CORP LTD-H COMMON STOCK                                     | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               |  | HK        |    489770 | NS      | $420632.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IRV TRUST                                                                    | IRV TRUST 2025-200P IRV 2025-200P D                                          | CUSIP: 45006HAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $253545.13    | 0.05%             | 2047-03-14      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A 7.250000% 05/01/2032                                          | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225638.42    | 0.04%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS, L.P.                                                       | NUSTAR LOGISTICS LP 6.375000% 10/01/2030                                     | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    445000 | PA      | $460839.33    | 0.09%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS, LP                                                 | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINA 7.375000% 06/30/2033      | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    625000 | PA      | $635560.08    | 0.12%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                 | TRUIST FINANCIAL CORP 6.669000% MATURITY: PERPETUAL                          | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1029656.58   | 0.19%             | 2174-03-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                        | ALEXANDRIA REAL ESTATE EQUITIES INC 3.375000% 08/15/2031                     | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    355000 | PA      | $332121.71    | 0.06%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                         | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A 7.875000% 04/01/2030                 | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    743000 | PA      | $780169.32    | 0.15%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL, INC.                                         | LIGHT & WONDER INTERNATIONAL INC 144A 6.250000% 10/01/2033                   | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    373000 | PA      | $373634.10    | 0.07%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                | ACRISURE LLC / ACRISURE FINANCE INC 144A 8.250000% 02/01/2029                | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187868.16    | 0.04%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST                                        | HARVEST COMMERCIAL CAPITAL LOAN TRUST 2024-1 HCCLT 2024-1 A                  | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    894017 | PA      | $916094.04    | 0.17%             | 2056-10-25      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                                               | SMYRNA READY MIX CONCRETE LLC 144A 8.875000% 11/15/2031                      | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1136194.39   | 0.21%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.500000% 01/15/2034                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $347376.94    | 0.07%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUSKY IMS CANADIAN ESCROW CO-ISSUER LTD.                                     | HUSKY INJECTION MOLDING SYSTEMS LTD / TITAN CO-BOR 9.000000% 02/15/2029      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    555000 | PA      | $580080.98    | 0.11%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer