# EDGAR Filing Document

**Accession Number:** 0000276463
**File Stem:** 0000940400-25-010634
**Filing Date:** 2025-11
**Character Count:** 2074408
**Document Hash:** 8be227a1f08440aca3d7a6e77ac371db
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-010634.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000940400-25-010634

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000276463

**ORGANIZATION NAME:**
- **EIN:** 132949519
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02857
- **FILM NUMBER:** 251520712

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH BOND FUND INC
- **DATE OF NAME CHANGE:** 20030804

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH CORPORATE BOND FUND INC/NY
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH HIGH INCOME FUND INC - CORRECTED NAME CHANGE
- **DATE OF NAME CHANGE:** 19600201

## Series and Classes Contracts Data

### BlackRock Total Return Fund (Series ID: S000004071)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000011387 | Investor A     |  |
| C000011390 | Institutional  |  |
| C000011391 | Class R        |  |
| C000037618 | Investor A1    |  |
| C000037620 | Investor C     |  |
| C000052630 | Service        |  |
| C000052631 | Class K Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Bond Fund, Inc.

- **b. Investment Company Act file number:** 811-02857

- **c. CIK number of Registrant:** 0000276463

- **d. LEI of Registrant:** 54930030AVOSLSPZTH36

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Total Return Fund

- **b. EDGAR series identifier (if any):** S000004071

- **c. LEI of Series:** 549300WQF7SM1NEFDT68

**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:** $27711575377.43

**Total Liabilities:** $9864412801.67

**Net Assets:** $17847162575.76

**Delayed Delivery Securities:** $30446027.46

**Stand-by Commitments:** $6231163154.48

**Cash Not Reported:** $132862012.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 437979.10000000 | **1-Year:** 170974.57000000 | **5-Year:** 3913036.76000000 | **10-Year:** 1060668.02000000 | **30-Year:** 1186382.99000000

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

- **3-Month:** 217932.82000000 | **1-Year:** 5933.35000000 | **5-Year:** 540430.44000000 | **10-Year:** -8667.39000000 | **30-Year:** 225486.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000052630 | -0.13%               | 1.38%                | 1.17%                |
| Class ID C000011387 | -0.23%               | 1.38%                | 1.17%                |
| Class ID C000037618 | -0.22%               | 1.50%                | 1.08%                |
| Class ID C000037620 | -0.29%               | 1.42%                | 1.01%                |
| Class ID C000011390 | -0.21%               | 1.51%                | 1.19%                |
| Class ID C000052631 | -0.20%               | 1.51%                | 1.20%                |
| Class ID C000011391 | -0.25%               | 1.46%                | 1.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1651191.60             | $-109981190.35                             |
| Month 2  | $30017182.12             | $147084654.04                              |
| Month 3  | $57836026.23             | $87001595.58                               |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Washington Mutual Asset-Backed                                | Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE1 Trust         | CUSIP: 93935KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       226567 | PA      | $70270.92       | 0.00%             | 2036-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83945000 | PA      | $63391591.41    | 0.36%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I                                 | Homeward Opportunities Fund Trust 2022-1                                         | CUSIP: 43789KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3380000 | PA      | $3327613.72     | 0.02%             | 2067-07-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                         | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       647000 | PA      | $792030.52      | 0.00%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3205865 | PA      | $2626431.97     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5235619 | PA      | $4678112.90     | 0.03%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                              | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          224 | NC      | $28840.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                           | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      9721000 | PA      | $8723625.40     | 0.05%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       259956 | PA      | $246332.70      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       385252 | PA      | $370234.52      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0426A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687024000 | PA      | $666315619.54   | 3.73%             | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                         | Sycamore Tree CLO 2024-5 Ltd                                                     | CUSIP: 87122YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3280000 | PA      | $3289118.40     | 0.02%             | 2036-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                         | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      2233003 | PA      | $2615371.16     | 0.01%             | 2037-06-22      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307NG40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        69983 | PA      | $68330.72       | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $493764.64      | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                             | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       174000 | PA      | $165089.70      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       425000 | PA      | $424666.39      | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3806000 | PA      | $3635346.84     | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54694700 | PA      | $38450801.27    | 0.22%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                        | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       235000 | PA      | $230551.90      | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                           | Synchrony Financial                                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      8746000 | PA      | $8856207.21     | 0.05%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                        | CHL Mortgage Pass-Through Trust 2007-1                                           | CUSIP: 170255AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       404966 | PA      | $176812.31      | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1142000 | PA      | $956990.88      | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $288170.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                         | Silver Point Clo 4 Ltd                                                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |       690000 | PA      | $692378.50      | 0.00%             | 2037-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                              | Whitebox CLO III Ltd                                                             | CUSIP: 96467JAE2<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999542.10      | 0.01%             | 2035-10-15      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3298263 | PA      | $3381933.47     | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                      | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1078000 | PA      | $1289473.37     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOYA EURO CLO                                                 | Voya Euro CLO II DAC                                                             | CUSIP: 000000000<br>LEI: 635400URG3IUW6R6W254 | Long             | ABS-CBDO         | CORP              | IE        |       750000 | PA      | $885232.97      | 0.00%             | 2035-07-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus                                | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       340000 | PA      | $348794.98      | 0.00%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                                | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 22541SD70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       304397 | PA      | $254063.73      | 0.00%             | 2043-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                | Banc of America Funding Corp                                                     | CUSIP: 05990QAB9<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |      1008667 | PA      | $864171.79      | 0.00%             | 2036-03-27      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                              | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1497000 | PA      | $1522872.89     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                             | Generate CLO 4 Ltd                                                               | CUSIP: 37148BAE0<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3011610.60     | 0.02%             | 2037-07-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                            | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      8160000 | PA      | $8649600.00     | 0.05%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                              | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       214000 | PA      | $221920.35      | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trus                                | 3650R 2021-PF1 Commercial Mortgage Trust                                         | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1024256.00     | 0.01%             | 2055-11-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417WUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        25046 | PA      | $25939.45       | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2024-III Ltd                                                        | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       690000 | PA      | $693273.36      | 0.00%             | 2037-07-21      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131XUDS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       440003 | PA      | $412564.12      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1267000 | PA      | $1268568.17     | 0.01%             | 2041-10-15      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                          | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      1527000 | PA      | $1581467.37     | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                 | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       880000 | PA      | $869092.75      | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                     | Amgen Inc                                                                        | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2354000 | PA      | $1428160.85     | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                                         | SURA Asset Management SA                                                         | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |      3909000 | PA      | $4172857.50     | 0.02%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128PY5Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         7456 | PA      | $7364.96        | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                               | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      6903000 | PA      | $7161172.20     | 0.04%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Euro Galaxy CLO DAC                                           | Euro-Galaxy III CLO DAC                                                          | CUSIP: 000000000<br>LEI: 635400H1W7SGWXGQOB43 | Long             | ABS-CBDO         | CORP              | IE        |       700000 | PA      | $825716.03      | 0.00%             | 2034-04-24      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2019-I Ltd                                                          | CUSIP: 12553DAS6<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |      6729000 | PA      | $6749299.37     | 0.04%             | 2037-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                        | CDS CMBX.NA.AAA.9                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-40.17         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2025-3                                    | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1599604 | PA      | $1628117.34     | 0.01%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KQQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1441707 | PA      | $1491726.65     | 0.01%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                  | Post CLO VI Ltd                                                                  | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       950000 | PA      | $954402.21      | 0.01%             | 2038-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3142GSF29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3949284 | PA      | $4082489.05     | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                             | Generate CLO 20 Ltd                                                              | CUSIP: 370912AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       260000 | PA      | $261196.05      | 0.00%             | 2038-01-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     10780000 | PA      | $11223374.72    | 0.06%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                | Carval Clo VIII-C Ltd                                                            | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |       730000 | PA      | $732776.92      | 0.00%             | 2037-10-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                | BRAVO Residential Funding Trust 2023-NQM6                                        | CUSIP: 10569DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       662000 | PA      | $669316.56      | 0.00%             | 2063-09-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         7517 | PA      | $7216.04        | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                                       | Buckhorn Park CLO Ltd                                                            | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2400000 | PA      | $2401201.44     | 0.01%             | 2034-07-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       196000 | PA      | $195002.89      | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solu                                | GoodLeap Home Improvement Solutions Trust 2024-1                                 | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13097595 | PA      | $13268732.16    | 0.07%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1287000 | PA      | $1123200.59     | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                        | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       167000 | PA      | $166727.22      | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KR6D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3144203 | PA      | $3263753.97     | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1722000 | PA      | $1781594.61     | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 31329JKD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       472111 | PA      | $449612.22      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                    | Verus Securitization Trust 2021-6                                                | CUSIP: 92538MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       291000 | PA      | $223977.14      | 0.00%             | 2066-10-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                      | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       460000 | PA      | $435266.12      | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XDTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2277118 | PA      | $2212555.02     | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                  | Olympic Tower 2017-OT Mortgage Trust                                             | CUSIP: 68162MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36697000 | PA      | $169745.64      | 0.00%             | 2039-05-10      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                      | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       310000 | PA      | $311185.86      | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                | Banc of America Funding 2016-R2 Trust                                            | CUSIP: 05890RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        91620 | PA      | $91603.12       | 0.00%             | 2033-05-01      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding                                        | Bletchley Park Funding 2025-1 PLC                                                | CUSIP: 000000000<br>LEI: 635400OJVL3HJJTKNB05 | Long             | ABS-MBS          | CORP              | GB        |       891000 | PA      | $1207488.52     | 0.01%             | 2070-01-27      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC: TL LOAN/TERM                                | RUNITONETIME LLC: TL LOAN/TERM                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        74187 | PA      | $63808.16       | 0.00%             | 2026-04-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       990000 | PA      | $852622.25      | 0.00%             | 2062-04-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                      | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92287.87       | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO ESPIRITO SANTO SA                                       | Banco Espirito Santo SA                                                          | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | PT        |      2200000 | PA      | $568240.20      | 0.00%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC 2022-LION                                                                   | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10100000 | PA      | $10030197.89    | 0.06%             | 2027-02-15      | Floating      | 7.59%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XJB30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        53628 | PA      | $52661.21       | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | MORGAN STANLEY                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     12300000 | PA      | $14897803.83    | 0.08%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                         | Silver Point CLO 12 Ltd                                                          | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3270000 | PA      | $3278175.00     | 0.02%             | 2038-10-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132JPTF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        55094 | PA      | $54626.02       | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 5 Ltd                                                         | CUSIP: 67113GAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       420000 | PA      | $421978.33      | 0.00%             | 2037-10-18      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                           | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       449000 | PA      | $452336.07      | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                                | Freddie Mac Multiclass Certificates Series 2024-P015                             | CUSIP: 3137HDJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2108751 | PA      | $2106009.43     | 0.01%             | 2032-11-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJY20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2768116 | PA      | $2664581.55     | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                       | Spirit Airlines Pass Through Trust 2015-1A                                       | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        87363 | PA      | $82888.82       | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28491199 | PA      | $24473236.14    | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan T                                | CWABS Revolving Home Equity Loan Trust Series 2004-U                             | CUSIP: 126673VE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       138045 | PA      | $137914.22      | 0.00%             | 2034-03-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                   | PRKCM 2022-AFC1 Trust                                                            | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       609396 | PA      | $606172.56      | 0.00%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132J82N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        78894 | PA      | $72650.14       | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                   | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       553000 | PA      | $756543.42      | 0.00%             | 2060-04-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       347000 | PA      | $350845.80      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                        | MARKET BIDCO FINCO PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      1078000 | PA      | $1249778.38     | 0.01%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2016716 | PA      | $1974241.35     | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133B3TW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2257091 | PA      | $1853813.01     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                      | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       313000 | PA      | $324953.16      | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                      | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       569000 | PA      | $597464.79      | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                             | Generate CLO 7 Ltd                                                               | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |      5673000 | PA      | $5692099.29     | 0.03%             | 2037-04-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QUVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3627799 | PA      | $3749606.20     | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36180E4C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       156273 | PA      | $146088.94      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8160000 | PA      | $5654131.24     | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                  | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       515000 | PA      | $515397.07      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                           | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       155000 | PA      | $159189.26      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0306A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21864800 | PA      | $19201692.94    | 0.11%             | 2055-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2014-5 Ltd                                                               | CUSIP: 67102SAN4<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |      1070000 | PA      | $1069925.10     | 0.01%             | 2031-04-26      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| REXLOT HOLDINGS LTD                                           | REXLot Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1160847 | PA      | $0.01           | 0.00%             | 2019-04-17      | Variable      | 4.50%                 | No            |                  3 | On Loan: No      |
| MITER BRAND / MIWD BORR                                       | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       272000 | PA      | $279412.82      | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        46089 | PA      | $47200.31       | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                          | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1905885 | PA      | $1916684.07     | 0.01%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| AURORA INNOVATION INC                                         | AURORA INNOVATION INC -CW28                                                      | CUSIP: 051774115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        16026 | NC      | $9311.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canyon Capital CLO Ltd                                        | Canyon CLO 2020-3 Ltd                                                            | CUSIP: 13876RAS3<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |      1610000 | PA      | $1617292.82     | 0.01%             | 2037-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11567151 | PA      | $9890658.65     | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128MEVG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1375467 | PA      | $1362263.68     | 0.01%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131XJ4U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       116457 | PA      | $110810.92      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                                | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       640000 | PA      | $626706.50      | 0.00%             | 2065-04-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                                | Golub Capital Partners CLO 76 B Ltd                                              | CUSIP: 38180BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       390000 | PA      | $391287.08      | 0.00%             | 2037-10-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6518138 | PA      | $6150819.76     | 0.03%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KRCJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9630349 | PA      | $9919923.18     | 0.06%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westways Funding Ltd                                          | WEST Trust 2025-ROSE                                                             | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2278000 | PA      | $2311213.01     | 0.01%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31390MJS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1900 | PA      | $1929.73        | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                     | BPR 2023-STON Mortgage Trust                                                     | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1145000 | PA      | $1192097.17     | 0.01%             | 2039-12-05      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       391597 | PA      | $383496.07      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38381JDG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1091728 | PA      | $984134.14      | 0.01%             | 2063-09-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2006-3                                            | CUSIP: 07324NAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        97970 | PA      | $94143.63       | 0.00%             | 2036-10-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities                                 | Thornburg Mortgage Securities Trust 2006-3                                       | CUSIP: 885221AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       957562 | PA      | $571268.07      | 0.00%             | 2046-06-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME TL NEW MONEY DIP:TL LOAN/TERM                    | RUNITONETIME TL NEW MONEY DIP:TL LOAN/TERM                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       947133 | PA      | $910705.66      | 0.01%             | 2026-04-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                      | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1202000 | PA      | $1213008.25     | 0.01%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J7W35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       678907 | PA      | $658198.65      | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        17684 | PA      | $17289.86       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                      | NAK Naftogaz Ukraine via Kondor Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      1246875 | PA      | $1255288.63     | 0.01%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                       | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |       155000 | PA      | $162786.12      | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     28523000 | PA      | $29232118.57    | 0.16%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                     | BPR Trust 2024-PMDW                                                              | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       620000 | PA      | $631205.32      | 0.00%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                | JP Morgan Mortgage Acquisition Trust 2007-CH1                                    | CUSIP: 46630LAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       120000 | PA      | $123801.04      | 0.00%             | 2036-11-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                      | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       220000 | PA      | $220391.38      | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31335B2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2977725 | PA      | $2954618.96     | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36177PPP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       133944 | PA      | $125673.49      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       661000 | PA      | $672716.23      | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO XII-B Ltd                                            | CUSIP: 081917AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2004579.40     | 0.01%             | 2037-10-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                      | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       697000 | PA      | $600155.34      | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                              | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       259000 | PA      | $257766.48      | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       576060 | PA      | $573823.61      | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                              | AMC Networks Inc                                                                 | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       641000 | PA      | $677815.84      | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HLPX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       116602 | PA      | $114912.73      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25909000 | PA      | $21019688.26    | 0.12%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                           | SPACE EXPLORATION TECHNOLOGIES CORP                                              | CUSIP: 000000000<br>LEI: 549300B9WLO96RQCXP87 | Long             | EC               | CORP              | US        |        27504 | NS      | $5628418.56     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UK Logisitics                                                 | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       598959 | PA      | $807971.43      | 0.00%             | 2035-02-17      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                 | Ballyrock CLO 15 Ltd                                                             | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |      6935000 | PA      | $6955772.41     | 0.04%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                            | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |       225000 | PA      | $209262.02      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                      | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      7310000 | PA      | $7675500.00     | 0.04%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       217524 | PA      | $211893.02      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                       | AEP Transmission Co LLC                                                          | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      1262000 | PA      | $972840.54      | 0.01%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Aimco                                                         | Aimco CLO 11 Ltd                                                                 | CUSIP: 00140NAY6<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |      3490000 | PA      | $3503400.90     | 0.02%             | 2037-07-17      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JHBF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       353718 | PA      | $348308.80      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       900066 | PA      | $848978.91      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                     | Anchorage Capital CLO 8 Ltd                                                      | CUSIP: 03329KBC6<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |      2800000 | PA      | $2802687.44     | 0.02%             | 2034-10-27      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31402QPQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       111662 | PA      | $109970.29      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       762069 | PA      | $735367.39      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138X55B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       240331 | PA      | $236161.16      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8824000 | PA      | $8980832.83     | 0.05%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128MAFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1789322 | PA      | $1836801.64     | 0.01%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OWNIT Mortgage Loan Asset-Back                                | Ownit Mortgage Loan Trust Series 2006-2                                          | CUSIP: 69121PDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1498678 | PA      | $1377466.59     | 0.01%             | 2037-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                       | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       781000 | PA      | $819184.85      | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                 | New Residential Mortgage Loan Trust 2020-RPL1                                    | CUSIP: 64828XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6210000 | PA      | $4907558.07     | 0.03%             | 2059-11-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15034AAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       770000 | PA      | $772163.78      | 0.00%             | 2037-10-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1839000 | PA      | $1906168.17     | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                        | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93935.72       | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Castell                                                       | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |       393997 | PA      | $533232.57      | 0.00%             | 2062-01-27      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                        | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      6215000 | PA      | $6282585.14     | 0.04%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| WOM MOBILE SA                                                 | WOM Mobile SA                                                                    | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |       196939 | PA      | $188884.66      | 0.00%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2090525 | PA      | $2078917.60     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                 | State of California                                                              | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     22215000 | PA      | $22636173.50    | 0.13%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                           | DBGS 2024-SBL                                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5582000 | PA      | $5599443.75     | 0.03%             | 2034-08-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2021-NWM                                            | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14244476 | PA      | $14187550.48    | 0.08%             | 2033-02-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                  | Magnera Corp                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       354000 | PA      | $313397.26      | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2323000 | PA      | $2113026.12     | 0.01%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38381MZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4543312 | PA      | $4547648.84     | 0.03%             | 2056-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133A7JB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        80198 | PA      | $72485.01       | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings CLO Ltd 2015-I                                                           | CUSIP: 056162AQ3<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |       980000 | PA      | $980715.40      | 0.01%             | 2031-01-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                              | Pitney Bowes Inc                                                                 | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      6435000 | PA      | $6429903.48     | 0.04%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance P                                | Grace Trust 2020-GRCE                                                            | CUSIP: 38406JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1489000 | PA      | $1284713.22     | 0.01%             | 2040-12-10      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding V CLO Ltd                                                          | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |      1060160 | PA      | $1061779.01     | 0.01%             | 2031-07-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417JRB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3183 | PA      | $3241.40        | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       338677 | PA      | $345103.41      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                          | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       437000 | PA      | $423402.79      | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2005-55CW                                                 | CUSIP: 12668AUP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       569278 | PA      | $408645.54      | 0.00%             | 2035-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 4 Ltd                                                         | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3170000 | PA      | $3180513.94     | 0.02%             | 2038-01-22      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                    | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95291.41       | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                   | Equinix Inc                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     18700000 | PA      | $16854496.81    | 0.09%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                         | Sycamore Tree CLO 2021-1 Ltd                                                     | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       960000 | PA      | $963798.72      | 0.01%             | 2038-01-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       465419 | PA      | $423424.08      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                         | Sixth Street CLO XX Ltd                                                          | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250759.75      | 0.00%             | 2038-07-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                           | Elevance Health Inc                                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3403000 | PA      | $2838021.69     | 0.02%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EQLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       511068 | PA      | $523380.59      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                     | BXP Trust 2017-CC                                                                | CUSIP: 05607CAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1450000 | PA      | $1170958.23     | 0.01%             | 2037-08-13      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                        | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6997000 | PA      | $7076732.21     | 0.04%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12386411 | PA      | $9523360.46     | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                      | COP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $14030.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                       | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       527000 | PA      | $568454.87      | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                         | Antero Resources Corp                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     19254000 | PA      | $19621924.69    | 0.11%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250690.03      | 0.00%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132J8LD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        70704 | PA      | $65086.16       | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31403FHK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       101337 | PA      | $99143.67       | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       803500 | PA      | $739644.17      | 0.00%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                     | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       118000 | PA      | $120836.72      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36196FZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       293044 | PA      | $270588.05      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XXXI                                                                  | CUSIP: 03767VAL2<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501254.95      | 0.00%             | 2031-04-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140H8AS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       182278 | PA      | $180050.07      | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                     | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2553000 | PA      | $2556191.25     | 0.01%             | 2041-10-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $2809.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          603 | PA      | $589.27         | 0.00%             | 2063-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                             | EURO-BUXL 30Y BND                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -65 | NC      | $-98025.31      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132AEJ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1390978 | PA      | $1367119.51     | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132CWTB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7288338 | PA      | $6758044.71     | 0.04%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                  | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       331000 | PA      | $323868.37      | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                    | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3690000 | PA      | $3698071.88     | 0.02%             | 2041-11-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418MGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          759 | PA      | $786.28         | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                             | Santander Consumo 8 Fondo de Titulizacion                                        | CUSIP: 000000000<br>LEI: 529900MNYVA8N0FZJK96 | Long             | ABS-O            | CORP              | ES        |       300000 | PA      | $353875.34      | 0.00%             | 2040-01-21      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2408430 | PA      | $2162070.82     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CART                                                          | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3280000 | PA      | $3277400.93     | 0.02%             | 2041-08-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2024-6                                    | CUSIP: 92261BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       432431 | PA      | $434193.67      | 0.00%             | 2054-12-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       183710 | PA      | $178222.68      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2445163 | PA      | $2352652.33     | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                           | CITYCON TREASURY BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |       808000 | PA      | $953905.98      | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                     | BPR Trust 2022-SSP                                                               | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1270000 | PA      | $1274148.58     | 0.01%             | 2039-05-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54803000 | PA      | $54659570.14    | 0.31%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KRB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11897462 | PA      | $12113155.30    | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138X6T70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4115689 | PA      | $4077501.55     | 0.02%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                          | Signal Peak CLO 5 Ltd                                                            | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2620000 | PA      | $2629825.00     | 0.01%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                           | DBGS 2019-1735 Mortgage Trust                                                    | CUSIP: 23307EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21535000 | PA      | $208038.87      | 0.00%             | 2037-04-10      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       655000 | PA      | $887570.94      | 0.00%             | 2032-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1700000 | PA      | $1634203.54     | 0.01%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       275894 | PA      | $262955.89      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WBD44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        95148 | PA      | $93246.04       | 0.00%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2595040 | PA      | $73664.61       | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                      | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       514000 | PA      | $499645.21      | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       382784 | PA      | $370496.01      | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                             | 245 Park Avenue Trust 2017-245P                                                  | CUSIP: 90187LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13000000 | PA      | $33781.80       | 0.00%             | 2037-06-05      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3830176 | PA      | $3484544.81     | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HHWM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       337000 | PA      | $324209.07      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DPQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1533777 | PA      | $1561582.78     | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202F2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       113156 | PA      | $113826.35      | 0.00%             | 2042-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7007175 | PA      | $6788200.78     | 0.04%             | 2034-09-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8157000 | PA      | $8514636.57     | 0.05%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0626A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93345000 | PA      | $96461200.54    | 0.54%             | 2055-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                        | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      1095000 | PA      | $1124831.09     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                          | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |        18000 | PA      | $18369.70       | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31292LHU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       267057 | PA      | $253862.64      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                          | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      4200000 | PA      | $4898706.81     | 0.03%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                            | Elmwood CLO I Ltd                                                                | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251258.75      | 0.00%             | 2037-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DQQ58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8303814 | PA      | $8562430.90     | 0.05%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       179428 | PA      | $174025.89      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XIX Ltd                                                     | CUSIP: 55819QBL0<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004640.10     | 0.01%             | 2037-01-22      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                            | CP Atlas Buyer Inc                                                               | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |       440000 | PA      | $460812.00      | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WPHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       233919 | PA      | $214951.20      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFRS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2650690 | PA      | $2548384.14     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                       | NYMT Loan Trust 2024-INV1                                                        | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |      1157132 | PA      | $1161690.97     | 0.01%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                          | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       126000 | PA      | $136450.19      | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4977300 | PA      | $3914619.07     | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                           | COMM 2025-SBX Mortgage Trust                                                     | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       953000 | PA      | $957526.18      | 0.01%             | 2041-08-10      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                  | Ecopetrol SA                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      6766000 | PA      | $6992661.00     | 0.04%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     43672000 | PA      | $46031368.88    | 0.26%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        53746 | PA      | $52483.34       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                            | CONNECT FINCO SARL                                                               | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |      2403338 | PA      | $2370292.53     | 0.01%             | 2029-09-28      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| VNO Mortgage Trust                                            | VNDO Trust 2016-350P                                                             | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3390000 | PA      | $3320449.74     | 0.02%             | 2035-01-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                       | Loanpal Solar Loan 2021-1 Ltd                                                    | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3967141 | PA      | $3322223.48     | 0.02%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC: TL LOAN/TERM                                | RUNITONETIME LLC: TL LOAN/TERM                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1538044 | PA      | $1322873.90     | 0.01%             | 2026-05-06      | Floating      | 15.67%                | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                 | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1368846 | PA      | $1247696.62     | 0.01%             | 2049-11-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132A4DH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       544738 | PA      | $516866.70      | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EN2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2412601 | PA      | $2218762.26     | 0.01%             | 2044-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37700300 | PA      | $38467559.92    | 0.22%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                            | USD/TRY FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $89861.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFBR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3095949 | PA      | $2821180.56     | 0.02%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-F                                                  | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27803054 | PA      | $27782421.40    | 0.16%             | 2061-06-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                       | Warwick Capital CLO 7 Ltd                                                        | CUSIP: 93656JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       790000 | PA      | $790000.00      | 0.00%             | 2038-10-21      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       124000 | PA      | $120581.53      | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                        | Argent Mortgage Loan Trust 2005-W1                                               | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2240983 | PA      | $1856134.44     | 0.01%             | 2035-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WHYF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       108345 | PA      | $97912.00       | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                                     | Mila 2024-1 BV                                                                   | CUSIP: 000000000<br>LEI: 7245000GAIRCK7Y7VJ68 | Long             | ABS-O            | CORP              | NL        |       216179 | PA      | $255267.94      | 0.00%             | 2041-09-16      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133L8KJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3428643 | PA      | $3182686.21     | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132J8KB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        22460 | PA      | $20694.13       | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83945000 | PA      | $60128885.14    | 0.34%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     19626000 | PA      | $20089792.41    | 0.11%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3309000 | PA      | $3135415.82     | 0.02%             | 2037-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                | Home Partners of America 2021-2 Trust                                            | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8716058 | PA      | $8492098.33     | 0.05%             | 2026-12-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131XM6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       209852 | PA      | $198389.16      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corp                                                                 | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      3057000 | PA      | $2376211.42     | 0.01%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                       | CNH CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |    425204000 | NC      | $1270909.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                        | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101411.90      | 0.00%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0506A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -1117000 | PA      | $-1107681.05    | -0.01%            | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                               | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1617769 | PA      | $2176891.10     | 0.01%             | 2037-05-17      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YXGL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        37321 | PA      | $36500.64       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                             | Battalion CLO 18 Ltd                                                             | CUSIP: 07134QBA3<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |      1827000 | PA      | $1830581.10     | 0.01%             | 2036-10-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1430000 | PA      | $1165759.17     | 0.01%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                        | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       160000 | PA      | $164137.60      | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                         | One Bryant Park Trust 2019-OBP                                                   | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1888000 | PA      | $1738820.25     | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                      | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       201000 | PA      | $199989.89      | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3510000 | PA      | $3524567.20     | 0.02%             | 2037-10-19      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                      | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1131176.94     | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                            | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1539375.00     | 0.01%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                              | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      7174000 | PA      | $7130003.15     | 0.04%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                               | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8309835 | PA      | $8311240.11     | 0.05%             | 2041-05-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2017-2                                    | CUSIP: 92258VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       127965 | PA      | $116343.86      | 0.00%             | 2047-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179QJV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       113941 | PA      | $116505.69      | 0.00%             | 2044-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                           | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       453000 | PA      | $430787.19      | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       128000 | PA      | $123065.52      | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                     | BXP Trust 2017-CC                                                                | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $627422.70      | 0.00%             | 2037-08-13      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37738600 | PA      | $28731457.39    | 0.16%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |      1780000 | PA      | $1785874.00     | 0.01%             | 2037-07-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                        | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       543605 | PA      | $32616.29       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HCA INC                                                       | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10597000 | PA      | $10870301.19    | 0.06%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSCE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        97161 | PA      | $93546.86       | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2024-PAT                                                                | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3845000 | PA      | $3870659.22     | 0.02%             | 2041-03-15      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1782307 | PA      | $1658533.57     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                      | Solaris Energy Infrastructure Inc                                                | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      4635000 | PA      | $8296212.13     | 0.05%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                | Morgan Stanley Mortgage Loan Trust 2006-12XS                                     | CUSIP: 61749EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1864747 | PA      | $397911.08      | 0.00%             | 2036-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| SONDER1LPIKNOTES                                              | SONDER1LPIKNOTES                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10793087 | PA      | $8094815.58     | 0.05%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                       | Periama Holdings LLC/DE                                                          | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |       425000 | PA      | $426487.50      | 0.00%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-OA16                                                 | CUSIP: 23242GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1970377 | PA      | $1844452.58     | 0.01%             | 2046-10-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1786000 | PA      | $1788573.98     | 0.01%             | 2042-05-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-OA8                                                  | CUSIP: 02147CAA1<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |       223098 | PA      | $202400.30      | 0.00%             | 2046-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| USAVFLOW II LTD: TL-B                                         | USAVFLOW II LTD: TL-B                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      2040000 | PA      | $2052852.00     | 0.01%             | 2029-08-16      | Floating      | 10.63%                | No            |                  3 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $232039.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                            | BMO 2023-C5 Mortgage Trust                                                       | CUSIP: 055988AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14217064 | PA      | $579924.01      | 0.00%             | 2056-06-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                 | New Residential Mortgage Loan Trust 2019-2                                       | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       567053 | PA      | $557516.77      | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEWIRE EQUITY                                               | FREEWIRE EQUITY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          153 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COREWEAVE INC                                                 | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |        59000 | PA      | $60467.86       | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                             | DISH Network Corp                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      3089000 | PA      | $3043788.90     | 0.02%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                                  | PRYSMIAN SPA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |       539000 | PA      | $660112.50      | 0.00%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                                  | St Paul's CLO XII DAC                                                            | CUSIP: 000000000<br>LEI: 635400TG25DYCKV8CW74 | Long             | ABS-CBDO         | CORP              | IE        |      1420000 | PA      | $1663662.65     | 0.01%             | 2033-04-15      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 3620ARHV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        81258 | PA      | $82576.40       | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                      | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $100723.00      | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM4                                           | CUSIP: 06744XAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53377209 | PA      | $54977377.88    | 0.31%             | 2065-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     26720900 | PA      | $28087214.70    | 0.16%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2452000 | PA      | $2552794.12     | 0.01%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                | Merrill Lynch Mortgage Investors Trust Series 2006-RM3                           | CUSIP: 590217AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       817041 | PA      | $171895.03      | 0.00%             | 2037-06-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                        | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     11649000 | PA      | $12032054.53    | 0.07%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                | IndyMac INDX Mortgage Loan Trust 2007-FLX5                                       | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       480459 | PA      | $442474.68      | 0.00%             | 2037-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| X.AI HOLDINGS CORP SERIES C PREF E                            | X.AI HOLDINGS CORP SERIES C PREF E                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       363422 | NS      | $13286708.32    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| NCMF Trust                                                    | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11453000 | PA      | $11669315.10    | 0.07%             | 2033-06-10      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                       | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       396721 | PA      | $387180.73      | 0.00%             | 2037-10-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                              | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |       194000 | PA      | $204402.28      | 0.00%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | Rad CLO 7 Ltd                                                                    | CUSIP: 74936GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4540000 | PA      | $4551078.05     | 0.03%             | 2036-04-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12678953 | PA      | $10920623.84    | 0.06%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                 | New Residential Mortgage Loan Trust 2022-SFR1                                    | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       699000 | PA      | $684244.25      | 0.00%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                         | Western Alliance Bank                                                            | CUSIP: 95763PND9<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |      7406070 | PA      | $7740919.11     | 0.04%             | 2059-07-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2024-1                                    | CUSIP: 92261CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       553704 | PA      | $557139.69      | 0.00%             | 2054-01-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                              | Whitebox Clo II Ltd                                                              | CUSIP: 96466CBA5<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      1850000 | PA      | $1856401.19     | 0.01%             | 2037-10-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8030053 | PA      | $7454060.53     | 0.04%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2020-VIV3                                           | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3861513 | PA      | $3627596.44     | 0.02%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                       | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      8842002 | PA      | $8742529.87     | 0.05%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                            | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     15918000 | PA      | $16102628.90    | 0.09%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                        | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       277000 | PA      | $282211.20      | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     36576000 | PA      | $34311431.34    | 0.19%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QUJC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5190904 | PA      | $5366756.05     | 0.03%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                | Bear Stearns Asset Backed Securities I Trust 2005-AC9                            | CUSIP: 0738794J4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       138020 | PA      | $136124.46      | 0.00%             | 2035-12-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                   | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |        18000 | PA      | $16355.01       | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                | WMRK Commercial Mortgage Trust 2022-WMRK                                         | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6274000 | PA      | $6289706.33     | 0.04%             | 2027-11-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                       | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      2157000 | PA      | $2084495.90     | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HoustonCenter(A)Loan/Term                                     | HoustonCenter(A)Loan/Term                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5055667 | PA      | $4779266.61     | 0.03%             | 2030-05-09      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| Barclays Commercial Mortgage S                                | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1166000 | PA      | $1084444.01     | 0.01%             | 2037-03-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                        | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       450000 | PA      | $454842.45      | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                      | Auto ABS Italian Stella Loans 2025-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       692000 | PA      | $814378.65      | 0.00%             | 2040-12-28      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100609616 | PA      | $84815495.50    | 0.48%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OFFERPAD SOLUTIONS INC                                        | OFFERPAD SOLUTIONS INC -CW25                                                     | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       111610 | NC      | $5580.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                      | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $293864.97      | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iShares AAA CLO Active ETF                                    | iShares AAA CLO Active ETF                                                       | CUSIP: 092528504<br>LEI: 529900KNSFG5S5J6YP44 | Long             | EC               | RF                | US        |       200000 | NS      | $10393000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCG Hotel Issuer Inc                                          | SCG Commercial Mortgage Trust 2025-FLWR                                          | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1710000 | PA      | $1711603.13     | 0.01%             | 2042-08-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WPHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       110224 | PA      | $101332.00      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                      | Fashion Show Mall LLC                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1534864 | PA      | $1556798.74     | 0.01%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                                | Deephaven Residential Mortgage Trust 2022-3                                      | CUSIP: 24381YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1716000 | PA      | $1561189.86     | 0.01%             | 2067-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-F                                                  | CUSIP: 009703AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8203630 | PA      | $9287517.27     | 0.05%             | 2061-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                                 | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      4155000 | PA      | $4091645.43     | 0.02%             | 2026-10-04      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J8ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3954234 | PA      | $3908385.43     | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27897000 | PA      | $16343719.12    | 0.09%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2024-37 Ltd                                                              | CUSIP: 67120AAE1<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |      1390000 | PA      | $1396422.22     | 0.01%             | 2037-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4677000 | PA      | $4814710.20     | 0.03%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                      | Bear Stearns ALT-A Trust 2007-1                                                  | CUSIP: 07386XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       697353 | PA      | $604249.22      | 0.00%             | 2047-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       373000 | PA      | $366381.25      | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        64281 | PA      | $62464.61       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Equity Mortgage Trust                                    | Home Equity Mortgage Trust 2006-2                                                | CUSIP: 225470W25<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1619123 | PA      | $145940.94      | 0.00%             | 2036-07-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                           | SOFTBANK GROUP CORP                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      1078000 | PA      | $1304997.41     | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 17 Ltd                                                        | CUSIP: 67109SAA5<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |      3170000 | PA      | $3180619.50     | 0.02%             | 2037-04-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31414JRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       148992 | PA      | $152084.35      | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                           | Prestige Brands Inc                                                              | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       171000 | PA      | $169603.32      | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10381693 | PA      | $8939494.32     | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YMQX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       360271 | PA      | $339595.54      | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131Y3W44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        55930 | PA      | $55110.88       | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA1 Trust | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       218595 | PA      | $178840.09      | 0.00%             | 2046-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      6537000 | PA      | $6795077.30     | 0.04%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                      | ORLEN SA                                                                         | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      7811000 | PA      | $8154254.40     | 0.05%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BankAmerica Manufactured Housi                                | BankAmerica Manufactured Housing Contract Trust                                  | CUSIP: 06606FAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1680000 | PA      | $143653.94      | 0.00%             | 2022-02-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       283443 | PA      | $267533.44      | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                        | Canyon CLO 2023-2 Ltd                                                            | CUSIP: 13887AAE8<br>LEI: 254900FXDN97BW4YMK55 | Long             | ABS-CBDO         | CORP              | JE        |      6800000 | PA      | $6840663.32     | 0.04%             | 2037-05-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                           | NEW IMMO HOLDING SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1939594.73     | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Small Balance                                 | Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2                   | CUSIP: 52520VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       828444 | PA      | $788686.04      | 0.00%             | 2036-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31416BCN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13368 | PA      | $13654.50       | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                | VAR ENERGI ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |       647000 | PA      | $842291.97      | 0.00%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307LGD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        33035 | PA      | $32146.96       | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3745000 | PA      | $3435584.80     | 0.02%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                  | TICP CLO VII Ltd                                                                 | CUSIP: 87248TAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1530989 | PA      | $1533462.86     | 0.01%             | 2033-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46635000 | PA      | $481137.96      | 0.00%             | 2039-06-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housin                                | Lehman ABS Manufactured Housing Contract Trust 2001-B                            | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       585188 | PA      | $590175.51      | 0.00%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        48811 | PA      | $49100.42       | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Silk Finance                                                  | TAGUS - Sociedade de Titularizacao de Creditos SA/Silk Finance No 6              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       500000 | PA      | $590983.31      | 0.00%             | 2039-12-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                        | MGM China Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     14000000 | PA      | $14770000.00    | 0.08%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HBPX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       137704 | PA      | $135994.64      | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                              | BAT Capital Corp                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     15877000 | PA      | $18198222.16    | 0.10%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                  | AGL CLO 37 Ltd                                                                   | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |       290000 | PA      | $290638.00      | 0.00%             | 2038-04-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                       | India Clean Energy Holdings                                                      | CUSIP: 000000000<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |     14000000 | PA      | $13685000.00    | 0.08%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                          | WOM Chile Holdco SpA                                                             | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      4937903 | PA      | $4419423.19     | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                | RALI Series 2007-QO2 Trust                                                       | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       221013 | PA      | $67316.31       | 0.00%             | 2047-02-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                 | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10443000 | PA      | $12089373.93    | 0.07%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                        | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      8531000 | PA      | $8870149.91     | 0.05%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PROJECT MONTAGE NOTE: TL LOAN/REVOLVE                         | PROJECT MONTAGE NOTE: TL LOAN/REVOLVE                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2781964 | PA      | $2677640.74     | 0.02%             | 2029-02-16      | Floating      | 9.98%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners Lt                                | Octagon Investment Partners 18-R Ltd                                             | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1468866 | PA      | $1469136.69     | 0.01%             | 2031-04-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XBKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        19973 | PA      | $19617.16       | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       291570 | PA      | $271976.98      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3909109 | PA      | $3359378.96     | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                               | Recette Clo Ltd                                                                  | CUSIP: 75620TAX6<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500280.00      | 0.00%             | 2034-04-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                           | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      4660000 | PA      | $4741123.00     | 0.03%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       742000 | PA      | $707105.72      | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                    | MFA 2022-INV3 Trust                                                              | CUSIP: 55284PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $850513.80      | 0.00%             | 2066-12-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                           | Ithaca Energy North Sea PLC                                                      | CUSIP: 000000000<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      1078000 | PA      | $1276690.80     | 0.01%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2344826 | PA      | $2830463.09     | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140Q9U84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       648097 | PA      | $647344.54      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                       | Central Garden & Pet Co                                                          | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94985.66       | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307MG34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       129289 | PA      | $126072.47      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                             | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |      1020969 | PA      | $1205795.52     | 0.01%             | 2038-07-20      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QMZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27906737 | PA      | $23971083.31    | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                               | OEG FINANCE PLC                                                                  | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      1886000 | PA      | $2314294.46     | 0.01%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                             | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4312066 | PA      | $4357653.67     | 0.02%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                 | Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB3                    | CUSIP: 25151EAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       151911 | PA      | $132317.80      | 0.00%             | 2036-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2313498 | PA      | $2232128.56     | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                      | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      1300000 | PA      | $1492551.04     | 0.01%             | N/A             | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                      | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       264000 | PA      | $276097.80      | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                | Washington Mutual Mortgage Pass-Through Certificates WMALT Ser 2006-AR10 Trust   | CUSIP: 93935YAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       601836 | PA      | $498859.15      | 0.00%             | 2036-12-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                         | Civitas Resources Inc                                                            | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      3557000 | PA      | $3539897.94     | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CML PROJECT SPIDER 6-DEC-2029: CML LOAN/TERM                  | CML PROJECT SPIDER 6-DEC-2029: CML LOAN/TERM                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8623947 | PA      | $8619345.26     | 0.05%             | 2029-12-06      | Floating      | 5.30%                 | No            |                  3 | On Loan: No      |
| Sixth Street CLO LTD.                                         | Sixth Street CLO IX Ltd                                                          | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |      1690000 | PA      | $1694415.97     | 0.01%             | 2037-07-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J7L94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       325071 | PA      | $321374.57      | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | RAD CLO 21 Ltd                                                                   | CUSIP: 750099AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1502917.95     | 0.01%             | 2037-01-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                                 | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5800000 | PA      | $5815265.02     | 0.03%             | 2039-08-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6887000 | PA      | $6885879.49     | 0.04%             | 2039-11-09      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                   | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1113109.68     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1695000 | PA      | $1699517.01     | 0.01%             | 2032-03-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                           | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       470000 | PA      | $440817.50      | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                         | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102118.60      | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       298750 | PA      | $297321.42      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                         | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104126.20      | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                         | Sixth Street CLO XX Ltd                                                          | CUSIP: 83012QAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2530000 | PA      | $2536325.76     | 0.01%             | 2038-07-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| LATCH INC LEGENDED                                            | LATCH INC LEGENDED                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       411849 | NS      | $40773.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                               | ENGINEERING - INGEGNERIA INFORMATICA - SPA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |       862000 | PA      | $1078445.64     | 0.01%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                          | New Mountain CLO 2 Ltd                                                           | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1990000 | PA      | $1996775.55     | 0.01%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2018-1 Ltd                                                    | CUSIP: 77342JAC7<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1500990.00     | 0.01%             | 2031-05-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                              | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16275000 | PA      | $16305515.63    | 0.09%             | 2041-05-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                              | AMC Networks Inc                                                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        51468 | NS      | $424096.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                 | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        38550 | NS      | $2681923.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust                                 | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3700000 | PA      | $3703468.74     | 0.02%             | 2038-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X82G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16150018 | PA      | $14999069.78    | 0.08%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                                | Bardot CLO Ltd                                                                   | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |      1363405 | PA      | $1363904.15     | 0.01%             | 2032-10-22      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133A04K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2395270 | PA      | $2216630.71     | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA Inc                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      6432000 | PA      | $4400234.11     | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                      | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1422290 | PA      | $1425184.49     | 0.01%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5633227 | PA      | $4613413.94     | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1800407 | PA      | $1779478.91     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       715730 | PA      | $340595.26      | 0.00%             | 2052-02-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T Inc                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     11080000 | PA      | $7878167.64     | 0.04%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5633666 | PA      | $4868991.42     | 0.03%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                       | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       200000 | PA      | $187062.34      | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 36 Ltd                                            | Elmwood CLO 36 Ltd                                                               | CUSIP: 29004MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1517000 | PA      | $1522658.56     | 0.01%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138M5G37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       216138 | PA      | $216281.96      | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITG COMMUNICATIONS LLC                                        | ITG COMMUNICATIONS LLC                                                           | CUSIP: 000000000<br>LEI: 254900KEJHK1L9G5Y190 | Long             | LON              | CORP              | US        |      4924000 | PA      | $4859397.12     | 0.03%             | 2031-07-09      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                      | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       299000 | PA      | $288889.23      | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7192000 | PA      | $7501908.82     | 0.04%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DPCT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3194025 | PA      | $3201335.23     | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO 46 Ltd                                                              | CUSIP: 87170WAC4<br>LEI: 2549003KA6F4T4Q34J34 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250487.58      | 0.00%             | 2038-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding LXXIII Ltd                                                  | CUSIP: 55823HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       730000 | PA      | $733299.53      | 0.00%             | 2038-10-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                      | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      9440000 | PA      | $9799106.00     | 0.05%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XVIII-R                                                               | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       880000 | PA      | $883636.16      | 0.00%             | 2038-01-22      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                              | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       287000 | PA      | $303776.30      | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                | Newday Funding Master Issuer PLC - Series 2025-2                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       981000 | PA      | $1324055.65     | 0.01%             | 2033-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                   | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |      2290760 | PA      | $3094663.22     | 0.02%             | 2035-02-18      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-40274.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MP Clo VII, LTD                                               | ACAS CLO 2015-1 Ltd                                                              | CUSIP: 55320RAJ6<br>LEI: 5493005EOEZ6JX072G15 | Long             | ABS-CBDO         | CORP              | KY        |       311305 | PA      | $311043.28      | 0.00%             | 2028-10-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2017-2                                    | CUSIP: 92258VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       212105 | PA      | $199144.63      | 0.00%             | 2047-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38381MYE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1398963 | PA      | $1386810.66     | 0.01%             | 2054-09-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18316428 | PA      | $15807226.34    | 0.09%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                   | HOMES 2025-NQM2 Trust                                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3157605 | PA      | $3175203.95     | 0.02%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                        | Conseco Finance Corp                                                             | CUSIP: 3935053P5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       767239 | PA      | $210862.65      | 0.00%             | 2030-03-01      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31873251 | PA      | $32998383.60    | 0.18%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138Y23L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        34186 | PA      | $33198.01       | 0.00%             | 2029-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       882872 | PA      | $799110.98      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                              | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          925 | NC      | $100165.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      8000000 | PA      | $7996000.00     | 0.04%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417YSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3515 | PA      | $3631.07        | 0.00%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                           | Elmwood CLO II Ltd                                                               | CUSIP: 29001LBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $252437.35      | 0.00%             | 2037-10-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                      | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       217000 | PA      | $224163.17      | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14586952 | PA      | $11214696.37    | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132GJ5A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        49123 | PA      | $47834.00       | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                         | DEUTSCHE LUFTHANSA AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1332611.40     | 0.01%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 312944SL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        44727 | PA      | $43884.99       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                        | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |       271000 | PA      | $289244.26      | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2022-4                                    | CUSIP: 92259KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       761934 | PA      | $771924.50      | 0.00%             | 2052-08-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1297789 | PA      | $1281677.27     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2025-C                                                 | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8092000 | PA      | $8091948.21     | 0.05%             | 2065-06-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                            | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     11947000 | PA      | $11741211.49    | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                | Morgan Stanley Capital I Trust 2018-MP                                           | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2730000 | PA      | $2043800.85     | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4533700 | PA      | $3688747.08     | 0.02%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36189MS74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        73146 | PA      | $69123.64       | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                      | VF Ukraine PAT via VFU Funding PLC                                               | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      1351905 | PA      | $1284310.18     | 0.01%             | 2027-02-11      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QKVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2692581 | PA      | $2429188.98     | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       260000 | PA      | $258962.13      | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Noria                                                         | FCT Noria 2025                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | FR        |       600000 | PA      | $710416.25      | 0.00%             | 2043-07-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       131952 | PA      | $133488.68      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        20099 | PA      | $19466.33       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1262773 | PA      | $1208143.81     | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | TRINITAS CLO IV LTD                                                              | CUSIP: 89640XBM7<br>LEI: 635400UFTIJ9NEWTCB16 | Long             | ABS-CBDO         | CORP              | KY        |       970000 | PA      | $970785.60      | 0.01%             | 2031-10-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| M/I Homes Inc                                                 | M/I Homes Inc                                                                    | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |         7532 | NS      | $1087922.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1538890 | PA      | $1247684.34     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding                                             | Auto1 Car Funding Sarl                                                           | CUSIP: 000000000<br>LEI: 984500380CAE46K6F380 | Long             | ABS-O            | CORP              | LU        |       300000 | PA      | $354561.81      | 0.00%             | 2033-12-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128MAAK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        19614 | PA      | $19732.95       | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2448000 | PA      | $2468915.91     | 0.01%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dowson                                                        | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       496000 | PA      | $676967.72      | 0.00%             | 2031-08-20      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4470663 | PA      | $3664853.91     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                               | NISSAN MOTOR CO LTD                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      2186000 | PA      | $2642320.80     | 0.01%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1447181 | PA      | $705461.35      | 0.00%             | 2051-12-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                        | RR Donnelley & Sons Co                                                           | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      1184000 | PA      | $1180823.92     | 0.01%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                      | Olympus Water US Holding Corp                                                    | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       359000 | PA      | $365371.32      | 0.00%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QST27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8026368 | PA      | $8150063.65     | 0.05%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16447000 | PA      | $16039037.26    | 0.09%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                             | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       863897 | PA      | $1020390.96     | 0.01%             | 2038-07-20      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      9840000 | PA      | $9727745.18     | 0.05%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2017-V Ltd                                                          | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |      1770000 | PA      | $1776350.76     | 0.01%             | 2037-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                 | DBSG 2024-ALTA Mortgage Trust                                                    | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2583650 | PA      | $2627033.62     | 0.01%             | 2037-06-10      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                      | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       113000 | PA      | $104399.81      | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                       | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       733000 | PA      | $733472.30      | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                       | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1821000 | PA      | $1806254.09     | 0.01%             | 2037-10-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2024-36 Ltd                                                              | CUSIP: 67570EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       289000 | PA      | $290439.25      | 0.00%             | 2037-10-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                | RALI Series 2007-QH9 Trust                                                       | CUSIP: 749241AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       434244 | PA      | $362145.45      | 0.00%             | 2037-11-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4516486 | PA      | $4515074.60     | 0.03%             | 2042-03-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1770000 | PA      | $1777683.39     | 0.01%             | 2039-03-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                               | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       101000 | PA      | $100373.46      | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138AMK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       298926 | PA      | $298940.94      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                      | TAV Havalimanlari Holding AS                                                     | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |      6704000 | PA      | $7014060.00     | 0.04%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding LVII Ltd                                                    | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250249.75      | 0.00%             | 2034-07-27      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KRPY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2930808 | PA      | $2972882.28     | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2018-III Ltd                                                        | CUSIP: 12551YAJ2<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |       682000 | PA      | $684476.34      | 0.00%             | 2038-10-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corp                                                                  | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1843000 | PA      | $1918457.91     | 0.01%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2620000 | PA      | $2519205.19     | 0.01%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417TM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       322896 | PA      | $334407.90      | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36176DHP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       381253 | PA      | $368246.95      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       402000 | PA      | $401623.13      | 0.00%             | 2036-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                | Morgan Stanley Mortgage Loan Trust 2007-3XS                                      | CUSIP: 61752RAK8<br>LEI: 549300SRGEL7X4RBPX12 | Long             | ABS-MBS          | CORP              | US        |      5993076 | PA      | $2058145.26     | 0.01%             | 2047-01-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        36880 | PA      | $37098.78       | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                  | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1819000 | PA      | $1664704.05     | 0.01%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MELANGE SECONDARIES PARTNERS                                  | MELANGE SECONDARIES PARTNERS                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3517428 | NS      | $4256087.72     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| NCMF Trust                                                    | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5715000 | PA      | $5727448.41     | 0.03%             | 2033-06-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| PRIMEINVESTMENTPARTNERS                                       | PRIMEINVESTMENTPARTNERS                                                          | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5460689 | PA      | $5604305.12     | 0.03%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                      | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       391000 | PA      | $365132.92      | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                      | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       268000 | PA      | $265935.06      | 0.00%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132A4Q68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       274838 | PA      | $259323.50      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38378KBK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2339748 | PA      | $33784.79       | 0.00%             | 2053-09-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                      | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |       706000 | PA      | $745495.57      | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                        | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1025888.00     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2931601 | PA      | $2721346.02     | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                       | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       123000 | PA      | $114757.32      | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                          | Halseypoint CLO 7 LTD                                                            | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |      1080000 | PA      | $1086972.91     | 0.01%             | 2038-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-4 Trust   | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       685523 | PA      | $604950.95      | 0.00%             | 2036-05-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2021-VI Ltd                                                         | CUSIP: 12553SAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       840000 | PA      | $841304.18      | 0.00%             | 2034-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO XXVIII LTD                                                          | CUSIP: 89640FAA3<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |       810000 | PA      | $813036.93      | 0.00%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KGF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       293950 | PA      | $288783.11      | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit                                | SG Commercial Mortgage Securities Trust 2019-PREZ                                | CUSIP: 78430EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2200000 | PA      | $1949641.32     | 0.01%             | 2039-09-15      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT AA                                      | Spirit Airlines Pass Through Trust 2017-1AA                                      | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       987502 | PA      | $919527.76      | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                           | HONO 2021-LULU Mortgage Trust                                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6458000 | PA      | $6429746.25     | 0.04%             | 2036-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                   | Oracle Corp                                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5022000 | PA      | $4599321.56     | 0.03%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1699600 | PA      | $1706487.80     | 0.01%             | 2065-01-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                   | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |      1852924 | PA      | $2495483.33     | 0.01%             | 2035-02-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XGMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3044865 | PA      | $2909161.87     | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XJDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       170844 | PA      | $168845.21      | 0.00%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                              | Whitebox Clo I Ltd                                                               | CUSIP: 96467FBC3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      4120000 | PA      | $4130832.30     | 0.02%             | 2036-07-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       365490 | PA      | $367006.21      | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                | IndyMac INDX Mortgage Loan Trust 2006-AR35                                       | CUSIP: 45667SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       526998 | PA      | $474378.51      | 0.00%             | 2037-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                                | Arbor Realty Collateralized Loan Obligation Ltd                                  | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1120000 | PA      | $1120528.98     | 0.01%             | 2041-01-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     51034000 | PA      | $56296889.42    | 0.32%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                                | Golub Capital Partners CLO 76 B Ltd                                              | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       860000 | PA      | $862593.93      | 0.00%             | 2037-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                 | AEP Texas Inc                                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      3606000 | PA      | $3752646.50     | 0.02%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                  | CD 2017-CD5 Mortgage Trust                                                       | CUSIP: 12515HBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2091000 | PA      | $2019756.08     | 0.01%             | 2050-08-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417FU63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1216104 | PA      | $1118265.49     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $322177.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $22126.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Together Asset Backed Securiti                                | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |       860000 | PA      | $1157738.23     | 0.01%             | 2057-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2260000 | PA      | $2261964.84     | 0.01%             | 2039-11-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                  | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       908000 | PA      | $944241.64      | 0.01%             | 2047-02-10      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QKPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2063531 | PA      | $1917436.46     | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                            | Subway Funding LLC                                                               | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5732680 | PA      | $5880137.71     | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16794739 | PA      | $13794303.51    | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140W3CJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68381137 | PA      | $56164050.23    | 0.31%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138E7AT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        14907 | PA      | $14498.74       | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                           | COMM 2015-LC19 Mortgage Trust                                                    | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       338940 | PA      | $332161.26      | 0.00%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XJSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2750836 | PA      | $2481701.50     | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $88277.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2017-2 Ltd                                                    | CUSIP: 77340GAQ4<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |      4766000 | PA      | $4766114.86     | 0.03%             | 2029-10-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                             | Battalion CLO VIII Ltd                                                           | CUSIP: 07132ACL5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3237386.10     | 0.02%             | 2030-07-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                                 | Goldentree Loan Management US Clo 7 Ltd                                          | CUSIP: 38138LAW8<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |       270000 | PA      | $270310.01      | 0.00%             | 2034-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1034000 | PA      | $1027056.38     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QKWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       477259 | PA      | $460605.39      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                   | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      8027000 | PA      | $8677187.00     | 0.05%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25060000 | PA      | $23558878.94    | 0.13%             | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                         | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       275000 | PA      | $267571.45      | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                            | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      1865000 | PA      | $1800008.29     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2053000 | PA      | $1923000.98     | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO XXXVIII Ltd                                          | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3920000 | PA      | $3934782.71     | 0.02%             | 2038-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1295000 | PA      | $1358195.48     | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| INDIA GREEN POWER HOLD                                        | India Green Power Holdings                                                       | CUSIP: 000000000<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |      7299372 | PA      | $7135135.93     | 0.04%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132ACS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       156900 | PA      | $146214.41      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                      | BAYER AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $1029797.59     | 0.01%             | 2083-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                  | TICP CLO XI Ltd                                                                  | CUSIP: 87249QAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251241.75      | 0.00%             | 2037-04-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                      | Discovery Communications LLC                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       265000 | PA      | $227380.60      | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2023-2                                    | CUSIP: 92260AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1447389 | PA      | $1451070.25     | 0.01%             | 2053-05-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                    | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6640000 | PA      | $6580196.18     | 0.04%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1206245 | PA      | $1000390.62     | 0.01%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                      | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      2070000 | PA      | $2176407.98     | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        97347 | PA      | $87861.67       | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179QRY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4023852 | PA      | $3763965.21     | 0.02%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Noria                                                         | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |       446331 | PA      | $526689.13      | 0.00%             | 2043-02-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31416AVY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          732 | PA      | $747.73         | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Trust 2022-RPL1                                                | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2104600 | PA      | $2075792.02     | 0.01%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                        | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        70000 | PA      | $68287.98       | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3381000 | PA      | $3373604.06     | 0.02%             | 2034-11-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Octagon 56 Ltd                                                | Octagon 56 Ltd                                                                   | CUSIP: 67577EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250130.00      | 0.00%             | 2034-10-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                       | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       292000 | PA      | $309969.39      | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                        | Verizon Communications Inc                                                       | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2414000 | PA      | $2110307.26     | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                     | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1347853 | PA      | $1353865.10     | 0.01%             | 2029-08-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| AETHON SR SEC 2L NOTES 144A                                   | AETHON SR SEC 2L NOTES 144A                                                      | CUSIP: 000000000<br>LEI: 5493003Y9J3720W2G906 | Long             | DBT              | CORP              | US        |      3155143 | PA      | $3131479.29     | 0.02%             | 2027-01-10      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                        | Extra Space Storage LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      1836000 | PA      | $1817174.65     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       930000 | PA      | $940873.29      | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                                    | Impac Secured Assets Trust 2006-3                                                | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1626946 | PA      | $1486849.51     | 0.01%             | 2036-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                              | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       573000 | PA      | $509304.12      | 0.00%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                       | Energean Israel Finance Ltd                                                      | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      7468650 | PA      | $7879425.75     | 0.04%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                 | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874YAE7<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250851.55      | 0.00%             | 2037-07-20      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                      | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       370000 | PA      | $349227.01      | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                             | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       290000 | PA      | $288452.01      | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Indymac Home Equity Loan Asset                                | Home Equity Mortgage Loan Asset-Backed Trust Series SPMD 2004-A                  | CUSIP: 456606ER9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       217122 | PA      | $209313.05      | 0.00%             | 2034-07-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250691.15      | 0.00%             | 2037-07-23      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                  | Comerica Inc                                                                     | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |         6086 | NS      | $417012.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63013500 | PA      | $52096903.26    | 0.29%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1278098 | PA      | $1256964.42     | 0.01%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER                                | LENDINGCLUB RATED NOTES ISSUER TRUST SERIES 2025-P2                              | CUSIP: 525949AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       407000 | PA      | $409774.76      | 0.00%             | 2035-04-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                        | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1004000 | PA      | $942186.56      | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                                   | Stratus CLO 2021-1 Ltd                                                           | CUSIP: 863171AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $0.10           | 0.00%             | 2029-12-29      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30201000 | PA      | $27446338.40    | 0.15%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2327000 | PA      | $2396793.01     | 0.01%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                       | Bryant Park Funding 2024-24 Ltd                                                  | CUSIP: 11766DAA0<br>LEI: 3912003A96YDRT8EGP15 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1505334.00     | 0.01%             | 2037-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10266734 | PA      | $8372453.84     | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       725700 | PA      | $666037.01      | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39                                | Octagon Investment Partners 39 Ltd                                               | CUSIP: 67592CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8890000 | PA      | $8895689.60     | 0.05%             | 2030-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                                | VOLT CVI LLC                                                                     | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2922677 | PA      | $2922846.70     | 0.02%             | 2051-12-26      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CITYCON OYJ                                                   | CITYCON OYJ                                                                      | CUSIP: 000000000<br>LEI: 549300P8N0P6KDGTJ206 | Long             | DBT              | CORP              | FI        |       261000 | PA      | $286245.76      | 0.00%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138ERQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2604601 | PA      | $2587302.89     | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                              | CDS CATERPILLAR INC                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |            1 | NC      | $-66156.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                               | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       384000 | PA      | $362926.65      | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                     | Warner Bros Discovery Inc                                                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       156766 | NS      | $3061639.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2475500 | PA      | $2503195.40     | 0.01%             | 2064-01-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132VMPG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       609558 | PA      | $605487.51      | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER                                | LENDINGCLUB RATED NOTES ISSUER TRUST SERIES 2025-P2                              | CUSIP: 525949AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       328000 | PA      | $330202.39      | 0.00%             | 2035-12-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                     | LBA Trust 2024-7IND                                                              | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       765418 | PA      | $767331.44      | 0.00%             | 2041-10-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 49 Senior Loan Fund                                                       | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500750.00      | 0.00%             | 2030-07-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                             | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       298000 | PA      | $280967.48      | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       130000 | PA      | $132048.73      | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                          | Birch Grove CLO Ltd                                                              | CUSIP: 09075JAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250975.85      | 0.00%             | 2037-07-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                         | USD/PEN FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-32430.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                | CWABS Asset-Backed Certificates Trust 2005-16                                    | CUSIP: 126670NV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1790230 | PA      | $1608332.30     | 0.01%             | 2036-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XYDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        67527 | PA      | $65738.72       | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                                | Deephaven Residential Mortgage Trust 2022-3                                      | CUSIP: 24381YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3171000 | PA      | $3061644.58     | 0.02%             | 2067-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XLEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9709436 | PA      | $9885466.74     | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 312943WD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        56805 | PA      | $55700.97       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                | Bain Capital Credit CLO 2018-2                                                   | CUSIP: 05682VAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500000.05      | 0.00%             | 2031-07-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                         | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2393151.71     | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3129382K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1798 | PA      | $1841.88        | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                       | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |       530000 | PA      | $10931.25       | 0.00%             | 2022-07-05      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2020-18 Ltd                                                              | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |      2080000 | PA      | $2086619.39     | 0.01%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                          | HEATHROW FINANCE PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      1617000 | PA      | $2185108.65     | 0.01%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        93620 | PA      | $93882.82       | 0.00%             | 2039-08-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-51307.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 5 Ltd                                                                         | CUSIP: 74979VAV5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003570.00     | 0.01%             | 2039-07-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                 | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |       468793 | PA      | $637503.68      | 0.00%             | 2033-04-21      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36180DPF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       127486 | PA      | $119218.68      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8091483 | PA      | $6658404.57     | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                      | SoFi Personal Loan Trust 2023-1                                                  | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3275703 | PA      | $3319890.76     | 0.02%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc                                     | Opendoor Technologies Inc                                                        | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       303570 | NS      | $2419452.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ace Securities Corp.                                          | ACE Securities Corp Home Equity Loan Trust Series 2003-OP1                       | CUSIP: 004427BK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       475605 | PA      | $459345.31      | 0.00%             | 2033-12-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                               | Global Atlantic Fin Co                                                           | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       252000 | PA      | $248243.55      | 0.00%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3142GRWA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1707621 | PA      | $1767748.89     | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                           | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |        52000 | PA      | $50238.09       | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1238174 | PA      | $1221270.56     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                         | Becton Dickinson & Co                                                            | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $994036.05      | 0.01%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                                    | RENAULT SA                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $703360.51      | 0.00%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                          | Sonic Automotive Inc                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       241000 | PA      | $230447.04      | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                             | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       464544 | PA      | $544854.49      | 0.00%             | 2036-11-17      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan T                                | CWHEQ Revolving Home Equity Loan Trust Series 2005-B                             | CUSIP: 126685AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        24620 | PA      | $24464.84       | 0.00%             | 2035-05-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                      | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       256000 | PA      | $262382.34      | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       325000 | PA      | $307228.29      | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                      | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $47574.51       | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                   | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2602 | NC      | $790674.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                      | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      6133000 | PA      | $6227264.21     | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                       | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       246000 | PA      | $248352.01      | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       231000 | PA      | $239101.17      | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       161246 | PA      | $150199.81      | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                     | College Ave Student Loans Trust 2024-A                                           | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7749375 | PA      | $7861570.74     | 0.04%             | 2054-06-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                        | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8300000 | PA      | $8335342.23     | 0.05%             | 2041-11-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      6765000 | PA      | $6785287.56     | 0.04%             | 2037-11-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                   | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       539000 | PA      | $737188.90      | 0.00%             | 2060-04-28      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3385093 | PA      | $3391838.88     | 0.02%             | 2039-02-15      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     17691000 | PA      | $18508490.50    | 0.10%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                        | Extra Space Storage LP                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      8898000 | PA      | $9276832.88     | 0.05%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        47913 | PA      | $46955.19       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers CLO 34 Ltd                                        | CUSIP: 64132YBJ0<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000699.90     | 0.01%             | 2039-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1244300 | PA      | $1151430.80     | 0.01%             | 2061-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                                    | CENT 2025-CITY                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5603000 | PA      | $5666371.61     | 0.03%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                           | 522 Funding CLO 2019-5 Ltd                                                       | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |       510000 | PA      | $510470.07      | 0.00%             | 2035-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Merit                                                         | MHP 2021-STOR                                                                    | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2100000 | PA      | $2100000.00     | 0.01%             | 2038-07-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                               | Venture 32 CLO Ltd                                                               | CUSIP: 92325QAC1<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |       501510 | PA      | $501292.94      | 0.00%             | 2031-07-18      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     26671000 | PA      | $15234766.98    | 0.09%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                                    | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |       311435 | PA      | $370128.65      | 0.00%             | 2041-06-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                       | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       668000 | PA      | $698187.56      | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                | Morgan Stanley Mortgage Loan Trust 2007-3XS                                      | CUSIP: 61752RAJ1<br>LEI: 549300SRGEL7X4RBPX12 | Long             | ABS-MBS          | CORP              | US        |      1376591 | PA      | $481496.46      | 0.00%             | 2047-01-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5666551 | PA      | $4888600.40     | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                              | T-Mobile USA Inc                                                                 | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1464000 | PA      | $1506686.80     | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23510000 | PA      | $549952.97      | 0.00%             | 2052-06-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418RQM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       982253 | PA      | $1005935.63     | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XJU62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        92638 | PA      | $91664.94       | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                       | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       265000 | PA      | $258088.67      | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       468741 | PA      | $437164.31      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 12498NAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       301551 | PA      | $246899.30      | 0.00%             | 2036-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                               | CDS ITRAXX.FINSR.44.V1                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1255950.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4918586 | PA      | $4950944.38     | 0.03%             | 2039-02-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                | JPMDB Commercial Mortgage Securities Trust 2016-C4                               | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4940000 | PA      | $30812.76       | 0.00%             | 2049-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       907000 | PA      | $959963.02      | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solu                                | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11682212 | PA      | $11852049.18    | 0.07%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                      | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       688000 | PA      | $728036.10      | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15373000 | PA      | $12175888.26    | 0.07%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       200000 | PA      | $195669.38      | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-184973.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QE2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1137807 | PA      | $1081585.81     | 0.01%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                    | VONOVIA SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1295401.63     | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TVC DSCR_21-1: CERT                                           | TVC DSCR_21-1: CERT                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7160429 | PA      | $6135106.62     | 0.03%             | 2028-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ARETEC GROUP INC                                              | Aretec Group Inc                                                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100479.30      | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                | JP Morgan Mortgage Acquisition Trust 2006-CW1                                    | CUSIP: 46628MAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       468476 | PA      | $467874.11      | 0.00%             | 2036-05-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133L8FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2922110 | PA      | $2630885.39     | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        49681 | PA      | $44414.96       | 0.00%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                      | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       363000 | PA      | $270435.00      | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                       | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      1078000 | PA      | $1297371.89     | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                | IndyMac INDX Mortgage Loan Trust 2006-AR15                                       | CUSIP: 456610AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       264720 | PA      | $260567.00      | 0.00%             | 2036-07-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $711550.00      | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12596618 | PA      | $10825197.04    | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                | BBCMS Mortgage Trust 2023-5C23                                                   | CUSIP: 05493QAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       553000 | PA      | $551646.53      | 0.00%             | 2056-12-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                      | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       103000 | PA      | $102114.01      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179NQ43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        18391 | PA      | $17333.82       | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                | Solventum Corp                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       533000 | PA      | $550050.84      | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | Rad CLO 7 Ltd                                                                    | CUSIP: 74936GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2410000 | PA      | $2413801.29     | 0.01%             | 2036-04-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                          | Signal Peak CLO 3 Ltd                                                            | CUSIP: 82672NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1350000 | PA      | $1353511.08     | 0.01%             | 2037-01-23      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                      | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3277000 | PA      | $3280661.92     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC 2017-TIME                                                                   | CUSIP: 12652XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       850000 | PA      | $802797.38      | 0.00%             | 2039-11-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                | IRS USD                                                                          | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |            1 | NC      | $635373.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QANL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18334752 | PA      | $18232958.51    | 0.10%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                     | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       547000 | PA      | $539813.79      | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Trust 2021-NPL1                                                | CUSIP: 06744JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6481555 | PA      | $8782506.40     | 0.05%             | 2051-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                      | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       773000 | PA      | $772339.42      | 0.00%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| LAVORO LTD-CL A                                               | Lavoro Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | BR        |        79561 | NC      | $3007.41        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GT Loan Financing Ltd                                         | GT Loan Financing I Ltd 2013-1                                                   | CUSIP: 36248MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250535.65      | 0.00%             | 2031-07-28      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                    | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       828028 | PA      | $745001.97      | 0.00%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | Ares LIX CLO Ltd                                                                 | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500203.00      | 0.00%             | 2034-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EJCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6364 | PA      | $6356.28        | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                        | Medco Cypress Tree Pte Ltd                                                       | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |      6686000 | PA      | $7053730.00     | 0.04%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WEBP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1023320 | PA      | $937473.45      | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                            | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       487000 | PA      | $514997.69      | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding                                 | Bear Stearns Mortgage Funding Trust 2007-AR3                                     | CUSIP: 07401VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       301906 | PA      | $284457.21      | 0.00%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWM30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        44875 | PA      | $43196.27       | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                           | American Tower Corp                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1041000 | PA      | $920651.14      | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                           | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3312000 | PA      | $3299846.62     | 0.02%             | 2041-06-15      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                     | Anchorage Capital CLO 7 Ltd                                                      | CUSIP: 03328TBS3<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |      5686000 | PA      | $5708264.67     | 0.03%             | 2037-04-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5842000 | PA      | $5657563.15     | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     16913000 | PA      | $15397265.57    | 0.09%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                           | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2829000 | PA      | $2836956.56     | 0.02%             | 2041-06-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Mo                                | Bayview Financial Revolving Asset Trust 2005-E                                   | CUSIP: 073250BV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        97098 | PA      | $98656.66       | 0.00%             | 2040-12-28      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Trust 2021-NPL1                                                | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10801493 | PA      | $10798109.58    | 0.06%             | 2051-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                          | Birch Grove CLO 10 Ltd                                                           | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2550000 | PA      | $2560570.01     | 0.01%             | 2038-01-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132M6DM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       198146 | PA      | $192482.66      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Trust 2022-RPL1                                                | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9058768 | PA      | $9015250.01     | 0.05%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1768000 | PA      | $1634978.86     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                        | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      1248000 | PA      | $1260234.14     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                             | EPHIOS SUBCO 3 SARL                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |      1617000 | PA      | $2021021.03     | 0.01%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO XIV Ltd                                                             | CUSIP: 89641QAY6<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1251031.38     | 0.01%             | 2034-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                              | TRESTLES CLO III LTD                                                             | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3670000 | PA      | $3685193.43     | 0.02%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW | WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3115000 | PA      | $0.31           | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       188000 | PA      | $188224.93      | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                           | Minejesa Capital BV                                                              | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     24806000 | PA      | $24657164.00    | 0.14%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                                | Residential Mortgage Loan Trust 2019-2                                           | CUSIP: 76119DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2434000 | PA      | $2416704.00     | 0.01%             | 2059-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31419JPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        20222 | PA      | $20542.90       | 0.00%             | 2040-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                          | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      3722684 | PA      | $3664982.40     | 0.02%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                           | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       830000 | PA      | $845494.86      | 0.00%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0406A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341305000 | PA      | $321633019.41   | 1.80%             | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27897000 | PA      | $14026960.31    | 0.08%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31416HAF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6570 | PA      | $6825.42        | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                | Bear Stearns Asset Backed Securities I Trust 2007-HE3                            | CUSIP: 073852AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7135068 | PA      | $6863660.96     | 0.04%             | 2037-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                      | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       545000 | PA      | $547439.42      | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY                                | Tiaa Clo III Ltd                                                                 | CUSIP: 87272HAA8<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |       212319 | PA      | $212396.05      | 0.00%             | 2031-01-16      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140N6TX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       262057 | PA      | $271454.16      | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                       | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1710000 | PA      | $1716905.49     | 0.01%             | 2038-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100014.36      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN PROPTECH ACQUISITION-A                                  | Crown PropTech Acquisitions                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       128396 | NC      | $0.13           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101905.90      | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XUKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       148819 | PA      | $147162.76      | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140H3KJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       252844 | PA      | $249397.52      | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                      | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       300000 | PA      | $264404.49      | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       329332 | PA      | $307150.48      | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy Inc                                                                   | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       948000 | PA      | $940027.14      | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                         | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       159000 | PA      | $162067.76      | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing                                   | Origen Manufactured Housing Contract Trust 2007-B                                | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |       114372 | PA      | $113862.73      | 0.00%             | 2037-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                          | Elmwood CLO VII Ltd                                                              | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       790000 | PA      | $792708.91      | 0.00%             | 2037-10-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                      | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       384000 | PA      | $400320.38      | 0.00%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL LTD                                         | Thames Water Utilities Ltd                                                       | CUSIP: 882918AA3<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |        20970 | PA      | $24113.36       | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2296000 | PA      | $1958900.96     | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        35851 | PA      | $34802.92       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4256608 | PA      | $4312002.96     | 0.02%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                | LendingClub Rated Notes Issuer Trust Series 2025-P1                              | CUSIP: 525943AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1740000 | PA      | $1756485.28     | 0.01%             | 2031-06-16      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X8KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       550225 | PA      | $483348.18      | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76050000 | PA      | $73738207.00    | 0.41%             | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO                                                  | OCP Euro CLO 2019-3 DAC                                                          | CUSIP: 000000000<br>LEI: 635400AITKFDK9OZEW62 | Long             | ABS-CBDO         | CORP              | IE        |       250000 | PA      | $294981.59      | 0.00%             | 2033-04-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | Oak Hill Credit Partners X-R Ltd                                                 | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2680000 | PA      | $2680260.50     | 0.02%             | 2038-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                 | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       236000 | PA      | $225948.00      | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                                | Bay Area Toll Authority                                                          | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      6480000 | PA      | $7459975.41     | 0.04%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                       | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |        47000 | PA      | $49164.73       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom Inc                                                                     | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     12299000 | PA      | $11382409.89    | 0.06%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                             | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |       293212 | NS      | $1901381.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | Cifc Funding 2023-III Ltd                                                        | CUSIP: 12598YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2410000 | PA      | $2417883.11     | 0.01%             | 2037-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                      | Turk Telekomunikasyon AS                                                         | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |      6840000 | PA      | $7063120.80     | 0.04%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643ABG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1629756 | PA      | $14.18          | 0.00%             | 2047-09-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       155855 | PA      | $159802.33      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1442000 | PA      | $1470543.52     | 0.01%             | 2064-01-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                          | Birch Grove CLO 13 Ltd                                                           | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $902349.45      | 0.01%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     12001000 | PA      | $12153948.90    | 0.07%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                      | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97138.65       | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       344000 | PA      | $343291.77      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XUUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       280593 | PA      | $275913.33      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QRRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        51099 | PA      | $51807.54       | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YUQD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       196479 | PA      | $192099.52      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                      | Continuum Green Energy India Pvt / Co-Issuers                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      9645000 | PA      | $10214537.25    | 0.06%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                        | SLM Private Education Loan Trust 2010-C                                          | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      9518999 | PA      | $9981674.43     | 0.06%             | 2041-10-15      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| HoustonCenter(B)Loan/Term                                     | HoustonCenter(B)Loan/Term                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7132076 | PA      | $0.71           | 0.00%             | 2030-05-09      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| Whitebox CLO Ltd                                              | Whitebox Clo II Ltd                                                              | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |     10522000 | PA      | $10549620.25    | 0.06%             | 2037-10-24      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140FECW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       723685 | PA      | $704352.71      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0626A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37140000 | PA      | $38143568.11    | 0.21%             | 2055-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                       | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18451000 | PA      | $18408346.27    | 0.10%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                                       | J&J VENTURES GAMING LLC                                                          | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |      1860574 | PA      | $1839642.69     | 0.01%             | 2030-04-26      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4409499 | PA      | $4526977.99     | 0.03%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10261000 | PA      | $10445818.05    | 0.06%             | 2042-07-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4642000 | PA      | $4078111.94     | 0.02%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7582055 | PA      | $4207883.68     | 0.02%             | 2060-12-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140273600 | PA      | $141413323.00   | 0.79%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                            | Panama Government International Bond                                             | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     10739000 | PA      | $7882426.00     | 0.04%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1293264 | PA      | $1059575.32     | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3264213 | PA      | $2677656.09     | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                         | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      6346278 | PA      | $7458394.83     | 0.04%             | 2037-06-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                 | SCHAEFFLER AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1352292.00     | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                   | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     12449000 | PA      | $12529209.65    | 0.07%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit                                | SG Commercial Mortgage Securities Trust 2019-PREZ                                | CUSIP: 78430EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1792000 | PA      | $1515685.25     | 0.01%             | 2039-09-15      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                           | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       500000 | PA      | $592150.90      | 0.00%             | 2038-05-14      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XGPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8165346 | PA      | $7544818.99     | 0.04%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        51353 | PA      | $49950.58       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                              | FirstEnergy Corp                                                                 | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     31118000 | PA      | $21724903.18    | 0.12%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                           | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |        99000 | PA      | $99607.51       | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QST68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25996979 | PA      | $26682659.65    | 0.15%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                       | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       372198 | PA      | $356379.58      | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1586938 | PA      | $1286509.93     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       810000 | PA      | $804220.08      | 0.00%             | 2032-03-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                       | AEP Transmission Co LLC                                                          | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      4846000 | PA      | $3761490.01     | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor                                | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2001-R1A              | CUSIP: 65535VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       216742 | PA      | $216015.71      | 0.00%             | 2030-02-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom Inc                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       955000 | PA      | $961635.08      | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                              | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       155000 | PA      | $149599.18      | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                         | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       874000 | PA      | $895373.67      | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                          | ADLER FINANCING SARL                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |      1798001 | PA      | $2246918.53     | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132JQEV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       142228 | PA      | $141394.76      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Noria                                                         | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |       267798 | PA      | $317325.19      | 0.00%             | 2043-02-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38384CEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2466826 | PA      | $1978256.58     | 0.01%             | 2065-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC 2021-NQM8                                                                   | CUSIP: 12659FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       759500 | PA      | $587927.20      | 0.00%             | 2066-10-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                          | ARAMARK INTERNATIONAL FINANCE SARL                                               | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |      1078000 | PA      | $1267243.66     | 0.01%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12167718 | PA      | $10058526.51    | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140NKJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2430057 | PA      | $2474114.90     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | CUSIP: 939355AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       812691 | PA      | $708485.30      | 0.00%             | 2047-04-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138Y15V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1708974 | PA      | $1679436.45     | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                      | Hess Midstream Operations LP                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       176000 | PA      | $181514.96      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 76 CLO Ltd                                                                | CUSIP: 26252WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002731.30     | 0.01%             | 2037-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                              | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      1930000 | PA      | $2033737.50     | 0.01%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 65 CLO Ltd                                                                | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $300648.03      | 0.00%             | 2030-07-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                           | Elevance Health Inc                                                              | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1374000 | PA      | $1359916.97     | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PENINSULA PACIFIC ENTERT                                      | PENINSULA PACIFIC ENTERTAINMENT DEVELOPMENT LLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       815939 | PA      | $813899.12      | 0.00%             | 2032-08-16      | Floating      | 8.93%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       231414 | PA      | $216111.02      | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO XVIII Ltd                                                           | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250511.70      | 0.00%             | 2035-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                         | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7700497 | PA      | $7761537.21     | 0.04%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 8 Ltd                                                                         | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500684.10      | 0.00%             | 2037-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                           | Synchrony Financial                                                              | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     21705000 | PA      | $19222266.63    | 0.11%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-15CB                                                 | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       305435 | PA      | $139658.15      | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                       | Fremont Home Loan Trust 2006-3                                                   | CUSIP: 35729MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1687075 | PA      | $1250344.37     | 0.01%             | 2037-02-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12533113 | PA      | $10254049.48    | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132VMK53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       198849 | PA      | $197602.79      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                                         | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      2796000 | PA      | $2674521.35     | 0.01%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                        | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       187000 | PA      | $191997.39      | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HJUQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       169923 | PA      | $168266.55      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF           | iShares iBoxx $ Investment Grade Corporate Bond ETF                              | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |        54500 | NS      | $6075115.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Soundview Home Equity Loan Tru                                | Soundview Home Loan Trust 2004-WMC1                                              | CUSIP: 83611MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        30637 | PA      | $26240.49       | 0.00%             | 2035-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XXXVII                                                                | CUSIP: 03769HAG2<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250621.85      | 0.00%             | 2034-10-22      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                                      | Redwood Funding Trust 2023-1                                                     | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       373842 | PA      | $373867.99      | 0.00%             | 2059-07-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2676817 | PA      | $2195139.57     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3034000 | PA      | $2457959.60     | 0.01%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                            | Expand Energy Corp                                                               | CUSIP: 000000000<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       623000 | PA      | $0.06           | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       655232 | PA      | $622453.02      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        53122 | PA      | $50761.06       | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $34883.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                                          | Elmwood CLO XII Ltd                                                              | CUSIP: 29002YAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1310000 | PA      | $1314451.38     | 0.01%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SOLARIS (SOLARIS ENER INFRA LLC): TL-B                        | SOLARIS (SOLARIS ENER INFRA LLC): TL-B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10822000 | PA      | $10903165.00    | 0.06%             | 2029-09-11      | Floating      | 10.00%                | No            |                  3 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $5078649.17     | 0.03%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                      | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |       325000 | PA      | $325226.07      | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       259782 | PA      | $254529.06      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                       | Regatta VI Funding Ltd                                                           | CUSIP: 75887NBL2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |      4700000 | PA      | $4694125.00     | 0.03%             | 2038-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       719496 | PA      | $612377.82      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                      | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       212000 | PA      | $220395.77      | 0.00%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Euro Galaxy CLO DAC                                           | Euro-Galaxy III CLO DAC                                                          | CUSIP: 000000000<br>LEI: 635400H1W7SGWXGQOB43 | Long             | ABS-CBDO         | CORP              | IE        |      1585000 | PA      | $1868627.77     | 0.01%             | 2034-04-24      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138ENGF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5974191 | PA      | $5944351.59     | 0.03%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-                                | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2345000 | PA      | $2245330.70     | 0.01%             | 2036-01-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       517000 | PA      | $528376.07      | 0.00%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                           | ReNew Pvt Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |     14000000 | PA      | $13980540.00    | 0.08%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-D                                                  | CUSIP: 009723AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13361914 | PA      | $13355354.57    | 0.07%             | 2060-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                       | BDS 2022-FL11 LLC                                                                | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1262036 | PA      | $1262028.18     | 0.01%             | 2039-03-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                           | DBWF 2024-LCRS Mortgage Trust                                                    | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       705000 | PA      | $705220.31      | 0.00%             | 2037-04-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                           | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       578000 | PA      | $557448.62      | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                             | 245 Park Avenue Trust 2017-245P                                                  | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2463000 | PA      | $2338688.70     | 0.01%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| VEDANTA HOLDINGS MAURITIUS II LTD                             | VEDANTA HOLDINGS MAURITIUS II LTD                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | MU        |      2224640 | PA      | $2224640.16     | 0.01%             | 2026-04-17      | Floating      | 18.00%                | No            |                  3 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2024-5                                    | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1797127 | PA      | $1806259.72     | 0.01%             | 2054-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                                | Deephaven Residential Mortgage Trust 2024-1                                      | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2153735 | PA      | $2175650.98     | 0.01%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WEF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       546408 | PA      | $530716.09      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4888232 | PA      | $4619775.51     | 0.03%             | 2037-04-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                 | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1790000 | PA      | $1815561.20     | 0.01%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                           | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      2086000 | PA      | $1903142.32     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                      | Ford Motor Credit Co LLC                                                         | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1562000 | PA      | $1567176.08     | 0.01%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                          | Glencore Funding LLC                                                             | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      6464000 | PA      | $5929016.67     | 0.03%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2990600 | PA      | $2631265.95     | 0.01%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                  | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5374000 | PA      | $5395831.88     | 0.03%             | 2028-03-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                              | AMC Networks Inc                                                                 | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      1097000 | PA      | $1044892.50     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       414971 | PA      | $407005.23      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2306497 | PA      | $2243266.89     | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX NAV DIST DOCK                                | Port of Beaumont Navigation District                                             | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      7045000 | PA      | $7081868.11     | 0.04%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                              | COLT 2021-HX1 Mortgage Loan Trust                                                | CUSIP: 19688KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $789507.70      | 0.00%             | 2066-10-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XX3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       115011 | PA      | $113509.49      | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     14235000 | PA      | $14518055.15    | 0.08%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-B                                                  | CUSIP: 009691AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3916688 | PA      | $2498447.63     | 0.01%             | 2062-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                        | CHL Mortgage Pass-Through Trust 2007-15                                          | CUSIP: 17025TBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7345249 | PA      | $2611955.29     | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                  | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2614000 | PA      | $2613428.84     | 0.01%             | 2042-08-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                      | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      6742000 | PA      | $6870098.00     | 0.04%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1708596 | PA      | $1626132.96     | 0.01%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2120735 | PA      | $1998861.01     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                              | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |      4326601 | PA      | $4362149.33     | 0.02%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                       | Regatta 31 Funding Ltd                                                           | CUSIP: 758962AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1920000 | PA      | $1926893.18     | 0.01%             | 2038-03-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QUCP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4034526 | PA      | $4171018.35     | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      1424000 | PA      | $1300603.17     | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       812097 | PA      | $773165.70      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                            | 3MO EURO EURIBOR                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          -55 | NC      | $29785.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                                 | GS Mortgage-Backed Securities Trust 2022-NQM1                                    | CUSIP: 36264EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       571368 | PA      | $530559.62      | 0.00%             | 2062-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                  | Alphabet Inc                                                                     | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3895922.21     | 0.02%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aimco                                                         | AIMCO CLO 21 Ltd                                                                 | CUSIP: 00901WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       750000 | PA      | $753044.85      | 0.00%             | 2037-04-18      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                          | BOOTS GROUP FINCO LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      1078000 | PA      | $1476946.56     | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JMLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       352571 | PA      | $348482.48      | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                          | Cross 2023-H2 Mortgage Trust                                                     | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1976641 | PA      | $2007638.99     | 0.01%             | 2068-11-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                          | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       488000 | PA      | $537852.62      | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5830896 | PA      | $4783166.86     | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                             | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     14000000 | PA      | $15742507.20    | 0.09%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-C                                                  | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6434668 | PA      | $6433249.41     | 0.04%             | 2061-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QRXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5416278 | PA      | $5585156.57     | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                      | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $103865.40      | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       286474 | PA      | $278955.80      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3142GRLY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       838947 | PA      | $867672.43      | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11942477 | PA      | $9181912.64     | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                   | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        11624 | NC      | $1093092.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA Inc                                                                          | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      7671000 | PA      | $7991888.36     | 0.04%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-F                                                  | CUSIP: 00971FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12800250 | PA      | $12730330.99    | 0.07%             | 2061-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                            | Forestar Group Inc                                                               | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |      1413000 | PA      | $1399776.02     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24626184 | PA      | $22055220.43    | 0.12%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                       | Sasol Financing USA LLC                                                          | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      6738000 | PA      | $6990675.00     | 0.04%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                             | 720 East CLO VII Ltd                                                             | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7410000 | PA      | $7421495.87     | 0.04%             | 2037-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                      | Angel Oak Mortgage Trust 2023-7                                                  | CUSIP: 03466DAA0<br>LEI: 254900DRGJVOF9SOT744 | Long             | ABS-MBS          | CORP              | US        |     10581836 | PA      | $10528016.89    | 0.06%             | 2067-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36196FZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       226296 | PA      | $208674.08      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        45469 | PA      | $47915.84       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                                | RAMP Series 2004-RS7 Trust                                                       | CUSIP: 7609857G0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       951473 | PA      | $755067.37      | 0.00%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                                | Residential Mortgage Loan Trust 2019-3                                           | CUSIP: 76119NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       282000 | PA      | $282186.01      | 0.00%             | 2059-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                              | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8659000 | PA      | $7762048.05     | 0.04%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       401779 | PA      | $394229.64      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2023-PL1                                               | CUSIP: 64034UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2562136 | PA      | $2597777.20     | 0.01%             | 2053-11-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                 | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      2953903 | PA      | $2975426.62     | 0.02%             | 2065-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                              | CVC Cordatus Loan Fund IV DAC                                                    | CUSIP: 000000000<br>LEI: 2138005AFEIY5AMT4165 | Long             | ABS-CBDO         | CORP              | IE        |       990000 | PA      | $1156434.03     | 0.01%             | 2034-02-22      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                    | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1342000 | PA      | $1274932.21     | 0.01%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc                                | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TDS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3107513 | PA      | $3147464.67     | 0.02%             | 2032-06-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS EUR                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-46010.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEREX CORP                                                    | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       284000 | PA      | $279684.48      | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       125595 | PA      | $121263.81      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER                                | LENDINGCLUB RATED NOTES ISSUER TRUST SERIES 2025-P2                              | CUSIP: 525949AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8206000 | PA      | $8267751.79     | 0.05%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                  | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       123000 | PA      | $124725.69      | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                | CFMT 2024-HB14 LLC                                                               | CUSIP: 12530XAD3<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |       674594 | PA      | $641613.30      | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                           | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       268000 | PA      | $257212.33      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                  | Atrium Hotel Portfolio Trust 2017-ATRM                                           | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3269000 | PA      | $3109636.58     | 0.02%             | 2036-12-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                              | Crown Castle Inc                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       926000 | PA      | $962192.77      | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        79776 | PA      | $75546.18       | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                          | ZF EUROPE FINANCE BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      1700000 | PA      | $2040173.65     | 0.01%             | 2029-03-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA Inc                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     16107000 | PA      | $16839453.58    | 0.09%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2016-C32                                   | CUSIP: 94989YBG7<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |       205318 | PA      | $205207.12      | 0.00%             | 2059-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                           | CBAM 2020-12 Ltd                                                                 | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       436000 | PA      | $436726.33      | 0.00%             | 2034-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140GUMN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1576360 | PA      | $1556790.61     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4860000 | PA      | $4890392.50     | 0.03%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2019-1 Ltd                                                              | CUSIP: 92917NAW8<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |      3620000 | PA      | $3629909.75     | 0.02%             | 2037-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       437826 | PA      | $399133.50      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       331000 | PA      | $288158.67      | 0.00%             | 2062-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                         | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |        19000 | PA      | $19144.91       | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3956161 | PA      | $3948946.32     | 0.02%             | 2064-12-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                         | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       113000 | PA      | $111453.80      | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                      | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       252000 | PA      | $237849.72      | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                  | Navient Refinance Loan Trust 2025-B                                              | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7360000 | PA      | $7343603.39     | 0.04%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138Y9NU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        34568 | PA      | $33690.22       | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4350491 | PA      | $4169710.55     | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMETIC GROUP AB                                              | DOMETIC GROUP AB                                                                 | CUSIP: 000000000<br>LEI: 549300STIPMK5VSA7Y59 | Long             | DBT              | CORP              | SE        |       808000 | PA      | $952122.30      | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                            | BX Trust 2019-OC11                                                               | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3782986.80     | 0.02%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                           | DOLCETTO HOLDCO SPA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      1617000 | PA      | $1946371.85     | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11448313 | PA      | $11146604.52    | 0.06%             | 2061-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2021-4                                    | CUSIP: 92258DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       926591 | PA      | $764125.20      | 0.00%             | 2051-12-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0206A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -5419000 | PA      | $-4366437.07    | -0.02%            | 2055-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                    | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2695000 | PA      | $2701737.50     | 0.02%             | 2042-06-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                            | Baytex Energy Corp                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       270000 | PA      | $264358.86      | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STEM INC                                                      | Stem Inc                                                                         | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       622000 | PA      | $177270.39      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4488528 | PA      | $4499881.88     | 0.03%             | 2041-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                                | Golub Capital Partners CLO 81 B Ltd                                              | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1080000 | PA      | $1081676.05     | 0.01%             | 2038-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                                    | Regatta XXVII Funding Ltd                                                        | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |      2990000 | PA      | $3004109.81     | 0.02%             | 2037-04-26      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                         | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       258000 | PA      | $258102.17      | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2025-IV Ltd                                                         | CUSIP: 12575MAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       890000 | PA      | $892410.57      | 0.01%             | 2038-10-24      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| REDSTONE HOLDCO 2 LP                                          | Redstone Holdco 2 LP                                                             | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4728000 | PA      | $950328.00      | 0.01%             | 2029-04-27      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                             | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          388 | NC      | $113395.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1871960 | PA      | $1522376.13     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                          | FirstKey Homes 2022-SFR3 Trust                                                   | CUSIP: 33768EAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5641000 | PA      | $5521022.70     | 0.03%             | 2038-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21106368 | PA      | $19049457.51    | 0.11%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                                 | Citicorp Mortgage Securities Trust Series 2007-9                                 | CUSIP: 17313VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       855563 | PA      | $809940.34      | 0.00%             | 2037-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32711696 | PA      | $1435039.22     | 0.01%             | 2064-01-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                              | COLT 2022-1 Mortgage Loan Trust                                                  | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       316000 | PA      | $274362.54      | 0.00%             | 2066-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5643741 | PA      | $5036309.84     | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 19 Ltd                                                        | CUSIP: 67100SAE6<br>LEI: 254900WSB9O7FH7DWN37 | Long             | ABS-CBDO         | CORP              | BM        |       250000 | PA      | $251340.03      | 0.00%             | 2037-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                       | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5560000 | PA      | $5569062.80     | 0.03%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                      | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |       593000 | PA      | $606194.84      | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO 2015-3 Ltd                                                      | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |      1032120 | PA      | $1033173.59     | 0.01%             | 2031-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                      | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    260483000 | PA      | $13884528.21    | 0.08%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                            | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2414659 | PA      | $2403433.47     | 0.01%             | 2037-02-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       700000 | PA      | $738500.00      | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| LBA Trust                                                     | LBA Trust 2024-BOLT                                                              | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1058000 | PA      | $1055110.39     | 0.01%             | 2039-06-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                          | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 215420500000 | PA      | $37891976.15    | 0.21%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-198287.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd                                       | Regatta XIX Funding Ltd                                                          | CUSIP: 75888EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1390000 | PA      | $1394184.04     | 0.01%             | 2035-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                  | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103697.40      | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMRA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        72102 | PA      | $68034.15       | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417KZW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       114571 | PA      | $115411.93      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       163214 | PA      | $155732.21      | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XJVT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4559360 | PA      | $4223788.67     | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                      | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99542.44       | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                     | CDS CREDIT SUISSE GROUP AG                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-80438.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                  | GS Mortgage Securities Corp Trust 2024-RVR                                       | CUSIP: 36272JAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1802000 | PA      | $1797034.77     | 0.01%             | 2041-08-10      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| SCF Rahoituspalvelut DAC                                      | SCF Rahoituspalvelut XIII DAC                                                    | CUSIP: 000000000<br>LEI: 875500BJTX1DZ2QIPK23 | Long             | ABS-O            | CORP              | IE        |       400000 | PA      | $472747.20      | 0.00%             | 2034-06-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                           | SG Residential Mortgage Trust 2022-2                                             | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1020501 | PA      | $1020630.66     | 0.01%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                     | AutoNoria Spain 2025 FT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       500000 | PA      | $590093.38      | 0.00%             | 2043-04-30      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                   | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2460000 | PA      | $2496646.13     | 0.01%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36177Q3X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        82374 | PA      | $77262.51       | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                         | TRK 2021-INV2 Trust                                                              | CUSIP: 87267TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3051000 | PA      | $2506226.86     | 0.01%             | 2056-11-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131XLH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        18075 | PA      | $17202.31       | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables                                | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |      1743000 | PA      | $2365816.06     | 0.01%             | 2031-08-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| HNG HOSPITALITY OFFSHORE LP                                   | HNG HOSPITALITY OFFSHORE LP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13871000 | NS      | $9987120.00     | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     47202000 | PA      | $47618704.92    | 0.27%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31414M6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4893 | PA      | $5034.59        | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                               | IHS Holding Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      6943000 | PA      | $7316186.25     | 0.04%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                           | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $208996.93      | 0.00%             | 2033-03-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $243678.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFK Trust                                                     | CFK Trust 2019-FAX                                                               | CUSIP: 12528XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2643000 | PA      | $2474023.50     | 0.01%             | 2039-01-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KYUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1129191 | PA      | $991806.80      | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       105811 | PA      | $99861.15       | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-6CB                                                  | CUSIP: 12668BSQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       220990 | PA      | $81184.24       | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                                | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 22540VHP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       434233 | PA      | $440154.42      | 0.00%             | 2031-09-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128M96X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1133147 | PA      | $1102820.16     | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                         | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       665000 | PA      | $678292.02      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                       | ATOS SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | DBT              | CORP              | FR        |      1993966 | PA      | $2693141.19     | 0.02%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1028000 | PA      | $1058372.26     | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132JAST3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       205121 | PA      | $194263.29      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Interface Security System                                     | Interface Security System                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8872847 | PA      | $3970598.86     | 0.02%             | 2028-08-07      | Floating      | 11.26%                | No            |                  3 | On Loan: No      |
| Park Blue CLO Ltd                                             | Park Blue CLO 2025-VII Ltd                                                       | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2002467.60     | 0.01%             | 2038-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                              | Altria Group Inc                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     16847000 | PA      | $13058225.61    | 0.07%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6534712 | PA      | $182994.80      | 0.00%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WHNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       243087 | PA      | $227273.67      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140NGTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2368348 | PA      | $2407444.43     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                       | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      4430000 | PA      | $4455834.48     | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AGL Core 4 CLO Ltd                                            | AGL Core CLO 4 LTD                                                               | CUSIP: 001199AQ1<br>LEI: 549300HS2AZ4GZPCZ864 | Long             | ABS-CBDO         | CORP              | KY        |      3620000 | PA      | $3632308.00     | 0.02%             | 2037-10-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36197MQM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       414123 | PA      | $407804.17      | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7353000 | PA      | $6603511.65     | 0.04%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                    | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2290000 | PA      | $2293448.05     | 0.01%             | 2041-11-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                      | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      5038000 | PA      | $5066308.52     | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                 | New Residential Mortgage Loan Trust 2024-NQM3                                    | CUSIP: 647910AG3<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |       781000 | PA      | $803871.59      | 0.00%             | 2064-11-25      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                     | TRS CFD EQUITY BASKET                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |            1 | NC      | $-237553.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417GWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       527366 | PA      | $484992.16      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                                    | AB BSL CLO 3 Ltd                                                                 | CUSIP: 00037QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1190000 | PA      | $1192268.26     | 0.01%             | 2038-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding XI Clo Ltd                                                         | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |      1220000 | PA      | $1219478.57     | 0.01%             | 2032-05-29      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                        | Repsol E&P Capital Markets US LLC                                                | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      7265000 | PA      | $7397143.23     | 0.04%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       256029 | PA      | $248198.24      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14050000 | PA      | $14719193.91    | 0.08%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                        | Conseco Finance Corp                                                             | CUSIP: 393505XH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50181 | PA      | $51056.63       | 0.00%             | 2029-01-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36241LP42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        45562 | PA      | $44047.22       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DPF86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6828504 | PA      | $6844130.77     | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                       | Loanpal Solar Loan 2020-2 Ltd                                                    | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4121005 | PA      | $3496344.16     | 0.02%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                | Adjustable Rate Mortgage Trust 2005-8                                            | CUSIP: 007036QG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3185276 | PA      | $2200799.87     | 0.01%             | 2035-11-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                        | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       166000 | PA      | $161266.59      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                           | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       941000 | PA      | $936481.41      | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       208340 | PA      | $202164.45      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                             | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |        80000 | PA      | $79442.98       | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132JN3G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       370565 | PA      | $364421.07      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31415MAL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        37155 | PA      | $37469.69       | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y1WP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3194602 | PA      | $3161392.00     | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                                         | Terwin Mortgage Trust Series TMTS 2005-10HE                                      | CUSIP: 881561VF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       358308 | PA      | $329238.58      | 0.00%             | 2036-06-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC: B LOAN/TERM                                   | VERITAS US INC: B LOAN/TERM                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1041923 | PA      | $1051477.60     | 0.01%             | 2029-12-10      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                         | MidAmerican Energy Co                                                            | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      2889000 | PA      | $1986400.65     | 0.01%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     27129000 | PA      | $24397921.13    | 0.14%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                        | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       253000 | PA      | $255282.14      | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                          | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4746947 | PA      | $4741350.07     | 0.03%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46292700 | PA      | $29782842.77    | 0.17%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $700839.19      | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                      | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $587717.48      | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                           | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       411000 | PA      | $422685.38      | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                  | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       233000 | PA      | $232017.07      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                    | CVR CHC LP                                                                       | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2766750 | PA      | $2766750.38     | 0.02%             | 2027-12-30      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2240959 | PA      | $1936790.48     | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       200000 | PA      | $199455.88      | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                         | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       341000 | PA      | $336812.97      | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cheshire                                                      | Cheshire 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 635400KAD9IOWKUKQR96 | Long             | ABS-MBS          | CORP              | GB        |       934000 | PA      | $1256458.17     | 0.01%             | 2048-06-28      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                       | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $361887.28      | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                              | Whitebox CLO III Ltd                                                             | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1260018.38     | 0.01%             | 2035-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| MASTR Resecuritization Trust                                  | MASTR Resecuritization Trust 2008-3                                              | CUSIP: 57643EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       604720 | PA      | $180156.52      | 0.00%             | 2037-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                      | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      7895000 | PA      | $7998203.44     | 0.04%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2495195 | PA      | $2032628.68     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                 | Ballyrock Clo 29 Ltd                                                             | CUSIP: 05876GAA2<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250434.80      | 0.00%             | 2038-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| VACO HOLDINGS LLC                                             | Vaco Holdings LLC                                                                | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |      1606991 | PA      | $1377994.76     | 0.01%             | 2029-01-22      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8630000 | PA      | $8675846.88     | 0.05%             | 2041-10-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-OA16                                                 | CUSIP: 23242GAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2870565 | PA      | $2147680.09     | 0.01%             | 2046-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12146835 | PA      | $10454735.67    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                        | Stena International SA                                                           | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $407807.60      | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                      | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $199250.00      | 0.00%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6910192 | PA      | $5675627.68     | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                 | First Franklin Mortgage Loan Trust 2006-FFH1                                     | CUSIP: 32027NZN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2866002 | PA      | $2604323.51     | 0.01%             | 2036-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                         | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      1099000 | PA      | $1144431.56     | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                  | TICP CLO VII Ltd                                                                 | CUSIP: 87248TAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4165000 | PA      | $4170955.53     | 0.02%             | 2033-04-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36180UFX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       185969 | PA      | $173909.09      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                     | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |       327000 | PA      | $320672.96      | 0.00%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                       | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       403000 | PA      | $422543.78      | 0.00%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                | CWHEQ Home Equity Loan Trust Series 2006-S5                                      | CUSIP: 126683AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        37890 | PA      | $58615.08       | 0.00%             | 2035-06-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                        | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      1078000 | PA      | $1194199.98     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                                   | Progroup AG                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      1886000 | PA      | $2235780.85     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36178WQH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        51042 | PA      | $47716.14       | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10519000 | PA      | $11210273.23    | 0.06%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                          | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      3609000 | PA      | $3428927.39     | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                | BRAVO Residential Funding Trust 2025-NQM2                                        | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |      8459359 | PA      | $8540643.75     | 0.05%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2023-2                                    | CUSIP: 92260AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2157499 | PA      | $2158169.18     | 0.01%             | 2053-05-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                                  | Pierpont BTL 2024-1 PLC                                                          | CUSIP: 000000000<br>LEI: 6354004XBFL8EVVJME24 | Long             | ABS-MBS          | CORP              | GB        |       322000 | PA      | $441449.59      | 0.00%             | 2061-09-21      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMUR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9954911 | PA      | $8908904.57     | 0.05%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     53512000 | PA      | $53519680.58    | 0.30%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                | Securitized Asset Backed Receivables LLC Trust 2006-OP1                          | CUSIP: 81375WJL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       340000 | PA      | $272558.89      | 0.00%             | 2035-10-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                      | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1236143 | PA      | $1266554.44     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                   | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2618 | NC      | $272021.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                   | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1288000 | PA      | $957638.68      | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       779000 | PA      | $809770.34      | 0.00%             | 2058-07-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1543060.04     | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WBCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       263716 | PA      | $260892.94      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXVII Ltd                                                   | CUSIP: 55820YAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500625.00      | 0.00%             | 2038-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2014-III Ltd                                                        | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001000.90     | 0.01%             | 2038-03-31      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 12 Ltd                                                                        | CUSIP: 74989HAQ5<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |      1040000 | PA      | $1041383.10     | 0.01%             | 2036-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                 | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       763000 | PA      | $755516.72      | 0.00%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                   | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |      4947975 | PA      | $6687644.03     | 0.04%             | 2035-02-18      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                | CWABS Inc Asset-Backed Certificates Trust 2004-5                                 | CUSIP: 1266716J0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       280178 | PA      | $275597.39      | 0.00%             | 2034-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2086000 | PA      | $1949230.18     | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31402ER34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       135452 | PA      | $132846.43      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed                                | Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE4 Trust         | CUSIP: 93934QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3812711 | PA      | $953758.13      | 0.01%             | 2036-09-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                   | BNP Paribas SA                                                                   | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       462000 | PA      | $454718.74      | 0.00%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                     | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       440000 | PA      | $443396.62      | 0.00%             | 2041-10-15      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                             | Battalion CLO VIII Ltd                                                           | CUSIP: 07132ACN1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |      2901000 | PA      | $2898018.35     | 0.02%             | 2030-07-18      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                     | BPR Commercial Mortgage Trust 2024-PARK                                          | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       320000 | PA      | $330165.15      | 0.00%             | 2039-11-05      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4132414 | PA      | $4145714.59     | 0.02%             | 2037-07-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                            | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       209000 | PA      | $215531.25      | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                         | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      5364000 | PA      | $4126149.99     | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5811000 | PA      | $5956641.91     | 0.03%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1178000 | PA      | $1203489.56     | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       109200 | PA      | $97875.96       | 0.00%             | 2065-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35726000 | PA      | $36144233.21    | 0.20%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2020-VIV2                                           | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2550000 | PA      | $2366840.39     | 0.01%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                 | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       400000 | PA      | $476483.50      | 0.00%             | 2042-10-27      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       530406 | PA      | $424551.73      | 0.00%             | 2050-02-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EQD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        49552 | PA      | $48675.72       | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       521867 | PA      | $494468.04      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $127678.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     19645000 | PA      | $17350349.08    | 0.10%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                         | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4241400000 | PA      | $24999265.04    | 0.14%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                         | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       281000 | PA      | $278428.93      | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     73657000 | PA      | $73708789.71    | 0.41%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                     | HIH Trust 2024-61P                                                               | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3280895 | PA      | $3292173.17     | 0.02%             | 2041-10-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| HR OTTAWA LP                                                  | HR Ottawa LP                                                                     | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     23429644 | PA      | $25822600.44    | 0.14%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                          | Signal Peak CLO 7 Ltd                                                            | CUSIP: 82671EAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       270000 | PA      | $271196.10      | 0.00%             | 2037-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp                                  | Six Flags Entertainment Corp                                                     | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |        41304 | NS      | $938426.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QVA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2391689 | PA      | $2472435.56     | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22259616 | PA      | $18142422.40    | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       156000 | PA      | $155622.73      | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                           | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       258000 | PA      | $299086.50      | 0.00%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2021-NWM                                            | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8727438 | PA      | $8700191.40     | 0.05%             | 2033-02-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36179F7F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       115625 | PA      | $108088.91      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                        | Mosaic Solar Loan Trust 2020-1                                                   | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       566952 | PA      | $498713.56      | 0.00%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                        | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      3009000 | PA      | $3167528.11     | 0.02%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1001000 | PA      | $960526.57      | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417FR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1824237 | PA      | $1670872.83     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58064731 | PA      | $57808218.93    | 0.32%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                   | PRKCM 2022-AFC2 Trust                                                            | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4337661 | PA      | $4335306.80     | 0.02%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                             | L3Harris Technologies Inc                                                        | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      1266000 | PA      | $1261961.98     | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14787000 | PA      | $12728078.81    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                             | Generate CLO 2 Ltd                                                               | CUSIP: 370910AC5<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |      3015000 | PA      | $3026143.44     | 0.02%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FTM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        38288 | PA      | $39232.64       | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DQGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10207822 | PA      | $10392885.70    | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                      | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4850000 | PA      | $4862125.00     | 0.03%             | 2034-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54536700 | PA      | $30851581.34    | 0.17%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38382TBX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32588150 | PA      | $5679573.54     | 0.03%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                         | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       252000 | PA      | $259209.07      | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2890000 | PA      | $2873453.59     | 0.02%             | 2034-11-15      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| Gaea Mortgage Loan Trust                                      | Gaea Mortgage Loan Trust 2025-A                                                  | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2112762 | PA      | $2058999.50     | 0.01%             | 2030-02-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       630000 | PA      | $509522.39      | 0.00%             | 2052-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36180KJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       184878 | PA      | $172831.23      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                        | GSAA Home Equity Trust 2006-18                                                   | CUSIP: 3622ELAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       109646 | PA      | $29742.21       | 0.00%             | 2036-11-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1760300 | PA      | $1766280.27     | 0.01%             | 2064-12-26      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                      | Angel Oak Mortgage Trust 2020-4                                                  | CUSIP: 03464LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       436215 | PA      | $424515.63      | 0.00%             | 2065-06-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                      | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       239000 | PA      | $237061.23      | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                   | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1730790 | PA      | $1673904.55     | 0.01%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7742000 | PA      | $5281638.31     | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                | Octagon 57 Ltd                                                                   | CUSIP: 67592XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500882.90      | 0.00%             | 2034-10-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                          | BCP V MODULAR SERVICES FINANCE II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1123935.42     | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                      | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       517000 | PA      | $532564.80      | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                       | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $191934.47      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                      | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101335.00      | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                   | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $95385.48       | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132AEE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1457701 | PA      | $1436602.73     | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                               | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       270000 | PA      | $289843.65      | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GCAT                                                          | GCAT 2022-NQM2 Trust                                                             | CUSIP: 36169KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       853000 | PA      | $721681.59      | 0.00%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QS5E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        29357 | PA      | $28274.32       | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                     | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2195000 | PA      | $2194987.05     | 0.01%             | 2029-08-15      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                       | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      3818000 | PA      | $3740093.71     | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       647881 | PA      | $600185.01      | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2025-LIFE                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3018000 | PA      | $3108272.30     | 0.02%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0224A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |      -386000 | PA      | $-362969.43     | -0.00%            | 2040-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds T-Fund                              | BlackRock Liquidity Funds T-Fund                                                 | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    184578327 | NS      | $184578326.97   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VEGAS Trust                                                   | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7390000 | PA      | $7438231.57     | 0.04%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAN5<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005339.70     | 0.01%             | 2037-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| SESAC Finance, LLC                                            | Sesac Finance LLC                                                                | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7131000 | PA      | $7102724.16     | 0.04%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN PROPTECH FOUNDERS UNVESTED                              | CROWN PROPTECH FOUNDERS UNVESTED                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96296 | NS      | $0.96           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                                | Carlyle US CLO 2024-6 Ltd                                                        | CUSIP: 14319PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       510000 | PA      | $513146.60      | 0.00%             | 2037-10-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                       | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       367000 | PA      | $371976.22      | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XKHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7885904 | PA      | $8089406.34     | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                                     | Ashford Hospitality Trust 2018-ASHF                                              | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1525000 | PA      | $1515468.75     | 0.01%             | 2035-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       218807 | PA      | $169063.53      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                   | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |      4256969 | PA      | $4297435.29     | 0.02%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 1248P8AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       252778 | PA      | $251858.78      | 0.00%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                        | Diamondback Energy Inc                                                           | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     65115000 | PA      | $64427366.07    | 0.36%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KQ2Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1833275 | PA      | $1890521.21     | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       338624 | PA      | $332525.66      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO XXIII Ltd                                            | CUSIP: 08186XAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $756192.38      | 0.00%             | 2034-04-25      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                      | ION Trading Technologies Sarl                                                    | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |       800000 | PA      | $844939.27      | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc                                       | Century Communities Inc                                                          | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        29770 | NS      | $1886524.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QSVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2327410 | PA      | $2360053.60     | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                  | AES Andes SA                                                                     | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      5742000 | PA      | $5965938.00     | 0.03%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                  | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       597000 | PA      | $569571.79      | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec                                | Arbor Multifamily Mortgage Securities Trust 2021-MF3                             | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       679000 | PA      | $610414.89      | 0.00%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                           | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       650000 | PA      | $434973.79      | 0.00%             | 2031-10-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                             | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       658000 | PA      | $640166.49      | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                         | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       601000 | PA      | $622542.24      | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Tr                                | Nationstar Home Equity Loan Trust 2007-B                                         | CUSIP: 63860LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3320000 | PA      | $3200698.12     | 0.02%             | 2037-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                   | GSAMP Trust 2007-HSBC1                                                           | CUSIP: 362429AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1300000 | PA      | $1283380.41     | 0.01%             | 2047-02-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                      | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       354938 | PA      | $422057.52      | 0.00%             | 2036-12-29      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                | BOCA Commercial Mortgage Trust 2024-BOCA                                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1392000 | PA      | $1398090.00     | 0.01%             | 2041-08-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                          | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |        57000 | PA      | $58338.99       | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                       | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        73000 | PA      | $73728.18       | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       274427 | PA      | $269508.33      | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 3622A24Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1179998 | PA      | $1083019.92     | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                | Bear Stearns Asset Backed Securities I Trust 2006-HE7                            | CUSIP: 07388HAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       625852 | PA      | $613911.49      | 0.00%             | 2036-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                    | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10742000 | PA      | $10898611.91    | 0.06%             | 2033-06-10      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                          | Diameter Capital Clo 2 Ltd                                                       | CUSIP: 25255LAS1<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251029.70      | 0.00%             | 2037-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                | LendingClub Rated Notes Issuer Trust Series 2025-P1                              | CUSIP: 525943AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1378000 | PA      | $1392332.16     | 0.01%             | 2031-06-16      | Fixed         | 9.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417GTW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        27556 | PA      | $25261.72       | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3064155 | PA      | $2635490.19     | 0.01%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                  | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2180000 | PA      | $2183475.14     | 0.01%             | 2040-04-13      | Variable      | 10.66%                | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                              | Whitebox CLO III Ltd                                                             | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      1991000 | PA      | $1993686.06     | 0.01%             | 2035-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                | Whirlpool Corp                                                                   | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       154000 | PA      | $151917.60      | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APS RESECURITIZATION TRUST                                    | APS Resecuritization Trust 2016-1                                                | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7908220 | PA      | $2997387.62     | 0.02%             | 2057-07-31      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                                 | SCC Power PLC                                                                    | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |      1732766 | PA      | $1035327.69     | 0.01%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2022-2 Ltd                                            | CUSIP: 69701NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       390000 | PA      | $390744.74      | 0.00%             | 2030-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                  | AGL CLO 12 Ltd                                                                   | CUSIP: 00120BAA8<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |      7640000 | PA      | $7652993.35     | 0.04%             | 2034-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXXV Ltd                                                    | CUSIP: 55819MAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1030000 | PA      | $1030515.10     | 0.01%             | 2032-04-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXVI Ltd                                                            | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1794060 | PA      | $1797176.53     | 0.01%             | 2033-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                          | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4151955 | PA      | $4175765.00     | 0.02%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31416BMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4488 | PA      | $4652.96        | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                        | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       300000 | PA      | $310639.53      | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24581676 | PA      | $21047481.21    | 0.12%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                      | OZLM XXII Ltd                                                                    | CUSIP: 67111VAC0<br>LEI: 549300SDDOLWC85Q9Q65 | Long             | ABS-CBDO         | CORP              | KY        |        83221 | PA      | $83239.62       | 0.00%             | 2031-01-17      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -1468000 | PA      | $-1310301.82    | -0.01%            | 2055-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                                | Romark CLO Ltd                                                                   | CUSIP: 77587UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $751616.63      | 0.00%             | 2030-10-23      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QU4N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        22550 | PA      | $21706.66       | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     11665000 | PA      | $11662588.96    | 0.07%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                         | Mexico Government International Bond                                             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     22401000 | PA      | $24181879.50    | 0.14%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC Series 2015-6R                                                              | CUSIP: 12650EBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1402196 | PA      | $1108169.06     | 0.01%             | 2036-03-27      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31412YFV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        26820 | PA      | $27452.07       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                       | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       646000 | PA      | $569291.44      | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                        | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8844961 | PA      | $23321.51       | 0.00%             | 2032-02-10      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                 | Citigroup Mortgage Loan Trust 2007-6                                             | CUSIP: 17312VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1664942 | PA      | $1545900.12     | 0.01%             | 2037-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                | PECO Energy Co                                                                   | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      7003000 | PA      | $4500618.36     | 0.03%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                      | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       132000 | PA      | $139941.53      | 0.00%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                 | UBS Commercial Mortgage Trust 2019-C18                                           | CUSIP: 90278PBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32781847 | PA      | $966930.07      | 0.01%             | 2052-12-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                           | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       524000 | PA      | $519469.08      | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-122869.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                        | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $555313.50      | 0.00%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36196FZJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       352853 | PA      | $324720.38      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                      | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    771530000 | PA      | $118620608.35   | 0.66%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418WF96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6923 | PA      | $7150.78        | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                | BBCMS 2018-CHRS Mortgage Trust                                                   | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       640000 | PA      | $547883.84      | 0.00%             | 2038-08-05      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                         | Mexico Government International Bond                                             | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      3502000 | PA      | $3393438.00     | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        31597 | PA      | $31322.40       | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                                | Bankers Healthcare Group Securitization Trust 2020-A                             | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       410000 | PA      | $409595.13      | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       449671 | PA      | $434242.44      | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CRSO 2023-BRND A                                              | CRSO 2023-BRND A                                                                 | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2270716 | PA      | $2365037.68     | 0.01%             | 2040-07-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                        | Repsol E&P Capital Markets US LLC                                                | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      2855000 | PA      | $2867358.52     | 0.02%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132J65H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7219534 | PA      | $6821128.65     | 0.04%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                        | Argent Securities Trust 2006-W2                                                  | CUSIP: 040104RW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       665842 | PA      | $371059.50      | 0.00%             | 2036-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       304000 | PA      | $311986.66      | 0.00%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2368059 | PA      | $2202007.15     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                    | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94027.24       | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                    | PacifiCorp                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       123000 | PA      | $129497.19      | 0.00%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                      | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     13852000 | PA      | $14083605.44    | 0.08%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30419170 | PA      | $28828961.54    | 0.16%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13194020 | PA      | $11776222.06    | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Emerald EMS                                                   | Emerald EMS                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1534349 | PA      | $1058701.14     | 0.01%             | 2027-12-29      | Floating      | 10.60%                | No            |                  3 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34949492 | PA      | $30082069.20    | 0.17%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVGO INC                                                      | EVGO INC                                                                         | CUSIP: 30052F118<br>LEI: 254900NJU5Y3D9R42S26 | N/A              | DE               | CORP              | US        |        75790 | NC      | $14407.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45753694 | PA      | $1281263.58     | 0.01%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                 | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1381905 | PA      | $1865078.54     | 0.01%             | 2035-02-17      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWKA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       891616 | PA      | $858268.47      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -3290000 | PA      | $-2771297.28    | -0.02%            | 2055-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                        | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       582211 | PA      | $582830.69      | 0.00%             | 2031-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29746278 | PA      | $30164424.42    | 0.17%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan T                                | CWHEQ Revolving Home Equity Loan Trust Series 2006-C                             | CUSIP: 126685DJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       284750 | PA      | $282615.97      | 0.00%             | 2036-05-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41795041 | PA      | $36096023.20    | 0.20%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                          | FREMF 2017-KGS1 Mortgage Trust                                                   | CUSIP: 30305QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1190000 | PA      | $1126327.62     | 0.01%             | 2027-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131YBQJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       787987 | PA      | $775109.36      | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                | CarVal CLO VC Ltd                                                                | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250764.60      | 0.00%             | 2034-10-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corp                                                                 | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1211000 | PA      | $970866.31      | 0.01%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                        | Reperforming Loan REMIC Trust 2005-R2                                            | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       134969 | PA      | $130366.04      | 0.00%             | 2035-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                | JPMDB Commercial Mortgage Securities Trust 2018-C8                               | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       198000 | PA      | $195012.75      | 0.00%             | 2051-06-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QSA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9138668 | PA      | $9423752.35     | 0.05%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                                 | Metropolitan Transportation Authority                                            | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |       655000 | PA      | $719368.07      | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                | Merrill Lynch Mortgage Investors Trust Series 2006-AF2                           | CUSIP: 59023NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       666414 | PA      | $332859.93      | 0.00%             | 2037-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                                 | Citicorp Mortgage Securities Trust Series 2008-2                                 | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2790403 | PA      | $2388339.90     | 0.01%             | 2038-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1420056 | PA      | $1420796.78     | 0.01%             | 2030-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                             | Generate CLO 9 LTD                                                               | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |      1657620 | PA      | $1662482.96     | 0.01%             | 2038-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                          | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       520000 | PA      | $520847.81      | 0.00%             | 2038-01-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2020-IV Ltd                                                         | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9120000 | PA      | $9154210.94     | 0.05%             | 2040-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                                 | Deepocean Ltd                                                                    | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |       502000 | PA      | $597335.41      | 0.00%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                          | Stillwater Mining Co                                                             | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      3696000 | PA      | $3439590.00     | 0.02%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5995398 | PA      | $6037628.06     | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2021-LBA                                                                | CUSIP: 05609BAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6390000 | PA      | $6374025.00     | 0.04%             | 2036-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2588638 | PA      | $2476640.61     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2285 | PA      | $2298.55        | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                  | TICP CLO XI Ltd                                                                  | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $753158.25      | 0.00%             | 2037-04-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| MCM 2021-VFN1: NOTE CMO/WHOLE                                 | MCM 2021-VFN1: NOTE CMO/WHOLE                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18759761 | PA      | $18036861.07    | 0.10%             | 2031-09-25      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| COLT Funding LLC                                              | COLT 2022-8 Mortgage Loan Trust                                                  | CUSIP: 19688MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1172000 | PA      | $1167570.78     | 0.01%             | 2067-08-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138X6U78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       359335 | PA      | $354346.74      | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                     | LOXAM SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      1778000 | PA      | $2088292.88     | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                      | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       820000 | PA      | $709093.52      | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1543000 | PA      | $1540734.88     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1622154 | PA      | $1570081.13     | 0.01%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                | IRS USD                                                                          | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-392223.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13498224 | PA      | $553011.43      | 0.00%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31415W3G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5731 | PA      | $5919.80        | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                                     | Avoca CLO XXII DAC                                                               | CUSIP: 000000000<br>LEI: 5493000BN1WPGQDK4X78 | Long             | ABS-CBDO         | CORP              | IE        |       850000 | PA      | $992919.06      | 0.01%             | 2035-04-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1613000 | PA      | $1626383.87     | 0.01%             | 2063-10-25      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                | Morgan Stanley Capital I Trust 2019-L2                                           | CUSIP: 61768HAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7987609 | PA      | $223974.94      | 0.00%             | 2052-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                           | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       189000 | PA      | $177805.02      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securiti                                | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |       511000 | PA      | $695331.39      | 0.00%             | 2057-01-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2016-12 Ltd                                                              | CUSIP: 67092RAW8<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |      1785000 | PA      | $1785010.71     | 0.01%             | 2037-10-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                      | Angel Oak Mortgage Trust 2022-2                                                  | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       372507 | PA      | $353287.52      | 0.00%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31412QW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        22050 | PA      | $22824.73       | 0.00%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corp                                                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2670000 | PA      | $2708749.47     | 0.02%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | JP Morgan Mortgage Trust 2021-4                                                  | CUSIP: 46652VCA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       267243 | PA      | $212834.08      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                      | Puma International Financing SA                                                  | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      7200000 | PA      | $7417512.00     | 0.04%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2152386 | PA      | $2028192.81     | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1816100 | PA      | $1826190.43     | 0.01%             | 2064-06-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitization                                | Conseco Finance Securitizations Corp                                             | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1445272 | PA      | $185625.51      | 0.00%             | 2029-09-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Regatta XII Funding Ltd.                                      | Regatta XII Funding Ltd                                                          | CUSIP: 75888HAW1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |      3340000 | PA      | $3350524.34     | 0.02%             | 2037-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                       | Philippine Government International Bond                                         | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     11468000 | PA      | $11204236.00    | 0.06%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6894224 | PA      | $5962798.73     | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                        | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       280000 | PA      | $275052.09      | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                                | Romark WM-R Ltd                                                                  | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2455184 | PA      | $2458610.30     | 0.01%             | 2031-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-OA21                                                 | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4260144 | PA      | $3691805.47     | 0.02%             | 2047-03-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59839921 | PA      | $48510799.45    | 0.27%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                              | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      3721000 | PA      | $3785060.74     | 0.02%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Milford Park CLO, Ltd.                                        | Milford Park CLO Ltd                                                             | CUSIP: 59966PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2370000 | PA      | $2370167.56     | 0.01%             | 2038-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER                                | LENDINGCLUB RATED NOTES ISSUER TRUST SERIES 2025-P2                              | CUSIP: 525949103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       114000 | PA      | $270258.19      | 0.00%             | 2045-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $61607.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WHFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1133214 | PA      | $1032870.23     | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1033031 | PA      | $1033676.69     | 0.01%             | 2042-08-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                          | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       126000 | PA      | $127205.69      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131XQM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       401826 | PA      | $380202.76      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                    | Verus Securitization Trust 2023-3                                                | CUSIP: 92539GAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       543000 | PA      | $545028.97      | 0.00%             | 2068-03-25      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                | TEAMSYSTEM SPA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |       808000 | PA      | $961918.34      | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                      | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       194000 | PA      | $190260.32      | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        23357 | PA      | $21556.04       | 0.00%             | 2037-03-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31412NEN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        26242 | PA      | $27654.37       | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2132000 | PA      | $1474710.71     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA Inc                                                                          | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       935000 | PA      | $923170.07      | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO XXII Ltd                                                        | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3970000 | PA      | $3972183.10     | 0.02%             | 2031-07-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133C0G22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3235178 | PA      | $3312136.76     | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3287017.96     | 0.02%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                      | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      1060000 | PA      | $1048016.40     | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140Q8AT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7519 | PA      | $6991.75        | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALSTRIA OFFICE AG                                             | ALSTRIA OFFICE AG                                                                | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |      1600000 | PA      | $1953281.07     | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Capital Finance L.P.                                | BlackRock Capital Finance LP                                                     | CUSIP: 05535DBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          830 | PA      | $0.00           | 0.00%             | 2035-12-25      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| WESTBAY 4A2 NOTES                                             | WESTBAY 4A2 NOTES                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21604000 | PA      | $21902135.20    | 0.12%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| RMF Buyout Issuance Trust                                     | RMF Buyout Issuance Trust 2021-HB1                                               | CUSIP: 74969TAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2300749 | PA      | $2076323.29     | 0.01%             | 2031-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup Inc                                                                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     16755000 | PA      | $15916964.66    | 0.09%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| PGA National Resort Commercial                                | PGA Trust 2024-RSR2                                                              | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2559000 | PA      | $2559000.00     | 0.01%             | 2039-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                                        | Krung Thai Bank PCL/Cayman Islands                                               | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |       500000 | PA      | $497187.50      | 0.00%             | N/A             | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10816885 | PA      | $8804812.16     | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Flowco Holdings Inc                                           | Flowco Holdings Inc                                                              | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145106 | NS      | $2154824.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                       | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       971000 | PA      | $984858.11      | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                         | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1298809.20     | 0.01%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63183000 | PA      | $58836700.82    | 0.33%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                               | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205411746 | PA      | $208557657.54   | 1.17%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131XJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       492382 | PA      | $468100.32      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       488294 | PA      | $454748.85      | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                    | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       111000 | PA      | $115938.72      | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WASH MUT BANK FA                                              | WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11911000 | PA      | $1.19           | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC Series 2014-9R                                                              | CUSIP: 12648UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       505543 | PA      | $417790.87      | 0.00%             | 2036-08-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1462000 | PA      | $1489939.99     | 0.01%             | 2038-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                           | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        60000 | PA      | $62318.94       | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                           | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |       500000 | PA      | $592756.71      | 0.00%             | 2038-12-14      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10370000 | PA      | $10376481.25    | 0.06%             | 2034-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FVH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       330589 | PA      | $338538.84      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5498433 | PA      | $5262274.81     | 0.03%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                     | CDS PACIFICORP                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-4070.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM3                                           | CUSIP: 06745VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       710000 | PA      | $713599.27      | 0.00%             | 2065-05-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                            | Expand Energy Corp                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     18382000 | PA      | $18387666.44    | 0.10%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2008-2                                            | CUSIP: 07326HAJ3<br>LEI: 5493000GL2JJAFF26M50 | Long             | ABS-MBS          | CORP              | US        |       895583 | PA      | $886820.20      | 0.00%             | 2038-04-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     12756000 | PA      | $12844219.99    | 0.07%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JGV85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       370716 | PA      | $366114.00      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC 2022-NQM6 Trust                                                             | CUSIP: 12663YAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10330575 | PA      | $10409531.31    | 0.06%             | 2067-12-25      | Variable      | 8.87%                 | No            |                  2 | On Loan: No      |
| STAKEHOLDER MIDSTREAM L                                       | STAKEHOLDER MIDSTREAM LLC                                                        | CUSIP: 000000000<br>LEI: 254900BG1PE2KGG26017 | Long             | LON              | CORP              | US        |      4732000 | PA      | $4737915.00     | 0.03%             | 2030-11-20      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                            | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19304000 | PA      | $19551643.29    | 0.11%             | 2042-08-11      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DV4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       398783 | PA      | $391860.55      | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                | CFMT 2024-R1 LLC                                                                 | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1085168 | PA      | $1070581.67     | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-30591.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer LP                                                               | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3596000 | PA      | $3617600.02     | 0.02%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                                | Saluda Grade Alternative Mortgage Trust 2024-RTL4                                | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9935000 | PA      | $10030145.51    | 0.06%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                                        | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |       150000 | PA      | $142110.65      | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EIS GROUP REVOLVER                                            | EIS GROUP REVOLVER                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1282558 | PA      | $1239335.99     | 0.01%             | 2028-07-10      | Floating      | 11.16%                | No            |                  3 | On Loan: No      |
| FAIR ISAAC CORP                                               | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       173000 | PA      | $175152.67      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        10106 | PA      | $9781.78        | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIRKULSRSEC2LPIKTL;TLLOANTERM                                 | CIRKULSRSEC2LPIKTL;TLLOANTERM                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4153487 | PA      | $4086200.77     | 0.02%             | 2028-04-23      | Floating      | 11.79%                | No            |                  3 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $48282.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140H4Q72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        53117 | PA      | $52467.47       | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROJECT MONTAGE TL                                            | PROJECT MONTAGE TL                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6646245 | PA      | $6397010.68     | 0.04%             | 2029-02-16      | Floating      | 10.00%                | No            |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WEV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       445643 | PA      | $437273.22      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                            | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      1617000 | PA      | $1962264.50     | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XSTM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        89377 | PA      | $88403.72       | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                                | JP Morgan Alternative Loan Trust 2007-A2                                         | CUSIP: 466278AR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       144299 | PA      | $126980.68      | 0.00%             | 2037-05-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                | Octagon 57 Ltd                                                                   | CUSIP: 67592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1280000 | PA      | $1282611.07     | 0.01%             | 2034-10-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X9PE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1927587 | PA      | $1833891.60     | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                        | Extra Space Storage LP                                                           | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2492632.53     | 0.01%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                      | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     18860000 | PA      | $19065806.17    | 0.11%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                        | Lendmark Funding Trust 2024-2                                                    | CUSIP: 52590AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1277000 | PA      | $1278085.45     | 0.01%             | 2034-02-21      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138W5M21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       238853 | PA      | $219509.39      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                 | American Home Mortgage Assets Trust 2006-4                                       | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1494852 | PA      | $744840.20      | 0.00%             | 2046-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2780000 | PA      | $2790645.18     | 0.02%             | 2037-10-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding                                 | Bear Stearns Mortgage Funding Trust 2007-AR4                                     | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       277426 | PA      | $267678.06      | 0.00%             | 2037-06-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XLEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2870167 | PA      | $2959671.32     | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                          | Targa Resources Corp                                                             | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       998000 | PA      | $1050662.30     | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                                           | Crown Point CLO 10 Ltd                                                           | CUSIP: 22846FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       490000 | PA      | $491166.25      | 0.00%             | 2034-07-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44840726 | PA      | $40082652.60    | 0.22%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                      | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       568000 | PA      | $603537.49      | 0.00%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XIX Ltd                                                             | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       134373 | PA      | $134555.98      | 0.00%             | 2031-04-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I                                 | Homeward Opportunities Fund I Trust 2020-2                                       | CUSIP: 43789XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3166341 | PA      | $3142380.92     | 0.02%             | 2065-05-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                          | Targa Resources Corp                                                             | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      1445000 | PA      | $1536698.75     | 0.01%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1034485 | PA      | $898074.64      | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                   | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2189 | NC      | $625805.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       337992 | PA      | $324882.77      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                              | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $470623.15      | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 30 Ltd                                            | Elmwood CLO 30 Ltd                                                               | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2410000 | PA      | $2421179.75     | 0.01%             | 2037-07-17      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31414HQ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        42504 | PA      | $43386.24       | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                    | Progress Residential 2024-SFR2 Trust                                             | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2025000 | PA      | $1876736.18     | 0.01%             | 2041-04-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        68395 | PA      | $66862.70       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1232000 | PA      | $1009579.14     | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4221802 | PA      | $4094838.33     | 0.02%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                         | DIRECTV FINANCING LLC                                                            | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4088060 | PA      | $3990968.58     | 0.02%             | 2031-02-18      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                        | CHL Mortgage Pass-Through Trust 2007-9                                           | CUSIP: 12544XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       715478 | PA      | $332819.13      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                    | BFLD Commercial Mortgage Trust 2025-5MW                                          | CUSIP: 088921AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12210000 | PA      | $12195852.27    | 0.07%             | 2042-10-10      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                         | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       215000 | PA      | $228663.68      | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                                     | Regatta XXIII Funding Ltd                                                        | CUSIP: 75889FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1302446.60     | 0.01%             | 2035-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31292LGY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4308018 | PA      | $4100508.81     | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XGR43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2311553 | PA      | $1870960.12     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2934580 | PA      | $2825473.85     | 0.02%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2005-22T1                                                 | CUSIP: 12667GGN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2570760 | PA      | $2280003.50     | 0.01%             | 2035-06-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T Inc                                                                         | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1749000 | PA      | $1482582.98     | 0.01%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                | CFMT 2024-R1 LLC                                                                 | CUSIP: 12530YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       175638 | PA      | $170529.09      | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                                | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1784114 | PA      | $1811469.75     | 0.01%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                                       | Regatta VII Funding Ltd                                                          | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1602481.12     | 0.01%             | 2034-06-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                     | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                      | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4490000 | PA      | $19586.28       | 0.00%             | 2048-10-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| FREED CORP 4A2                                                | FREED CORP 4A2                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     28966238 | PA      | $29655634.46    | 0.17%             | 2028-11-30      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                     | Regatta XXIV Funding Ltd                                                         | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1190000 | PA      | $1194764.05     | 0.01%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132WGPM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       178011 | PA      | $176279.61      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13069000 | PA      | $11675429.01    | 0.07%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                                 | CitiMortgage Alternative Loan Trust Series 2007-A6                               | CUSIP: 18976GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       417999 | PA      | $366880.03      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                      | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     28735000 | PA      | $28835233.43    | 0.16%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                           | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1600000 | PA      | $1601905.28     | 0.01%             | 2040-08-10      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FGV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2031 | PA      | $1970.51        | 0.00%             | 2040-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                        | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101139.10      | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                      | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     21789000 | PA      | $18275439.43    | 0.10%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |       425000 | PA      | $576085.43      | 0.00%             | 2056-10-21      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 31427MAL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       788811 | PA      | $817143.27      | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        32353 | PA      | $31314.53       | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9428069 | PA      | $7742958.78     | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                      | Graphic Packaging International LLC                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93477.70       | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YDZH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        81884 | PA      | $79471.52       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                | CWABS Asset-Backed Certificates Trust 2006-22                                    | CUSIP: 12666BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       830556 | PA      | $817805.68      | 0.00%             | 2047-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                       | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       256000 | PA      | $256040.72      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1106217 | PA      | $980337.78      | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52653909 | PA      | $43177930.98    | 0.24%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                                | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-MBS          | CORP              | GB        |       930788 | PA      | $1279925.97     | 0.01%             | 2057-03-22      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                         | Silver Point Clo 5 Ltd                                                           | CUSIP: 82809BAA4<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |       860000 | PA      | $863098.75      | 0.00%             | 2037-10-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0326A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1413928000 | PA      | $1291653189.13  | 7.24%             | 2055-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding                                 | Bear Stearns Mortgage Funding Trust 2006-SL1                                     | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       233081 | PA      | $231338.79      | 0.00%             | 2036-08-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20873000 | PA      | $21544061.73    | 0.12%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                 | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA4/DE                 | CUSIP: 25151XAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       738788 | PA      | $683467.78      | 0.00%             | 2047-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO XXX Ltd                                                             | CUSIP: 89643DAA5<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |      2140000 | PA      | $2146195.30     | 0.01%             | 2037-10-23      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                        | Lendmark Funding Trust 2024-1                                                    | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       953000 | PA      | $973965.90      | 0.01%             | 2032-06-21      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QMPY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        72649 | PA      | $70630.08       | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                     | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       169000 | PA      | $172015.34      | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19625303 | PA      | $20287360.59    | 0.11%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-A                                                  | CUSIP: 009692AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3352016 | PA      | $2506785.90     | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                         | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     25610000 | PA      | $25378799.83    | 0.14%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                    | MFA 2021-NQM1 Trust                                                              | CUSIP: 55283FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3310000 | PA      | $2742614.36     | 0.02%             | 2065-04-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       835600 | PA      | $732403.23      | 0.00%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                             | PRPM 2024-NQM1 Trust                                                             | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1346000 | PA      | $1354684.53     | 0.01%             | 2068-12-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                      | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      2220000 | PA      | $1956997.24     | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61733000 | PA      | $56276793.61    | 0.32%             | 2055-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 312936U88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        50254 | PA      | $51848.16       | 0.00%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                              | Georgia Power Co                                                                 | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      7488000 | PA      | $7673221.60     | 0.04%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 15 Ltd                                           | AGL Core CLO 15 Ltd                                                              | CUSIP: 00121GAA6<br>LEI: 5493001O95I190NV0196 | Long             | ABS-CBDO         | CORP              | KY        |      1344000 | PA      | $1346476.72     | 0.01%             | 2035-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                            | Ohio Power Co                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      5350000 | PA      | $3328947.41     | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                           | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      5443000 | PA      | $5429392.50     | 0.03%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUS                                | Stream Innovations 2025-1 Issuer Trust                                           | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3829636 | PA      | $3865241.45     | 0.02%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AECOM                                                         | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |        36000 | PA      | $36806.04       | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA Inc                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4207000 | PA      | $4223955.26     | 0.02%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7396000 | PA      | $4710038.61     | 0.03%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132VPG44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       691497 | PA      | $684308.23      | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXIII Ltd                                                   | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501005.00      | 0.00%             | 2031-07-27      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                           | Cbam 2018-7 Ltd                                                                  | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |       105605 | PA      | $105721.71      | 0.00%             | 2031-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Pony                                                          | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |       292010 | PA      | $345041.06      | 0.00%             | 2033-01-14      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                                | LoanCore 2022-CRE7 Issuer Ltd                                                    | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500407 | PA      | $500551.86      | 0.00%             | 2037-01-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $415673.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                      | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      9675000 | PA      | $9656084.41     | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                        | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $2229993.76     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                                   | TRS CFD EQUITY BASKET                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |            1 | NC      | $-13644.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                      | Foundation Finance Trust 2024-1                                                  | CUSIP: 349941AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       806759 | PA      | $828699.18      | 0.00%             | 2049-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       161314 | PA      | $149744.33      | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                   | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       386000 | PA      | $397981.69      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       522000 | PA      | $518601.21      | 0.00%             | 2041-10-15      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31410K3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        33637 | PA      | $35337.48       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                          | Fannie Mae REMIC Trust 2003-W5                                                   | CUSIP: 31393AS40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          686 | PA      | $676.05         | 0.00%             | 2033-04-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1626 | PA      | $1692.71        | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38381MZB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |      4510607 | PA      | $4410563.69     | 0.02%             | 2066-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       226873 | PA      | $221045.92      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                     | BPR Commercial Mortgage Trust 2024-PARK                                          | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1880000 | PA      | $1915864.38     | 0.01%             | 2039-11-05      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO 43 Ltd                                               | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500000.00      | 0.00%             | 2038-10-20      | Floating      | 1.27%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                     | Amgen Inc                                                                        | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2430000 | PA      | $1945187.57     | 0.01%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                     | BXP Trust 2017-GM                                                                | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       590000 | PA      | $568026.57      | 0.00%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                               | Impac CMB Trust Series 2007-A                                                    | CUSIP: 452550AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       834594 | PA      | $813150.54      | 0.00%             | 2037-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                                          | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4835000 | PA      | $5044355.50     | 0.03%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                           | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       540000 | PA      | $362274.00      | 0.00%             | 2033-03-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                     | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4150000 | PA      | $4151296.88     | 0.02%             | 2039-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Sunrise Srl                                                   | Sunrise Spv 97 Srl                                                               | CUSIP: 000000000<br>LEI: 815600D891F71DDF9E74 | Long             | ABS-O            | CORP              | IT        |       420000 | PA      | $493539.76      | 0.00%             | 2050-10-27      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       598257 | PA      | $570073.85      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding II CLO Ltd                                                         | CUSIP: 15032TBU9<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | KY        |      3110000 | PA      | $3123558.67     | 0.02%             | 2038-07-22      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                                    | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |       253735 | PA      | $301100.35      | 0.00%             | 2041-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                     | Anchorage Capital CLO 6 Ltd                                                      | CUSIP: 03328QBY6<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |      5490000 | PA      | $5518711.60     | 0.03%             | 2038-07-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                        | Service Experts Issuer 2021-1 LLC                                                | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1960723 | PA      | $1925349.92     | 0.01%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| INSIGHT M INC WARRANTS                                        | INSIGHT M INC WARRANTS                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3390177 | NC      | $238329.44      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31416VGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       258469 | PA      | $267889.67      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XBG95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9425318 | PA      | $8486066.82     | 0.05%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TURKISH AIRLN 15-1 A PTT                                      | Turkish Airlines 2015-1 Class A Pass Through Trust                               | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |       417766 | PA      | $407321.83      | 0.00%             | 2027-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XHHA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4440695 | PA      | $3837955.06     | 0.02%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       392945 | PA      | $381516.28      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                       | Bryant Park Funding 2023-19 Ltd                                                  | CUSIP: 11765AAQ2<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |       710000 | PA      | $710499.91      | 0.00%             | 2038-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1699000 | PA      | $1714289.64     | 0.01%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138X54U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       206454 | PA      | $202701.03      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                      | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       680000 | PA      | $699005.32      | 0.00%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    107572600 | PA      | $97634740.93    | 0.55%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1775000 | PA      | $1759166.29     | 0.01%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QHPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1631657 | PA      | $1472080.87     | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5463147 | PA      | $5475097.86     | 0.03%             | 2040-12-09      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                         | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92331.34       | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMQ81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6137766 | PA      | $5671288.14     | 0.03%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                                | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        28664 | PA      | $28647.67       | 0.00%             | 2039-10-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                            | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3                    | CUSIP: 35563PCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2545361 | PA      | $289960.62      | 0.00%             | 2056-07-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                              | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       604000 | PA      | $586325.33      | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                       | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      2430000 | PA      | $27337.50       | 0.00%             | 2022-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       507262 | PA      | $505518.10      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       285000 | PA      | $289461.39      | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                            | A&D Mortgage Trust 2024-NQM5                                                     | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      2089735 | PA      | $2103293.14     | 0.01%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                             | L3Harris Technologies Inc                                                        | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       767000 | PA      | $794827.10      | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                           | Sound Point CLO II Ltd                                                           | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |       165425 | PA      | $165524.48      | 0.00%             | 2031-01-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1636984 | PA      | $1595510.73     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                        | SLM Private Credit Student Loan Trust 2004-A                                     | CUSIP: 78443CBH6<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |       212569 | PA      | $211824.92      | 0.00%             | 2033-06-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                      | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       110000 | PA      | $108881.59      | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                          | IHO VERWALTUNGS GMBH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      1186000 | PA      | $1507230.52     | 0.01%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                              | VMED O2 UK FINANCING I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1886000 | PA      | $2269855.51     | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2018-2 Ltd                                                    | CUSIP: 77342KAC4<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $600731.94      | 0.00%             | 2031-10-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2549294 | PA      | $2412563.01     | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                        | CHL Mortgage Pass-Through Trust 2006-OA5                                         | CUSIP: 126694N46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       332579 | PA      | $322772.89      | 0.00%             | 2046-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2683940 | PA      | $2568052.51     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                  | Saxon Asset Securities Trust 2004-2                                              | CUSIP: 805564QE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       586832 | PA      | $452053.85      | 0.00%             | 2035-08-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13927151 | PA      | $13954594.71    | 0.08%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor                                | NACC Reperforming Loan REMIC Trust 2004-R1                                       | CUSIP: 62951MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1393835 | PA      | $1271335.48     | 0.01%             | 2034-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Cash Funds - Institutional                          | BlackRock Cash Funds - Institutional                                             | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |     11341441 | NS      | $11347111.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRENNTAG FINANCE BV                                           | BRENNTAG FINANCE BV                                                              | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |      4800000 | PA      | $5614325.25     | 0.03%             | 2031-10-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2150118 | PA      | $2016068.37     | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) L                                | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      2464000 | PA      | $2491758.68     | 0.01%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2022-NQM1                                           | CUSIP: 06744DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4649056 | PA      | $4626764.25     | 0.03%             | 2052-07-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Yale Mortgage Loan Trust                                      | Yale Mortgage Loan Trust 2007-1                                                  | CUSIP: 984582AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1969283 | PA      | $611726.34      | 0.00%             | 2037-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                              | CDS WORLDLINE SA                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |            1 | NC      | $-13785.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QS2P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        13894 | PA      | $13385.40       | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                             | Trimaran Cavu 2021-2 Ltd                                                         | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251150.93      | 0.00%             | 2034-10-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0606A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    971038078 | PA      | $992000527.59   | 5.56%             | 2055-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                                 | 1988 CLO 5 Ltd                                                                   | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |      3675000 | PA      | $3695087.55     | 0.02%             | 2037-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                       | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5668000 | PA      | $5975551.35     | 0.03%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Castell                                                       | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |       232998 | PA      | $317713.61      | 0.00%             | 2062-01-27      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7208648 | PA      | $7017514.27     | 0.04%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2089000 | PA      | $2174978.00     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 1248P8AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2962365 | PA      | $2473117.90     | 0.01%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                    | Navient Private Education Refi Loan Trust 2019-C                                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        61176 | PA      | $60428.13       | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KR5K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3708755 | PA      | $3758269.71     | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QAAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       585344 | PA      | $562432.43      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                           | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       403000 | PA      | $402636.66      | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                                | Crown City CLO III                                                               | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250363.33      | 0.00%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                      | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       200000 | PA      | $206955.60      | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       486785 | PA      | $467752.72      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       200000 | PA      | $197011.60      | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51484000 | PA      | $79934.06       | 0.00%             | 2039-06-10      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7795000 | PA      | $7793852.58     | 0.04%             | 2055-05-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| PFSFC_22-E                                                    | PFSFC_22-E                                                                       | CUSIP: 69335PFR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12000000 | PA      | $12057600.00    | 0.07%             | 2026-10-30      | Fixed         | 5.54%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                        | CDS CMBX.NA.BBB-.9                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $34370.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                | Bain Capital Credit CLO 2021-3 Ltd                                               | CUSIP: 05683NAG7<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $249062.50      | 0.00%             | 2034-07-24      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                      | Olympus Water US Holding Corp                                                    | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      2149000 | PA      | $2255375.50     | 0.01%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-4 Trust   | CUSIP: 939344AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1528892 | PA      | $1443653.48     | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                           | CFSP 2024-AHP1 Mortgage Trust                                                    | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8573945 | PA      | $8296867.43     | 0.05%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36196FZH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       579234 | PA      | $533408.79      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                              | CDS CMBX.NA.BBB-.9                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |            1 | NC      | $-152643.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                      | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      3370000 | PA      | $3366386.82     | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                          | Targa Resources Corp                                                             | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      1962000 | PA      | $1679425.76     | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac REMICS                                                               | CUSIP: 3137HKE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55470861 | PA      | $55817653.58    | 0.31%             | 2055-01-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                           | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       116348 | PA      | $125568.58      | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140NAYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6359727 | PA      | $6454461.58     | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                                         | SURA Asset Management SA                                                         | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |      3824000 | PA      | $4082120.00     | 0.02%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Trust 2022-RPL1                                                | CUSIP: 06745CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3531921 | PA      | $1041952.14     | 0.01%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                          | FREMF 2018-K80 Mortgage Trust                                                    | CUSIP: 30307RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1043000 | PA      | $1022741.29     | 0.01%             | 2050-08-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                | WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust                    | CUSIP: 93364BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       843921 | PA      | $705211.96      | 0.00%             | 2047-06-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                      | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $90556.80       | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                | JPMBB Commercial Mortgage Securities Trust 2015-C33                              | CUSIP: 46645JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       785000 | PA      | $716073.70      | 0.00%             | 2048-12-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1954800 | PA      | $1967307.79     | 0.01%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Miltonia Mortgage Finance                                     | Miltonia Mortgage Finance Srl                                                    | CUSIP: 000000000<br>LEI: 815600BC278905BA4594 | Long             | ABS-MBS          | CORP              | IT        |      1776000 | PA      | $2085659.10     | 0.01%             | 2062-04-28      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                         | Palmer Square CLO 2022-3 Ltd                                                     | CUSIP: 69690AAS6<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |      1530000 | PA      | $1535345.21     | 0.01%             | 2037-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                      | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       109000 | PA      | $111415.44      | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1549313 | PA      | $1447531.67     | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XDK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1520822 | PA      | $1411698.78     | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     12370000 | PA      | $12256655.05    | 0.07%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QQ3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8388392 | PA      | $8649210.49     | 0.05%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 29 LTD                                                                        | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $300926.19      | 0.00%             | 2039-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                            | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       139000 | PA      | $139056.99      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132ADUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        31284 | PA      | $29702.74       | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DM6P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2260527 | PA      | $2171512.31     | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) L                                | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      8360001 | PA      | $8479203.38     | 0.05%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan T                                | CWHEQ Revolving Home Equity Loan Trust Series 2006-I                             | CUSIP: 12668FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       181716 | PA      | $174944.18      | 0.00%             | 2037-01-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                              | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       129000 | PA      | $132026.82      | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       152552 | PA      | $149546.44      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32485600 | PA      | $33193684.72    | 0.19%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JNW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       309845 | PA      | $303453.15      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                     | Anchorage Capital CLO 7 Ltd                                                      | CUSIP: 03328TBW4<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |      4250000 | PA      | $4279894.08     | 0.02%             | 2037-04-28      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18602465 | PA      | $16028438.76    | 0.09%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TELE COLUMBUS AG                                              | TELE COLUMBUS AG                                                                 | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |       808365 | PA      | $639534.20      | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                 | Parkland Corp                                                                    | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |       397000 | PA      | $385988.29      | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1152713 | PA      | $1129050.83     | 0.01%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                  | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $12393.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2006-2                                            | CUSIP: 07324YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       362502 | PA      | $349028.44      | 0.00%             | 2036-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                       | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $4125.00        | 0.00%             | 2022-10-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ACREC LLC                                                     | ACREC 2023-FL2 LLC                                                               | CUSIP: 00501BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1683218 | PA      | $1683206.23     | 0.01%             | 2038-02-19      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3955286 | PA      | $3984093.94     | 0.02%             | 2064-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                             | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       212000 | PA      | $220209.91      | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                    | Navient Private Education Loan Trust 2014-A                                      | CUSIP: 63939CAE7<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |      5598156 | PA      | $5547806.13     | 0.03%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1216602 | PA      | $1171377.15     | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2071271 | PA      | $1775987.60     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2022-2                                    | CUSIP: 92259UAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1835381 | PA      | $1770864.62     | 0.01%             | 2052-04-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X83B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2868159 | PA      | $2689350.31     | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       202619 | PA      | $200584.92      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       797375 | PA      | $796398.94      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                                | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $483655.00      | 0.00%             | 2065-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | RAD CLO 23 Ltd                                                                   | CUSIP: 75009CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1403443.86     | 0.01%             | 2037-04-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CML HILTON MOTTO CHELSEA                                      | CML HILTON MOTTO CHELSEA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9400000 | PA      | $9401163.72     | 0.05%             | 2028-10-17      | Floating      | 7.53%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       419913 | PA      | $411416.49      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                       | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       431000 | PA      | $399270.30      | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-A                                                  | CUSIP: 009692AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1258100 | PA      | $1144884.59     | 0.01%             | 2062-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    268348000 | NC      | $16750.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132M4QU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       124933 | PA      | $117996.97      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                | Securitized Asset Backed Receivables LLC Trust 2007-NC2                          | CUSIP: 81378GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       575000 | PA      | $431474.42      | 0.00%             | 2037-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1162333 | PA      | $1144721.65     | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BALLY'S CORP                                                  | Bally's Corp                                                                     | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |     11410281 | PA      | $11058501.91    | 0.06%             | 2028-10-02      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO XXIX Ltd                                             | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |      2150000 | PA      | $2151152.62     | 0.01%             | 2038-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                    | NMLT 2021-INV1 Trust                                                             | CUSIP: 62923JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1327100 | PA      | $1049642.54     | 0.01%             | 2056-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                      | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       397000 | PA      | $389687.17      | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                          | Birch Grove CLO 2 Ltd                                                            | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       870000 | PA      | $873111.29      | 0.00%             | 2037-10-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133C1TT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       432606 | PA      | $437953.25      | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                         | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1030000 | PA      | $1043139.55     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29332250 | PA      | $1333150.77     | 0.01%             | 2052-06-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC                                | NEW YORK COMMUNITY BANCORP INC                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          948 | NC      | $1976798.04     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131Y87L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1586694 | PA      | $1564382.75     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-186485.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd                                            | Kings Park CLO Ltd                                                               | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       810000 | PA      | $811215.00      | 0.00%             | 2035-01-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2006-3                                            | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       140510 | PA      | $135091.67      | 0.00%             | 2036-10-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132VNJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       363471 | PA      | $359692.27      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                              | ECHOSTAR CORP                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         -250 | NC      | $-58125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                       | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      2657000 | PA      | $51811.50       | 0.00%             | 2023-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                        | Lumen Technologies Inc                                                           | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       613880 | NS      | $3756945.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asset-Backed European Securiti                                | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |       767530 | PA      | $908760.18      | 0.01%             | 2039-11-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                          | BANK 2019-BNK20                                                                  | CUSIP: 06540AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39279000 | PA      | $525293.78      | 0.00%             | 2062-09-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10710300 | PA      | $10793974.22    | 0.06%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1110000 | PA      | $1114151.51     | 0.01%             | 2032-01-16      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                              | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2970000 | PA      | $2975568.75     | 0.02%             | 2039-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YMZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        30840 | PA      | $29662.48       | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2018-15 Ltd                                                              | CUSIP: 67112KAG4<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |       535000 | PA      | $536061.87      | 0.00%             | 2038-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                    | NLT 2021-INV2 Trust                                                              | CUSIP: 62917JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       910000 | PA      | $699606.18      | 0.00%             | 2056-08-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       703989 | PA      | $691187.54      | 0.00%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2022-4                                    | CUSIP: 92259KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       980142 | PA      | $950807.44      | 0.01%             | 2052-08-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                           | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1890497 | PA      | $1806897.61     | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                       | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |        83000 | PA      | $84095.39       | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WPGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       205083 | PA      | $188625.93      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132VNZP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1805122 | PA      | $1786362.25     | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YTMV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       141440 | PA      | $136418.56      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       316095 | PA      | $305297.13      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                      | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       492000 | PA      | $498777.30      | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                   | U.S. TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         3606 | NC      | $281718.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1069131 | PA      | $1027892.64     | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       454481 | PA      | $445365.87      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                              | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      3346000 | PA      | $3175783.16     | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |       393000 | PA      | $534382.43      | 0.00%             | 2056-10-21      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       324000 | PA      | $312031.50      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $104595.10      | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                            | Exmoor Funding 2025-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400YFBIYXOQAEON61 | Long             | ABS-MBS          | CORP              | GB        |       531989 | PA      | $717111.76      | 0.00%             | 2095-03-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39                                | Octagon Investment Partners 39 Ltd                                               | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       796969 | PA      | $797406.23      | 0.00%             | 2030-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XXXVII                                                                | CUSIP: 03769HAA5<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $450622.31      | 0.00%             | 2034-10-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                  | GS Mortgage Securities Corp Trust 2021-DM                                        | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3134000 | PA      | $3132045.64     | 0.02%             | 2036-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QQWT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1130829 | PA      | $1173998.82     | 0.01%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     26671000 | PA      | $19763627.60    | 0.11%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5886910 | PA      | $5424818.93     | 0.03%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       124612 | PA      | $122454.42      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                | BSTN Commercial Mortgage Trust 2025-1C                                           | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1144000 | PA      | $1173994.19     | 0.01%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                      | Uruguay Government International Bond                                            | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      5923011 | PA      | $5965656.68     | 0.03%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31410GBT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       293576 | PA      | $300674.11      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACROPOLIS TRADE & INVESTMENTS LTD                             | ACROPOLIS TRADE & INVESTMENTS LTD                                                | CUSIP: 343427AA8<br>LEI: 894500HOU2R49R9MRX51 | Long             | DBT              | CORP              | MU        |     17904395 | PA      | $18710092.78    | 0.10%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $13227.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WPHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       480802 | PA      | $441914.95      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SESAC Finance, LLC                                            | Sesac Finance LLC                                                                | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1279515 | PA      | $1302617.03     | 0.01%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12234207 | PA      | $11251691.71    | 0.06%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2025-I Ltd                                                          | CUSIP: 12572VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250342.75      | 0.00%             | 2038-04-23      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                      | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |       587000 | PA      | $584924.54      | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140H4SG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       153746 | PA      | $151866.98      | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC 2021-RPL9 Trust                                                             | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8542096 | PA      | $8500524.56     | 0.05%             | 2061-02-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                              | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5539.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DPR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2328800 | PA      | $2334130.36     | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                                   | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |       151000 | PA      | $204469.58      | 0.00%             | 2029-07-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36180DQE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       128251 | PA      | $119893.54      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                              | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     35572000 | PA      | $11197824.43    | 0.06%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YD3M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        81746 | PA      | $75099.67       | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                 | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4964717 | PA      | $5137417.66     | 0.03%             | 2039-05-10      | Variable      | 10.60%                | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                            | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3                    | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1492565 | PA      | $237506.73      | 0.00%             | 2056-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10924462 | PA      | $10944945.31    | 0.06%             | 2039-08-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                       | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      1127000 | PA      | $1110011.21     | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC             | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $133176.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36196FZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       230719 | PA      | $213321.92      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       610262 | PA      | $579744.29      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2209959 | PA      | $1899181.58     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROTOR ACQUISITION CORP PRIVATE WARRANTS                       | ROTOR ACQUISITION CORP PRIVATE WARRANTS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        72998 | NC      | $14636.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10713217 | PA      | $10730207.99    | 0.06%             | 2030-03-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                                | Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust                       | CUSIP: 50184BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3432007 | PA      | $79499.34       | 0.00%             | 2036-02-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1744000 | PA      | $1261217.03     | 0.01%             | 2060-12-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65719920 | PA      | $53467813.54    | 0.30%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REDSTONE HOLDCO 2 LP                                          | Redstone Holdco 2 LP                                                             | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4319374 | PA      | $2192082.54     | 0.01%             | 2028-04-27      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                | PECO Energy Co                                                                   | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      1211000 | PA      | $972837.89      | 0.01%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                | Bear Stearns Asset Backed Securities I Trust 2007-HE2                            | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       407552 | PA      | $388798.81      | 0.00%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15921 | PA      | $15713.11       | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                                | Octagon Investment Partners XVI Ltd                                              | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1263850 | PA      | $1264799.16     | 0.01%             | 2030-07-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        30244 | PA      | $28621.73       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROJECT INFINITY                                              | PROJECT INFINITY                                                                 | CUSIP: 000000000<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |      9978136 | PA      | $9978136.00     | 0.06%             | 2027-09-11      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM5                                           | CUSIP: 06745XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50776300 | PA      | $52324560.78    | 0.29%             | 2055-10-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2654537 | PA      | $2176063.01     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36180DQD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       175785 | PA      | $164327.10      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0226A4<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -1325000 | PA      | $-1140529.66    | -0.01%            | 2055-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                             | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       443000 | PA      | $438922.01      | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $32818.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2022-2 Ltd                                            | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1810000 | PA      | $1811665.20     | 0.01%             | 2030-10-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2018-1 Ltd                                                              | CUSIP: 92917AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250202.50      | 0.00%             | 2031-04-19      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables                                | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |      1320000 | PA      | $1799262.52     | 0.01%             | 2031-08-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307CLK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        15180 | PA      | $14933.08       | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                    | GRIFOLS SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      1617000 | PA      | $2000361.67     | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DAVIDSON HOMES PREF EQUITY                                    | DAVIDSON HOMES PREF EQUITY                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        18658 | NS      | $20249154.24    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| SCG Hotel Issuer Inc                                          | SCG Commercial Mortgage Trust 2025-FLWR                                          | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       278000 | PA      | $278173.75      | 0.00%             | 2042-08-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                      | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       738000 | PA      | $756748.64      | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                       | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3702000 | PA      | $3769702.18     | 0.02%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM XVII LP                                                                      | CUSIP: 50190AAK8<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |        72158 | PA      | $72235.36       | 0.00%             | 2031-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                              | Georgia Power Co                                                                 | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      5017000 | PA      | $5077577.82     | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Act                                | Prodigy Finance CM2021-1 DAC                                                     | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       214297 | PA      | $216625.74      | 0.00%             | 2051-07-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                | Banc of America Funding 2014-R2 Trust                                            | CUSIP: 05968KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3245385 | PA      | $1110920.43     | 0.01%             | 2036-11-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GCAT                                                          | GCAT 2021-NQM3 Trust                                                             | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1642000 | PA      | $1248489.12     | 0.01%             | 2066-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       683000 | PA      | $703785.33      | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       514000 | PA      | $447746.07      | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                                | JP Morgan Alternative Loan Trust 2007-A1                                         | CUSIP: 466287AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       578116 | PA      | $478748.35      | 0.00%             | 2037-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                | Morgan Stanley Capital I Trust 2017-ASHF                                         | CUSIP: 61691KAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1413000 | PA      | $1344661.10     | 0.01%             | 2034-11-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FAT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       116248 | PA      | $112404.41      | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                                     | AVAYA INC                                                                        | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |        12188 | PA      | $10660.26       | 0.00%             | 2028-08-01      | Floating      | 11.66%                | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                             | PRPM 2025-NQM3 Trust                                                             | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6101863 | PA      | $6146332.86     | 0.03%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                        | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      2744160 | PA      | $2835060.82     | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                          | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       908000 | PA      | $853944.67      | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                             | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       100000 | PA      | $105860.20      | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                                   | LA POSTE SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1341220.08     | 0.01%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3348000 | PA      | $3408360.92     | 0.02%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JAQQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3536581 | PA      | $3495579.74     | 0.02%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 38 Ltd                                            | Elmwood CLO 38 Ltd                                                               | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4490000 | PA      | $4496057.01     | 0.03%             | 2038-04-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO XX Ltd                                               | CUSIP: 08182FAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4685000 | PA      | $4699310.80     | 0.03%             | 2037-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          841 | PA      | $832.29         | 0.00%             | 2065-05-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VERSA NETWORKS INC                                            | VERSA NETWORKS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4118274 | NS      | $24503730.30    | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                         | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       120000 | PA      | $123621.24      | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2201652 | PA      | $2119798.22     | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1799502 | PA      | $1614512.98     | 0.01%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                | GOTO GROUP INC                                                                   | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |         1861 | PA      | $1569.28        | 0.00%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                  | Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3329216 | PA      | $3330428.81     | 0.02%             | 2033-09-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      6115000 | PA      | $5505064.52     | 0.03%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Visio 2019-2 Trust                                            | Visio 2019-2 Trust                                                               | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       906000 | PA      | $842122.74      | 0.00%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7396000 | PA      | $4825312.22     | 0.03%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                        | Trident Energy Finance PLC                                                       | CUSIP: 000000000<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |      3532000 | PA      | $3679920.16     | 0.02%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QVP21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       201248 | PA      | $192974.26      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307LSP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         8489 | PA      | $8221.84        | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3843952 | PA      | $3728502.57     | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                         | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       696000 | PA      | $709349.28      | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun                                | Gracie Point International Funding 2024-1 LLC                                    | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7816000 | PA      | $7831192.74     | 0.04%             | 2028-03-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7407069 | PA      | $5438211.23     | 0.03%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1195759 | PA      | $1040911.33     | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                      | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       238000 | PA      | $221664.01      | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2398150 | PA      | $2233699.57     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       411000 | PA      | $433629.72      | 0.00%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                                  | Morgan Stanley Resecuritization Trust 2013-R7                                    | CUSIP: 61690PAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       612432 | PA      | $571146.07      | 0.00%             | 2046-12-26      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                            | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       839000 | PA      | $662348.30      | 0.00%             | 2031-05-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| INSIGHT M INC SERIES D                                        | INSIGHT M INC SERIES D                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3271821 | NS      | $658617.57      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LendingClub Rated Notes Issuer                                | LendingClub Rated Notes Issuer Trust Series 2025-P1                              | CUSIP: 525943AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       871000 | PA      | $878170.68      | 0.00%             | 2031-06-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2017-3 Ltd                                                    | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |      3162374 | PA      | $3165413.81     | 0.02%             | 2030-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas Clo VII Ltd                                                             | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |      2674501 | PA      | $2675007.82     | 0.01%             | 2035-01-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                      | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       331000 | PA      | $328809.84      | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                            | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |       197000 | PA      | $269061.76      | 0.00%             | 2094-03-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3142GSPM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4146171 | PA      | $4285635.34     | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | Rad CLO 7 Ltd                                                                    | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1050000 | PA      | $1051882.55     | 0.01%             | 2036-04-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QAJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1156602 | PA      | $1140811.26     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC Mortgage-Backed Trust Series 2006-4                                         | CUSIP: 12637HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       958031 | PA      | $492795.33      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding LXXI Ltd                                                    | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1900000 | PA      | $1901487.89     | 0.01%             | 2038-04-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                  | Fibercop SpA                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $202405.40      | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                      | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       260000 | PA      | $265742.53      | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                         | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       120000 | PA      | $117153.66      | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                        | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       289000 | PA      | $283053.28      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                   | CDS DEUTSCHE BANK AG                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $-93673.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133BUJD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7286354 | PA      | $7417104.30     | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T Inc                                                                         | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1181000 | PA      | $1094906.80     | 0.01%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QFBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3363781 | PA      | $3186910.41     | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | TRY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-99923.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                         | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      3673000 | PA      | $3497160.56     | 0.02%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2024-1                                    | CUSIP: 92261CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       542805 | PA      | $555601.18      | 0.00%             | 2054-01-25      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36178EDP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        85397 | PA      | $79832.11       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7796100 | PA      | $7853961.72     | 0.04%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY KENTUCKY INC                                      | DUKE ENERGY KENTUCKY INC                                                         | CUSIP: 000000000<br>LEI: 8DFCA0P2BKMHOESX4E68 | Long             | DBT              | CORP              | US        |      9639000 | PA      | $9807682.50     | 0.05%             | 2035-09-15      | Fixed         | 6.01%                 | Yes           |                  3 | On Loan: No      |
| Countrywide Asset-Backed Certi                                | CWABS Inc Asset-backed Certificates Series 2007-12                               | CUSIP: 126697AB7<br>LEI: 549300XF11BHS5IOB463 | Long             | ABS-O            | CORP              | US        |      2447351 | PA      | $2399334.33     | 0.01%             | 2047-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                                    | Henley CLO IV DAC                                                                | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |       540000 | PA      | $633887.59      | 0.00%             | 2034-04-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                  | Hudson Yards 2019-30HY Mortgage Trust                                            | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       195000 | PA      | $185382.62      | 0.00%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                             | TRS CFD EQUITY BASKET                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |            1 | NC      | $-601868.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                            | A&D Mortgage Trust 2024-NQM5                                                     | CUSIP: 00039KAF7<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      2033000 | PA      | $2052783.33     | 0.01%             | 2069-11-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2355413 | PA      | $2388443.84     | 0.01%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                                | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       517829 | PA      | $500783.83      | 0.00%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QKWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1211256 | PA      | $1171630.84     | 0.01%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                     | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     36535000 | PA      | $37534234.08    | 0.21%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                    | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       799976 | PA      | $824227.91      | 0.00%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                              | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       489000 | PA      | $479191.20      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1385000 | PA      | $1480007.00     | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                   | Legacy Mortgage Asset Trust 2019-SL2                                             | CUSIP: 52473FAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2072407 | PA      | $409156.07      | 0.00%             | 2059-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                           | AMERICAN TOWER CORP                                                              | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      6200000 | PA      | $7779210.99     | 0.04%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                        | GSAA Home Equity Trust 2007-2                                                    | CUSIP: 3622EUAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       439966 | PA      | $78580.31       | 0.00%             | 2037-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MASTR Specialized Loan Trust                                  | Mastr Specialized Loan Trust                                                     | CUSIP: 57643BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       165736 | PA      | $163306.68      | 0.00%             | 2046-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QMZU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7840407 | PA      | $6709474.54     | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                           | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       126000 | PA      | $114191.57      | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                       | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $210236.40      | 0.00%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                                 | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4465000 | PA      | $4481743.75     | 0.03%             | 2042-02-15      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                         | Mexico Government International Bond                                             | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     20471000 | PA      | $21648082.50    | 0.12%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                      | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC  | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       175000 | PA      | $175662.35      | 0.00%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                      | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     29097000 | PA      | $29272943.74    | 0.16%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                     | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       217000 | PA      | $219859.63      | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4708325 | PA      | $3876397.34     | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                  | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      1078000 | PA      | $1285545.56     | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5475000 | PA      | $5688857.28     | 0.03%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132GTR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        23408 | PA      | $22193.19       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERSA NETWORKS INC                                            | VERSA NETWORKS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       507586 | NC      | $2426261.08     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88434820 | PA      | $900850.13      | 0.01%             | 2051-12-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2005-76                                                   | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       384975 | PA      | $352793.11      | 0.00%             | 2036-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                                 | Ares European CLO XII DAC                                                        | CUSIP: 000000000<br>LEI: 635400XCOLUI5RNVIZ11 | Long             | ABS-CBDO         | CORP              | IE        |       889000 | PA      | $1048826.26     | 0.01%             | 2032-04-20      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140H3H82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       437360 | PA      | $431695.78      | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                | LendingClub Rated Notes Issuer Trust Series 2025-P1                              | CUSIP: 525943AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       707000 | PA      | $714298.22      | 0.00%             | 2031-06-16      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                      | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       213000 | PA      | $210072.08      | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       405135 | PA      | $389272.74      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                              | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       773000 | PA      | $715610.86      | 0.00%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22370583 | PA      | $19215691.70    | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2460000 | PA      | $1887956.27     | 0.01%             | 2036-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 3620C5BR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        30411 | PA      | $29870.26       | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                        | Lendmark Funding Trust 2024-2                                                    | CUSIP: 52590AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       399000 | PA      | $400101.48      | 0.00%             | 2034-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2669000 | PA      | $1775515.68     | 0.01%             | 2060-12-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                        | CD&R Firefly Bidco PLC                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |      1617000 | PA      | $2284814.14     | 0.01%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                              | COLT 2022-5 Mortgage Loan Trust                                                  | CUSIP: 19688LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2398000 | PA      | $2301970.89     | 0.01%             | 2067-03-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                        | GSAA Home Equity Trust 2006-18                                                   | CUSIP: 3622ELAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1080776 | PA      | $293030.13      | 0.00%             | 2036-11-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | RAD CLO 21 Ltd                                                                   | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1270000 | PA      | $1272060.96     | 0.01%             | 2037-01-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                                   | CEDACRI SPA                                                                      | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |      1078000 | PA      | $1272870.44     | 0.01%             | 2028-05-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd                                      | Verdelite Static CLO 2024-1 Ltd                                                  | CUSIP: 92338VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       210000 | PA      | $210168.00      | 0.00%             | 2032-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                              | OWL Rock Clo V LLC                                                               | CUSIP: 69120JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       900000 | PA      | $904534.02      | 0.01%             | 2034-04-20      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                      | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       757000 | PA      | $800606.23      | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                            | CREDIT AGRICOLE SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1312043.38     | 0.01%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                         | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      8600000 | PA      | $8826008.00     | 0.05%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                        | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       498000 | PA      | $511620.30      | 0.00%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        43216 | PA      | $42468.79       | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HBRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       236695 | PA      | $233802.78      | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QLN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26755124 | PA      | $21668873.61    | 0.12%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                              | Flatiron CLO 20 Ltd                                                              | CUSIP: 33883MAL8<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |      1160000 | PA      | $1162853.72     | 0.01%             | 2036-05-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                | MF1 2022-FL10 LLC                                                                | CUSIP: 55285BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       956453 | PA      | $956548.54      | 0.01%             | 2037-09-17      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-PURE                                           | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      1288262 | PA      | $934295.06      | 0.01%             | 2041-11-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2014 Ltd                                                            | CUSIP: 12549JBC4<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |      3320000 | PA      | $3324747.60     | 0.02%             | 2031-01-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       212761 | PA      | $193920.77      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54102942 | PA      | $2279589.58     | 0.01%             | 2064-12-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                   | FIGRE Trust 2024-SL1                                                             | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3994770 | PA      | $4054388.73     | 0.02%             | 2053-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                             | Xerox Corp                                                                       | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      1615000 | PA      | $1563495.07     | 0.01%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       152570 | PA      | $153125.82      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                           | ASSURANT CLO II LTD                                                              | CUSIP: 04623TAA3<br>LEI: 6354003JXBM4LA5YCP98 | Long             | ABS-CBDO         | CORP              | KY        |        64634 | PA      | $64648.80       | 0.00%             | 2031-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                   | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       254000 | PA      | $237613.57      | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                         | Sixth Street CLO XIV Ltd                                                         | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1570000 | PA      | $1571548.81     | 0.01%             | 2038-01-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNM                                | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | ABS-O            | MUN               | US        |      2630000 | PA      | $2616541.80     | 0.01%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                      | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      8214000 | PA      | $8616650.28     | 0.05%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2007-1                                            | CUSIP: 07325MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       528625 | PA      | $502548.08      | 0.00%             | 2037-03-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38382QQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8391257 | PA      | $1465694.95     | 0.01%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                        | Sequoia Mortgage Trust 2007-3                                                    | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       646903 | PA      | $508252.46      | 0.00%             | 2037-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                      | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      1283000 | PA      | $1396866.25     | 0.01%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                     | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     60914000 | PA      | $60070042.62    | 0.34%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307NQR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        67842 | PA      | $66072.61       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CML TERRANEA RESORT                                           | CML TERRANEA RESORT                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7500000 | PA      | $7500000.00     | 0.04%             | 2028-01-01      | Floating      | 8.60%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                        | CDS CMBX.NA.BBB-.9                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-178589.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                             | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       191000 | PA      | $216340.93      | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0304A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -2460000 | PA      | $-2356182.12    | -0.01%            | 2040-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417FL48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        57176 | PA      | $56243.30       | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                                         | Cayuga Park CLO Ltd                                                              | CUSIP: 149791AP0<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |      3270000 | PA      | $3274725.80     | 0.02%             | 2034-07-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                 | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |       518476 | PA      | $704133.68      | 0.00%             | 2061-09-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13625000 | PA      | $13883894.21    | 0.08%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                 | AIB GROUP PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       808000 | PA      | $968866.73      | 0.01%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7133000 | PA      | $6166927.52     | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       541395 | PA      | $528571.37      | 0.00%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SEN                                        | Thames Water Super Senior Issuer PLC                                             | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       109261 | PA      | $163582.04      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                     | BPR Commercial Mortgage Trust 2024-PARK                                          | CUSIP: 05593UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1538049.30     | 0.01%             | 2039-11-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| HRNI HOLDINGS LLC                                             | HRNI Holdings LLC                                                                | CUSIP: 40443NAC4<br>LEI: 549300V1ELIRK8JURN28 | Long             | LON              | CORP              | US        |      7435096 | PA      | $7224459.57     | 0.04%             | 2028-12-11      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       249201 | PA      | $241231.57      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -2027000 | PA      | $-2042085.50    | -0.01%            | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1596000 | PA      | $64675.98       | 0.00%             | 2053-04-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                               | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       561000 | PA      | $569597.89      | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        54609 | PA      | $52045.08       | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dwight 2025-FL1 Issuer LLC                                    | Dwight 2025-FL1 Issuer LLC                                                       | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1148000 | PA      | $1147055.43     | 0.01%             | 2042-06-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitization                                | Conseco Finance Securitizations Corp                                             | CUSIP: 20846QER5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3839543 | PA      | $746610.65      | 0.00%             | 2031-05-01      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3448822 | PA      | $3476238.41     | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                    | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2617000 | PA      | $2562328.25     | 0.01%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                            | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      2384000 | PA      | $2408856.35     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                              | Lamar Media Corp                                                                 | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       295000 | PA      | $286799.10      | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XBKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2886969 | PA      | $2682641.90     | 0.02%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-28CB                                                 | CUSIP: 02147TAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1124357 | PA      | $542836.57      | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XTUA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        17276 | PA      | $16897.42       | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                      | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      1886000 | PA      | $2247195.64     | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                        | India Cleantech Energy                                                           | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |      6072000 | PA      | $6014316.00     | 0.03%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QRDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2434282 | PA      | $2525578.90     | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo                                | Banc of America Alternative Loan Trust 2006-7                                    | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1941983 | PA      | $510891.58      | 0.00%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                               | CDS ITRAXX.EUR.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-441294.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY B                                | Vantage Data Centers Germany Borrower Lux Sarl                                   | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |      4157000 | PA      | $4968897.53     | 0.03%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QGS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2258870 | PA      | $2178702.89     | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 52(                                | Golub Capital Partners CLO 52 B R Ltd                                            | CUSIP: 381945AC8<br>LEI: 254900GLBB9HMWF4NZ09 | Long             | ABS-CBDO         | CORP              | KY        |       940000 | PA      | $944737.51      | 0.01%             | 2037-04-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                       | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $193399.06      | 0.00%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2021-LBA                                                                | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4206317 | PA      | $4185285.57     | 0.02%             | 2036-02-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KQGC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4110276 | PA      | $4119682.30     | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250374.50      | 0.00%             | 2031-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31306YQC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         9504 | PA      | $9368.01        | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000302 | PA      | $842740.69      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YJGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        83244 | PA      | $82793.11       | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                | EFMT 2025-INV3                                                                   | CUSIP: 26847NAA9<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |      6003521 | PA      | $6040556.10     | 0.03%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                              | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |      1617000 | PA      | $1927326.25     | 0.01%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2                                | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3715000 | PA      | $3726591.54     | 0.02%             | 2039-06-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                               | Maya SAS/Paris France                                                            | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       258000 | PA      | $276703.19      | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     10771000 | PA      | $10980662.15    | 0.06%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0424A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |      -763000 | PA      | $-761993.56     | -0.00%            | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                           | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       273000 | PA      | $272517.66      | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8901827 | PA      | $7295047.44     | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22271569 | PA      | $18375210.99    | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140FNBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       183304 | PA      | $180514.29      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                  | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       830000 | PA      | $839070.49      | 0.00%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Flagstar Financial Inc                                        | Flagstar Financial Inc                                                           | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       392949 | NS      | $4538560.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON INTL 23                                          | CK Hutchison International 23 Ltd                                                | CUSIP: 000000000<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |       640000 | PA      | $648179.46      | 0.00%             | 2028-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2019-2 Ltd                                                              | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       823560 | PA      | $824547.87      | 0.00%             | 2032-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                  | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |       206000 | PA      | $201094.48      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                             | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |        19000 | PA      | $18704.51       | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                      | Foundation Finance Trust 2025-2                                                  | CUSIP: 35042NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1082000 | PA      | $1095069.80     | 0.01%             | 2052-04-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2021-2 Ltd                                                              | CUSIP: 92919AAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1440000 | PA      | $1442261.09     | 0.01%             | 2038-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                       | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $99939.60       | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4463700 | PA      | $3556765.43     | 0.02%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                               | Oaktree CLO 2024-27 Ltd                                                          | CUSIP: 67402UAJ5<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $252328.75      | 0.00%             | 2037-10-22      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       946000 | PA      | $936385.04      | 0.01%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2016-12 Ltd                                                              | CUSIP: 67092RBC1<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |      1960000 | PA      | $1966095.99     | 0.01%             | 2037-10-18      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                   | CDS CMBX.NA.BBB-.9                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-220709.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                      | Huntsman International LLC                                                       | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |       100000 | PA      | $84373.21       | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2021-I Ltd                                                          | CUSIP: 12563EAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5280000 | PA      | $5297582.40     | 0.03%             | 2037-07-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1551292 | PA      | $1530118.26     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                    | Morgan Stanley ABS Capital I Inc Trust 2005-HE5                                  | CUSIP: 61744CUV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2861425 | PA      | $2382406.17     | 0.01%             | 2035-09-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                       | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       270000 | PA      | $273988.26      | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Trust 2021-NPL1                                                | CUSIP: 06744JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3212190 | PA      | $3214626.19     | 0.02%             | 2051-11-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                                | BHG Securitization Trust 2021-A                                                  | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1007000 | PA      | $986455.59      | 0.01%             | 2033-11-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                | Morgan Stanley Mortgage Loan Trust 2006-12XS                                     | CUSIP: 61749EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       714888 | PA      | $188583.35      | 0.00%             | 2036-10-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                            | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2080000 | PA      | $2115027.20     | 0.01%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                        | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2363000 | PA      | $2336949.32     | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      1205000 | PA      | $1187744.40     | 0.01%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                            | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      2746000 | PA      | $2735159.34     | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2310000 | PA      | $2356421.53     | 0.01%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11944025 | PA      | $10684765.12    | 0.06%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31416TL49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6177 | PA      | $6220.77        | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7351591 | PA      | $7404696.41     | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                | Carrington Mortgage Loan Trust Series 2006-NC1                                   | CUSIP: 144531EZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       610000 | PA      | $541815.24      | 0.00%             | 2036-01-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                 | Citigroup Commercial Mortgage Trust 2015-P1                                      | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       555220 | PA      | $535792.78      | 0.00%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                            | Expand Energy Corp                                                               | CUSIP: 165ESCAP9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      9090000 | PA      | $0.91           | 0.00%             | 2021-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Foundation Finance Trust                                      | Foundation Finance Trust 2025-2                                                  | CUSIP: 35042NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1004000 | PA      | $1009405.13     | 0.01%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                         | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        65000 | PA      | $64436.13       | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1840113 | PA      | $1734364.25     | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QEP89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10655793 | PA      | $9946943.23     | 0.06%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                      | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      5952000 | PA      | $5971567.14     | 0.03%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WHXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1354056 | PA      | $1234152.45     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                            | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3570000 | PA      | $3620926.41     | 0.02%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                              | Invesco Euro CLO V DAC                                                           | CUSIP: 000000000<br>LEI: 5493004UWK07M4U35L23 | Long             | ABS-CBDO         | CORP              | IE        |       350000 | PA      | $411281.12      | 0.00%             | 2034-01-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QFBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3451709 | PA      | $3276563.53     | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QRBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11753269 | PA      | $11689043.00    | 0.07%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           90 | PA      | $75.75          | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QRY20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        56903 | PA      | $54774.17       | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KR5J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3747336 | PA      | $3805087.30     | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4665900 | PA      | $4386675.05     | 0.02%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      1674000 | PA      | $1650340.05     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       253503 | PA      | $248524.59      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                      | Duke Energy Progress LLC                                                         | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       975000 | PA      | $978900.70      | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EIS GROUP INC LOAN/TERM                                       | EIS GROUP INC LOAN/TERM                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12825582 | PA      | $12393359.89    | 0.07%             | 2028-07-08      | Floating      | 11.16%                | No            |                  3 | On Loan: No      |
| Ace Securities Corp.                                          | ACE Securities Corp Home Equity Loan Trust Series 2007-HE4                       | CUSIP: 00442LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2318083 | PA      | $362469.21      | 0.00%             | 2037-05-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                            | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |       321000 | PA      | $335890.87      | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18353713 | PA      | $18365184.07    | 0.10%             | 2041-06-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132ACYJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       260302 | PA      | $256802.13      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3256000 | PA      | $2654083.47     | 0.01%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                        | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       800000 | PA      | $838400.00      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8100000 | PA      | $8178623.46     | 0.05%             | 2039-11-09      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HHPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2247 | PA      | $2216.90        | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                           | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     11000000 | PA      | $11399918.42    | 0.06%             | 2031-07-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers CLO 46 Ltd                                        | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |       780000 | PA      | $778861.36      | 0.00%             | 2037-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                 | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18314495 | PA      | $864989.93      | 0.00%             | 2052-10-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                              | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       249000 | PA      | $253679.71      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                | Option One Mortgage Loan Trust 2007-CP1                                          | CUSIP: 68402YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2360000 | PA      | $2069828.80     | 0.01%             | 2037-03-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31335BFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1118119 | PA      | $1107884.81     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                 | Citigroup Commercial Mortgage Trust 2020-420K                                    | CUSIP: 17328QAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46500000 | PA      | $1654995.45     | 0.01%             | 2042-11-10      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                | Structured Asset Securities Corp Mortgage Loan Trust 2007-GEL2                   | CUSIP: 86363MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2107772 | PA      | $1736650.84     | 0.01%             | 2037-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                        | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1166012 | PA      | $1090756.35     | 0.01%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                               | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       596000 | PA      | $630724.65      | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                  | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7110000 | PA      | $7246703.97     | 0.04%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2549326 | PA      | $2370938.83     | 0.01%             | 2050-02-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                              | Altria Group Inc                                                                 | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      1835000 | PA      | $1487651.03     | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307JVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        46463 | PA      | $45096.36       | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1518000 | PA      | $1410722.74     | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                         | Mexico Government International Bond                                             | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     25868000 | PA      | $19976563.00    | 0.11%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                | Solventum Corp                                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       640000 | PA      | $650385.08      | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                       | VF CORP                                                                          | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      1186000 | PA      | $1394847.66     | 0.01%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138X55F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       131642 | PA      | $129521.19      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                     | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $603075.00      | 0.00%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                       | DREAM FINDERS HOMES INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        15124 | NS      | $15010570.00    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| Elmwood CLO IV Ltd                                            | Elmwood CLO IV Ltd                                                               | CUSIP: 29002GAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003887.90     | 0.01%             | 2037-04-18      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                      | British Telecommunications PLC                                                   | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $198198.38      | 0.00%             | 2081-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179NVN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        10098 | PA      | $9481.43        | 0.00%             | 2043-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                  | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       530000 | PA      | $532540.29      | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1037000 | PA      | $1088819.21     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                           | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $908788.29      | 0.01%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO XVI Ltd                                              | CUSIP: 08181VAY1<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |       920000 | PA      | $923403.08      | 0.01%             | 2038-01-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2016-1 Ltd                                                              | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |       449637 | PA      | $449994.55      | 0.00%             | 2031-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                      | State of Texas                                                                   | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |      5715000 | PA      | $5922606.08     | 0.03%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10624000 | PA      | $10964874.23    | 0.06%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                                 | Metropolitan Transportation Authority                                            | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      3060000 | PA      | $3348241.20     | 0.02%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       320069 | PA      | $313784.48      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        78992 | PA      | $78028.95       | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                   | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2243 | NC      | $5150212.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                      | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       692000 | PA      | $728089.88      | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                 | First Franklin Mortgage Loan Trust 2004-FFH3                                     | CUSIP: 32027NLT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       999667 | PA      | $911745.69      | 0.01%             | 2034-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138W6SU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       315736 | PA      | $290099.36      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YLYN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       268118 | PA      | $244514.70      | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                            | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       558000 | PA      | $589552.31      | 0.00%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2007-OA3                                                  | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       541731 | PA      | $501902.32      | 0.00%             | 2047-04-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XXXVI                                                                 | CUSIP: 03769LAJ7<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250582.08      | 0.00%             | 2034-07-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38383P6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5165677 | PA      | $876847.32      | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Se                                | BCMSC Trust 2000-A                                                               | CUSIP: 09774XBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1674455 | PA      | $107841.43      | 0.00%             | 2030-06-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31416BMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       458133 | PA      | $470100.69      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                | Merrill Lynch Mortgage Investors Trust Series 2006-A3                            | CUSIP: 59023CAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       501745 | PA      | $472391.71      | 0.00%             | 2036-05-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| COREWEAVE ACQ CO IV LLC(AMND): TL LOAN/TERM                   | COREWEAVE ACQ CO IV LLC(AMND): TL LOAN/TERM                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7715132 | PA      | $7599404.61     | 0.04%             | 2030-09-29      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                       | IRB Infrastructure Developers Ltd                                                | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     14000000 | PA      | $14507500.00    | 0.08%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3142GUTY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10422089 | PA      | $10705754.27    | 0.06%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4059000 | PA      | $3472563.68     | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 312941KX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        36977 | PA      | $37087.54       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3096000 | PA      | $3188565.04     | 0.02%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-247895.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc                                | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       271357 | PA      | $110594.84      | 0.00%             | 2031-09-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                 | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3688000 | PA      | $3619978.90     | 0.02%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                      | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       208000 | PA      | $215799.58      | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                          | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        89000 | PA      | $90857.43       | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 29 Ltd                                                                       | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       535670 | PA      | $536389.01      | 0.00%             | 2031-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                              | USD/EGP FORWARD                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $186375.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILL FL                                                       | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |       500000 | PA      | $579352.00      | 0.00%             | 2032-10-18      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QEJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15253031 | PA      | $13108055.29    | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                      | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       120000 | PA      | $120459.03      | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                      | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2711925.27     | 0.02%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                      | Discovery Communications LLC                                                     | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     30884000 | PA      | $30150505.00    | 0.17%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 55 CLO Ltd                                                                | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1115405 | PA      | $1116760.87     | 0.01%             | 2031-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                                | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2269000 | PA      | $2287492.80     | 0.01%             | 2039-12-15      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                            | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2700889.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17447485 | PA      | $16709347.22    | 0.09%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QSUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9529974 | PA      | $9896465.12     | 0.06%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7596767 | PA      | $6796254.35     | 0.04%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       992712 | PA      | $1012807.34     | 0.01%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8824000 | PA      | $8225277.83     | 0.05%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16636000 | PA      | $16735293.63    | 0.09%             | 2055-05-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2017-I Ltd                                                          | CUSIP: 17181PAC3<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |      6190000 | PA      | $6213760.93     | 0.03%             | 2037-04-21      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36182XAY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        36733 | PA      | $35136.24       | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                              | Flatiron CLO 21 Ltd                                                              | CUSIP: 33883PAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1980000 | PA      | $1981597.27     | 0.01%             | 2037-10-19      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                 | Nordstrom Inc                                                                    | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |       155000 | PA      | $140792.36      | 0.00%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XPDE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12605 | PA      | $12452.47       | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88986777 | PA      | $90046151.35    | 0.50%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                      | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       422000 | PA      | $432339.00      | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132M57A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       155351 | PA      | $149224.44      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO XXIII Ltd                                            | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       550000 | PA      | $550504.79      | 0.00%             | 2034-04-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                            | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1346000 | PA      | $1355489.17     | 0.01%             | 2042-08-11      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36241KXQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        76184 | PA      | $78053.60       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                  | CD 2017-CD3 Mortgage Trust                                                       | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       850000 | PA      | $825103.33      | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3153118 | PA      | $3183016.14     | 0.02%             | 2065-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                         | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       131000 | PA      | $125266.82      | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       382790 | PA      | $371471.62      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                 | Alen 2021-ACEN Mortgage Trust                                                    | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1144000 | PA      | $1108250.00     | 0.01%             | 2034-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Castell                                                       | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |       665995 | PA      | $908833.36      | 0.01%             | 2062-01-27      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                          | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      5416000 | PA      | $5410242.68     | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1567000 | PA      | $1409627.60     | 0.01%             | 2063-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                           | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        33000 | PA      | $31266.73       | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUN COUNTRY 2019-1B                                           | SUN COUNTRY 2019-1B                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       567613 | PA      | $565512.96      | 0.00%             | 2025-12-15      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                | IndyMac INDX Mortgage Loan Trust 2006-AR41                                       | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       362777 | PA      | $347070.99      | 0.00%             | 2037-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                         | Toorak Mortgage Trust 2024-2                                                     | CUSIP: 89055KAA0<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-MBS          | CORP              | US        |       937000 | PA      | $941833.14      | 0.01%             | 2031-10-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                      | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13906000 | PA      | $13950337.89    | 0.08%             | 2034-03-15      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       731400 | PA      | $636856.53      | 0.00%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                      | Italian Stella Loans Srl                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       229783 | PA      | $273285.82      | 0.00%             | 2039-05-27      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                              | T-Mobile USA Inc                                                                 | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15406000 | PA      | $15496212.76    | 0.09%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138X9GL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       213011 | PA      | $210398.05      | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                | Option One Mortgage Loan Trust 2005-4 Asset-Backed Certificates Series 2005-4    | CUSIP: 68389FJK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4030000 | PA      | $3498785.15     | 0.02%             | 2035-11-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                         | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      4688000 | PA      | $3275289.58     | 0.02%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6RM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        93608 | PA      | $96114.39       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                                  | Point Au Roche Park CLO Ltd                                                      | CUSIP: 73052VAA3<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |       370000 | PA      | $370369.93      | 0.00%             | 2034-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| COREWEAVE SENIOR                                              | COREWEAVE SENIOR                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11755875 | PA      | $11697095.64    | 0.07%             | 2028-07-30      | Floating      | 13.77%                | No            |                  3 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                        | Repsol E&P Capital Markets US LLC                                                | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      3690000 | PA      | $3716711.17     | 0.02%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     22660000 | PA      | $22940737.23    | 0.13%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XVBB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       252120 | PA      | $248976.81      | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securiti                                | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |       470960 | PA      | $557785.12      | 0.00%             | 2034-03-21      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                  | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       733000 | PA      | $719347.95      | 0.00%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T Inc                                                                         | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1917000 | PA      | $1853448.42     | 0.01%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2024-1 Ltd                                            | CUSIP: 69703NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1680000 | PA      | $1679260.80     | 0.01%             | 2032-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1280185 | PA      | $1268299.92     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                          | BCP V MODULAR SERVICES FINANCE II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      1078000 | PA      | $1183231.31     | 0.01%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307LX86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        84612 | PA      | $82462.16       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                             | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $34041.86       | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                | CDS PITNEY BOWES INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $326.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                             | CDS CREDIT SUISSE GROUP AG                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-31026.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding                                 | Bear Stearns Mortgage Funding Trust 2007-AR2                                     | CUSIP: 07401TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       178311 | PA      | $162005.36      | 0.00%             | 2037-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 27 Ltd                                            | Elmwood CLO 27 Ltd                                                               | CUSIP: 29003FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1040000 | PA      | $1044773.60     | 0.01%             | 2037-04-18      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                | HarborView Mortgage Loan Trust 2007-4                                            | CUSIP: 41164YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       343199 | PA      | $333392.64      | 0.00%             | 2037-07-19      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                | C-BASS 2006-CB9 TRUST                                                            | CUSIP: 12465MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       324296 | PA      | $146591.18      | 0.00%             | 2036-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                              | Flatiron CLO 21 Ltd                                                              | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13960000 | PA      | $14000763.20    | 0.08%             | 2037-10-19      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      7915000 | PA      | $8224070.30     | 0.05%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        25117 | PA      | $22743.78       | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                        | Argent Securities Trust 2006-M1                                                  | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3602148 | PA      | $971693.95      | 0.01%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                       | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2735000 | PA      | $2749061.46     | 0.02%             | 2039-09-19      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                              | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      7640000 | PA      | $8775074.80     | 0.05%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing                                   | Origen Manufactured Housing Contract Trust 2001-A                                | CUSIP: 68619AAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       630065 | PA      | $632707.96      | 0.00%             | 2032-03-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1493464 | PA      | $1383538.84     | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                      | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1566000 | PA      | $1553190.86     | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                | Upgrade Master Pass-Thru Trust Series 2025-ST5                                   | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       900000 | PA      | $902641.68      | 0.01%             | 2032-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pony                                                          | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |       389347 | PA      | $457973.05      | 0.00%             | 2033-01-14      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                  | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       343000 | PA      | $326934.46      | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                          | Kioxia Holdings Corp                                                             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $204000.80      | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                  | Centene Corp                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        59131 | NS      | $2109794.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138AEKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        62450 | PA      | $62485.43       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36200KST5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        24931 | PA      | $24979.84       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                        | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4530000 | PA      | $4369865.13     | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup Inc                                                                    | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2878000 | PA      | $3140950.83     | 0.02%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                   | Taurus 2025-4 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ARN6VSOEBJXY74 | Long             | ABS-MBS          | CORP              | IE        |       790000 | PA      | $1063002.24     | 0.01%             | 2035-08-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                               | Oaktree CLO 2024-27 Ltd                                                          | CUSIP: 67402UAC0<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |       790000 | PA      | $793091.03      | 0.00%             | 2037-10-22      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2024-5                                    | CUSIP: 92261AAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       774080 | PA      | $780492.24      | 0.00%             | 2054-10-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trus                                | Spruce Hill Mortgage Loan Trust 2022-SH1                                         | CUSIP: 85213XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       850249 | PA      | $819509.27      | 0.00%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                          | FREMF 2018-K74 Mortgage Trust                                                    | CUSIP: 30296LAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       120000 | PA      | $118209.41      | 0.00%             | 2051-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| PROJECT MONTELENA                                             | PROJECT MONTELENA                                                                | CUSIP: 000000000<br>LEI: 529900JPQDXYET6L7S09 | Long             | DBT              | CORP              | DE        |     10894548 | PA      | $11688182.27    | 0.07%             | 2031-04-01      | Floating      | 11.62%                | No            |                  3 | On Loan: No      |
| Sandstone Peak Ltd.                                           | Sandstone Peak Ltd                                                               | CUSIP: 800130AQ9<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |      2410000 | PA      | $2417387.61     | 0.01%             | 2034-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                            | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3324000 | PA      | $3275704.61     | 0.02%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom Inc                                                                     | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      7695000 | PA      | $7653771.65     | 0.04%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc                                | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TCU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       426672 | PA      | $143008.01      | 0.00%             | 2019-01-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       108600 | PA      | $106464.41      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                    | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      1739000 | PA      | $1134257.01     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                               | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       212000 | PA      | $203567.36      | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2013-II Ltd                                                         | CUSIP: 12549BBA5<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250352.53      | 0.00%             | 2030-10-18      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QL4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1105990 | PA      | $1067397.01     | 0.01%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                | Option One Mortgage Loan Trust 2007-FXD1                                         | CUSIP: 68402VAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3976687 | PA      | $3449424.10     | 0.02%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                        | Motorola Solutions Inc                                                           | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       947000 | PA      | $945329.40      | 0.01%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                       | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       179000 | PA      | $186152.48      | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                          | HEIMSTADEN BOSTAD AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      1617000 | PA      | $1952746.67     | 0.01%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       151669 | PA      | $144175.33      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc                                          | Amentum Holdings Inc                                                             | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |        61340 | NS      | $1469093.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        65194 | PA      | $60440.68       | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                 | CAFL 2024-RTL1 Issuer LLC                                                        | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1281000 | PA      | $1298779.26     | 0.01%             | 2031-11-28      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                        | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       415000 | PA      | $428734.43      | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                    | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $14738.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                              | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     44188000 | PA      | $13444234.48    | 0.08%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |       556000 | PA      | $751678.95      | 0.00%             | 2031-09-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3531568 | PA      | $3520151.95     | 0.02%             | 2064-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                        | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      8112000 | PA      | $8450833.78     | 0.05%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                | ARES Commercial Mortgage Trust 2024-IND                                          | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8860000 | PA      | $8882150.00     | 0.05%             | 2041-07-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                 | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        85000 | PA      | $78607.54       | 0.00%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                           | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       808000 | PA      | $991222.35      | 0.01%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       948000 | PA      | $927873.72      | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6616699 | PA      | $314894.00      | 0.00%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac REMICS                                                               | CUSIP: 3137H0RH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18918133 | PA      | $3537742.02     | 0.02%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                             | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       730000 | PA      | $721945.67      | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CML St Regis Aspen                                            | CML St Regis Aspen                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29087605 | PA      | $29363442.76    | 0.16%             | 2027-02-09      | Floating      | 7.27%                 | No            |                  3 | On Loan: No      |
| Republic Finance Issuance Trus                                | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       695000 | PA      | $705466.84      | 0.00%             | 2032-08-20      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1482000 | PA      | $1451687.76     | 0.01%             | 2036-06-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                      | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       627000 | PA      | $600876.38      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                        | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2068000 | PA      | $2016292.97     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0606A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -564891000 | PA      | $-577085680.49  | -3.23%            | 2055-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                   | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       384000 | PA      | $398532.20      | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                         | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-397538.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                      | CALIFORNIA BUYER LTD / ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1401000 | PA      | $1711790.21     | 0.01%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                      | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      1349000 | PA      | $1308192.75     | 0.01%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                | Long Beach Mortgage Loan Trust 2006-7                                            | CUSIP: 54251TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7639178 | PA      | $3028460.36     | 0.02%             | 2036-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2007-OH2                                                  | CUSIP: 02151RAC7<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-MBS          | CORP              | US        |       180911 | PA      | $161920.05      | 0.00%             | 2047-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SP DRI MERGER CORP:TL-B                                       | SP DRI MERGER CORP:TL-B                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      3074715 | PA      | $3013220.70     | 0.02%             | 2028-12-21      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO XIV Ltd                                              | CUSIP: 08179LAL5<br>LEI: 5493008E17UEFI73RC63 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752246.40      | 0.00%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XCGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16100932 | PA      | $13151197.83    | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38382VHH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41995768 | PA      | $7125295.97     | 0.04%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |      2140000 | PA      | $2148258.69     | 0.01%             | 2038-01-05      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                              | CDS BOEING CO/THE                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |            1 | NC      | $-79727.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                | PRET 2021-RN4 LLC                                                                | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4009740 | PA      | $4009959.83     | 0.02%             | 2051-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| COREWEAVE 2ND ABL:TL                                          | COREWEAVE 2ND ABL:TL                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19545000 | PA      | $19349549.90    | 0.11%             | 2029-05-16      | Floating      | 10.23%                | No            |                  3 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                       | AEP Transmission Co LLC                                                          | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      1476000 | PA      | $1012148.74     | 0.01%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                          | OHA Loan Funding 2016-1 Ltd                                                      | CUSIP: 67110UBA6<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250982.58      | 0.00%             | 2037-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                         | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       517000 | PA      | $516480.05      | 0.00%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132GKD37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        75782 | PA      | $73793.08       | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                             | Rakuten Group Inc                                                                | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       390000 | PA      | $405403.32      | 0.00%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                       | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       724000 | PA      | $688002.50      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                            | Expand Energy Corp                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     47947000 | PA      | $49280447.30    | 0.28%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                            | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      7556000 | PA      | $7838797.13     | 0.04%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                      | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      6785000 | PA      | $7387168.75     | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                        | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19436.23       | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3344000 | PA      | $2312085.71     | 0.01%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                      | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     10163000 | PA      | $9756480.00     | 0.05%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                  | Teleflex Inc                                                                     | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |       129000 | PA      | $127815.60      | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                       | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $208579.20      | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0204A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -16024000 | PA      | $-14723616.19   | -0.08%            | 2040-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                          | HalseyPoint CLO 4 Ltd                                                            | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |      1330000 | PA      | $1331955.10     | 0.01%             | 2034-04-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                   | SREIT Trust 2021-MFP                                                             | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4529744 | PA      | $4525497.48     | 0.03%             | 2038-11-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JMZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1235377 | PA      | $1218005.64     | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                      | Auto ABS Italian Stella Loans 2025-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       229000 | PA      | $271509.19      | 0.00%             | 2040-12-28      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                        | RB Global Holdings Inc                                                           | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |        83000 | PA      | $86809.95       | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                  | AGL CLO 42 Ltd                                                                   | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $901594.89      | 0.01%             | 2038-07-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                       | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103296.70      | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                  | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3829867.67     | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -1972000 | PA      | $-2005550.76    | -0.01%            | 2055-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                                 | GoldenTree Loan Management US CLO 23 Ltd                                         | CUSIP: 38139KAC3<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | KY        |      1890000 | PA      | $1894763.56     | 0.01%             | 2039-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                 | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $337619.08      | 0.00%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                      | ALLWYN ENTERTAINMENT FINANCING UK PLC                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      1725000 | PA      | $1967097.08     | 0.01%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31501000 | PA      | $31606577.49    | 0.18%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                  | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17470536 | PA      | $1126907.24     | 0.01%             | 2053-12-12      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                      | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      7730000 | PA      | $8152289.90     | 0.05%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                           | Buckeye Partners LP                                                              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       352000 | PA      | $347626.47      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4819000 | PA      | $4284604.13     | 0.02%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners Clo XXXVII Ltd                                           | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4513860.00     | 0.03%             | 2038-01-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                                | Merrill Lynch Alternative Note Asset Trust Series 2007-OAR2                      | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       866214 | PA      | $689617.79      | 0.00%             | 2037-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     17712000 | PA      | $19083753.84    | 0.11%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2732000 | PA      | $2757324.27     | 0.02%             | 2043-07-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       102061 | PA      | $98470.78       | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XXXII                                                                 | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |       818467 | PA      | $818876.98      | 0.00%             | 2033-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31410G4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       104273 | PA      | $109884.26      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2018-1 Ltd                                                    | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |      2987345 | PA      | $2992070.19     | 0.02%             | 2031-05-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                          | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100469.90      | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XRWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       110049 | PA      | $108210.25      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7639000 | PA      | $7959511.81     | 0.04%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $62138.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENINSULA PACIFIC ENTERT                                      | PENINSULA PACIFIC ENTERTAINMENT DEVELOPMENT LLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3481340 | PA      | $3472636.27     | 0.02%             | 2032-08-16      | Floating      | 8.93%                 | No            |                  3 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                      | Duke Energy Progress LLC                                                         | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      7886000 | PA      | $7683080.76     | 0.04%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                      | BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1267476.20     | 0.01%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DF RESIDENTIAL III                                            | DF RESIDENTIAL III                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5690612 | NS      | $5975142.53     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| MOLINA HEALTHCARE INC                                         | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       168000 | PA      | $163840.93      | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36178D7L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       145660 | PA      | $136440.27      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | VCC 2025-MC1 Trust                                                               | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3001244 | PA      | $2988198.00     | 0.02%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                 | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2508749.50     | 0.01%             | 2037-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                      | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      1084000 | PA      | $1107428.09     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                             | EURO-BOBL                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -176 | NC      | $-29602.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER                                | LENDINGCLUB RATED NOTES ISSUER TRUST SERIES 2025-P2                              | CUSIP: 525949AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       820000 | PA      | $825569.85      | 0.00%             | 2035-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                                       | Regatta VII Funding Ltd                                                          | CUSIP: 75888ABJ4<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501184.95      | 0.00%             | 2034-06-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | JP Morgan Mortgage Trust 2021-4                                                  | CUSIP: 46652VCB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       200432 | PA      | $150063.81      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                        | Extra Space Storage LP                                                           | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      5163000 | PA      | $4628767.92     | 0.03%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | Rad Clo 25 Ltd                                                                   | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       490000 | PA      | $492246.01      | 0.00%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                   | Legacy Mortgage Asset Trust 2019-SL2                                             | CUSIP: 52473FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2157612 | PA      | $2086017.63     | 0.01%             | 2059-02-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                      | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       590000 | PA      | $615220.73      | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | Ares Loan Funding IV Ltd                                                         | CUSIP: 04020FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1270000 | PA      | $1271433.70     | 0.01%             | 2036-10-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2007-OA8                                                  | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       167726 | PA      | $134175.83      | 0.00%             | 2047-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1201135 | PA      | $1040611.47     | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Tr                                | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4972000 | PA      | $4499660.00     | 0.03%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     24207000 | PA      | $26355213.66    | 0.15%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                   | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1749798 | PA      | $1749797.72     | 0.01%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4317601 | PA      | $4356051.00     | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6643481 | PA      | $5421746.46     | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                                | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4623000 | PA      | $4741215.66     | 0.03%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3993168 | PA      | $3993139.04     | 0.02%             | 2037-06-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                  | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       395000 | PA      | $407107.54      | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                      | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $102993.20      | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                  | AGL CLO 32 Ltd                                                                   | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1900000 | PA      | $1904407.81     | 0.01%             | 2037-07-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                     | CDS BOEING CO/THE                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-83889.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      1645000 | PA      | $2250638.76     | 0.01%             | 2032-07-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       277007 | PA      | $272203.27      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                          | GCAT 2022-NQM1 Trust                                                             | CUSIP: 36168VAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       564000 | PA      | $434538.59      | 0.00%             | 2067-02-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                           | MidOcean Credit CLO XII Ltd                                                      | CUSIP: 59803TBA8<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | JE        |      3170000 | PA      | $3182352.86     | 0.02%             | 2038-07-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        16002 | PA      | $15102.70       | 0.00%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd                                            | Elmwood CLO 29 Ltd                                                               | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4760000 | PA      | $4783966.60     | 0.03%             | 2037-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138A5WW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4559 | PA      | $4561.97        | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                      | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       164000 | PA      | $167690.33      | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31410LHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        69184 | PA      | $68929.37       | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                           | Eaton Vance CLO 2014-1R Ltd                                                      | CUSIP: 27830TAC9<br>LEI: 549300FPTLP8I41O7F48 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250296.53      | 0.00%             | 2030-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62850000 | PA      | $63360656.25    | 0.36%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       242430 | PA      | $219690.21      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2007-14T2                                                 | CUSIP: 02150BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2090745 | PA      | $1065713.61     | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                            | Crown Americas LLC                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |       205000 | PA      | $207072.79      | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4114187 | PA      | $4119326.89     | 0.02%             | 2040-12-09      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       589400 | PA      | $587861.37      | 0.00%             | 2065-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4659813 | PA      | $3853926.34     | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10740000 | PA      | $9482137.64     | 0.05%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                      | OBX 2025-NQM3 Trust                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |      4967419 | PA      | $5018274.19     | 0.03%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TNQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        25807 | PA      | $23323.59       | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 64 CLO Ltd                                                                | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       244274 | PA      | $244712.70      | 0.00%             | 2031-04-18      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                         | Indonesia Government International Bond                                          | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     17370000 | PA      | $16414650.00    | 0.09%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31414CQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        36355 | PA      | $37552.29       | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                           | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |       360000 | PA      | $371028.60      | 0.00%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                              | BAT Capital Corp                                                                 | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     10088000 | PA      | $8585140.30     | 0.05%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                      | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       111000 | PA      | $111531.14      | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aimco                                                         | AIMCO CLO 23 Ltd                                                                 | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |       439000 | PA      | $439481.85      | 0.00%             | 2038-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                              | Flatiron CLO 25 Ltd                                                              | CUSIP: 33883XAC4<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $602123.88      | 0.00%             | 2037-10-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HHWE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1805884 | PA      | $1736121.43     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                 | AEP Texas Inc                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      1154000 | PA      | $1186750.28     | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QSP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3954236 | PA      | $4018854.69     | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2                                | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2904000 | PA      | $2923469.29     | 0.02%             | 2039-06-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan T                                | CWHEQ Revolving Home Equity Loan Trust Series 2006-H                             | CUSIP: 126686AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       169104 | PA      | $166113.06      | 0.00%             | 2036-11-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XCV39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3101042 | PA      | $2859943.09     | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                         | Foundry JV Holdco LLC                                                            | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      9875000 | PA      | $10413044.51    | 0.06%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                    | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1963000 | PA      | $1979494.70     | 0.01%             | 2042-04-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                         | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     27547000 | PA      | $23931456.25    | 0.13%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1837511 | PA      | $1505393.70     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                | BRAVO Residential Funding Trust 2024-NQM3                                        | CUSIP: 10569LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       527000 | PA      | $539151.51      | 0.00%             | 2064-03-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36181FEB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       188286 | PA      | $176134.55      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140N8U97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1858546 | PA      | $1862800.22     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                      | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      1396000 | PA      | $1079832.09     | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                      | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       235000 | PA      | $230079.31      | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                        | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8563000 | PA      | $8580888.11     | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                                | Elior Group SA                                                                   | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |       593000 | PA      | $713356.54      | 0.00%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                        | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       392000 | PA      | $364723.58      | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                    | Clover CLO 2018-1 LLC                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4120000 | PA      | $4136566.52     | 0.02%             | 2037-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                     | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       200000 | PA      | $204729.00      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                          | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |       681000 | PA      | $661686.84      | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus                                | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10434000 | PA      | $10624601.01    | 0.06%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CART                                                          | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3244000 | PA      | $3242136.00     | 0.02%             | 2041-08-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                               | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       930000 | PA      | $932399.40      | 0.01%             | 2038-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| WASH MUT BANK NV                                              | WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13308000 | PA      | $1.33           | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                         | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       200000 | PA      | $207789.80      | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                           | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3348525.00     | 0.02%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126332000 | PA      | $127272198.12   | 0.71%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINOR INTERNATIONAL PCL                                       | Minor International PCL                                                          | CUSIP: 000000000<br>LEI: 254900T4WB2UF9XPX041 | Long             | DBT              | CORP              | TH        |       500000 | PA      | $494575.00      | 0.00%             | N/A             | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9379811 | PA      | $8873426.12     | 0.05%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                        | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       260000 | PA      | $267691.06      | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                 | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |      5585763 | PA      | $7546029.81     | 0.04%             | 2035-05-17      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                             | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       482000 | PA      | $541992.03      | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                          | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       728000 | PA      | $753522.95      | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SONDER WARRANTS                                               | SONDER WARRANTS                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        26279 | NC      | $33899.91       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10020000 | PA      | $10055171.20    | 0.06%             | 2030-10-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                      | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       548000 | PA      | $547315.00      | 0.00%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS PRIVAT RIGHTS                     | CROWN PROPTECH ACQUISITIONS PRIVAT                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       214560 | NC      | $56751.12       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132JNRR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        37121 | PA      | $36980.20       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19069814 | PA      | $15494764.48    | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO XIV Ltd                                                             | CUSIP: 89641QBC3<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |      3460000 | PA      | $3466435.95     | 0.02%             | 2034-01-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                | Bain Capital Credit CLO 2021-4 Ltd                                               | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |       560000 | PA      | $561017.91      | 0.00%             | 2034-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501625.15      | 0.00%             | 2037-07-23      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 7 Ltd                                                         | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1005618 | PA      | $1008132.05     | 0.01%             | 2038-07-19      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                          | OHA Loan Funding 2013-2 Ltd                                                      | CUSIP: 67104LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1543910 | PA      | $1545066.55     | 0.01%             | 2031-05-23      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                         | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      1810000 | PA      | $1876153.69     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QRB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4356644 | PA      | $4435647.26     | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Act                                | Prodigy Finance CM2021-1 DAC                                                     | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       124190 | PA      | $127197.12      | 0.00%             | 2051-07-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       847317 | PA      | $880957.25      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                        | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       530000 | PA      | $490523.83      | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy                                        | Red & Black Auto Italy Srl                                                       | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |       298000 | PA      | $351874.79      | 0.00%             | 2036-07-28      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      9912000 | PA      | $10005050.29    | 0.06%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                            | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       137000 | PA      | $128446.45      | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                | Regional Management Issuance Trust 2024-1                                        | CUSIP: 758983AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1047000 | PA      | $1082023.93     | 0.01%             | 2036-07-15      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307NGH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        63964 | PA      | $62582.25       | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                      | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       472000 | PA      | $477675.80      | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                            | CA Magnum Holdings                                                               | CUSIP: 000000000<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |       400000 | PA      | $398050.00      | 0.00%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Tr                                | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       600000 | PA      | $561000.00      | 0.00%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3129406B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        20019 | PA      | $20649.02       | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133C2NQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       145978 | PA      | $147745.57      | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                      | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       254000 | PA      | $248425.23      | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                              | Arcos Dorados BV                                                                 | CUSIP: 000000000<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |      5573000 | PA      | $5873273.24     | 0.03%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1400000 | PA      | $1437982.56     | 0.01%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| CreekSource (Dunes Creek) CLO                                 | Creeksource 2024-1 Dunes Creek Clo Ltd                                           | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251085.63      | 0.00%             | 2038-01-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       126164 | PA      | $126814.47      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                | Trust Fibra Uno                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      8011000 | PA      | $8683924.00     | 0.05%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1499000 | PA      | $1342793.71     | 0.01%             | 2062-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KSLCMT_25-MAK                                                 | KSLCMT_25-MAK                                                                    | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1333000 | PA      | $1331453.59     | 0.01%             | 2042-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                | PRET 2024-NPL5 LLC                                                               | CUSIP: 74143QAA3<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |      4741350 | PA      | $4744306.42     | 0.03%             | 2054-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                             | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      1078000 | PA      | $1296297.26     | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0224A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5203000 | PA      | $4892564.67     | 0.03%             | 2040-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                      | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     16781000 | PA      | $16790986.04    | 0.09%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8533000 | PA      | $8581544.49     | 0.05%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-OA11                                                 | CUSIP: 02147DAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       264414 | PA      | $248227.75      | 0.00%             | 2046-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $515421.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QE2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4564895 | PA      | $4378175.69     | 0.02%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QRER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17293327 | PA      | $17831294.40    | 0.10%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2023-DELC                                                               | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8160000 | PA      | $8210890.66     | 0.05%             | 2038-05-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WQPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        61661 | PA      | $60767.90       | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mor                                | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       519000 | PA      | $520946.25      | 0.00%             | 2039-12-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| GFKLDE (GARFUNKELUX HOLDCO 3 SA): TL-B LOAN/TERM              | GFKLDE (GARFUNKELUX HOLDCO 3 SA): TL-B LOAN/TERM                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      6275000 | PA      | $7284283.16     | 0.04%             | 2028-08-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                  | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7669372 | PA      | $206807.68      | 0.00%             | 2052-11-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                      | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      9019000 | PA      | $9086251.08     | 0.05%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor                                | NACC Reperforming Loan REMIC Trust 2004-R1                                       | CUSIP: 62951MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       320041 | PA      | $300639.45      | 0.00%             | 2034-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                  | Comcast Corp                                                                     | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      4063000 | PA      | $2138159.24     | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                    | MIRA Trust 2023-MILE                                                             | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3432000 | PA      | $3573841.81     | 0.02%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                    | Morgan Stanley ABS Capital I Inc Trust 2006-HE8                                  | CUSIP: 61750SAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1647951 | PA      | $719209.93      | 0.00%             | 2036-10-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                              | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      7090000 | PA      | $5945244.42     | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15668000 | PA      | $16071346.96    | 0.09%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5021000 | PA      | $4866879.80     | 0.03%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JARS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4470933 | PA      | $4459647.33     | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27690000 | PA      | $28633027.25    | 0.16%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132VMSZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1403002 | PA      | $1385876.18     | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13142255 | PA      | $13158683.12    | 0.07%             | 2041-05-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133C65U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1468488 | PA      | $1490029.56     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       858748 | PA      | $909356.42      | 0.01%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                        | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       351000 | PA      | $366022.80      | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       706844 | PA      | $638375.71      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                 | American Home Mortgage Assets Trust 2007-1                                       | CUSIP: 02660BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       609919 | PA      | $209273.13      | 0.00%             | 2047-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                 | State of California                                                              | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      4000000 | PA      | $4834967.65     | 0.03%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2018-I Ltd                                                          | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      3140000 | PA      | $3149420.00     | 0.02%             | 2038-01-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QT6J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        14543 | PA      | $14011.57       | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31306XQR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         7308 | PA      | $7213.38        | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                      | BXMT 2025-FL5 Ltd                                                                | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7587000 | PA      | $7553001.89     | 0.04%             | 2042-10-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       147482 | PA      | $142899.26      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4292000 | PA      | $4425881.21     | 0.02%             | 2043-07-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23124395 | PA      | $23347323.18    | 0.13%             | 2064-06-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                       | Regatta 31 Funding Ltd                                                           | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1380000 | PA      | $1380515.71     | 0.01%             | 2038-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                         | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       605000 | PA      | $674902.91      | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                          | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198759.68      | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                    | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3231000 | PA      | $3381549.74     | 0.02%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15234117 | PA      | $13952577.34    | 0.08%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers                                 | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      6786000 | PA      | $6805826.66     | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                         | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      8000000 | PA      | $7998000.00     | 0.04%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2920000 | PA      | $2867075.00     | 0.02%             | 2034-09-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I                                 | Homeward Opportunities Fund Trust 2022-1                                         | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8451938 | PA      | $8438387.49     | 0.05%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     46499000 | PA      | $48567582.88    | 0.27%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                | EGP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-188482.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1537000 | PA      | $1551133.19     | 0.01%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                | LendingClub Rated Notes Issuer Trust Series 2025-P1                              | CUSIP: 525943AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       458000 | PA      | $463319.90      | 0.00%             | 2038-06-16      | Fixed         | 13.31%                | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                        | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       562000 | PA      | $521566.24      | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138MBKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        91440 | PA      | $88904.52       | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                         | Silver Point CLO 8 Ltd                                                           | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |       850000 | PA      | $850850.00      | 0.00%             | 2038-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HILTON GARDEN INN WAIKIKI 05/31/29                            | HILTON GARDEN INN WAIKIKI 05/31/29                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14800000 | PA      | $14626000.84    | 0.08%             | 2029-05-31      | Floating      | 7.58%                 | No            |                  3 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     93608000 | PA      | $93417157.63    | 0.52%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                                 | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      8736000 | PA      | $8556597.15     | 0.05%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                           | Elevance Health Inc                                                              | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      2621000 | PA      | $1876269.92     | 0.01%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                    | 1345T 2025-AOA                                                                   | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4620000 | PA      | $4656552.52     | 0.03%             | 2042-06-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                         | Palmer Square CLO 2022-3 Ltd                                                     | CUSIP: 69690ABC0<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |       550000 | PA      | $555993.30      | 0.00%             | 2037-07-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6043261 | PA      | $5598838.90     | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2709863 | PA      | $2712403.24     | 0.02%             | 2039-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp                                      | Starz Entertainment Corp                                                         | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |         8031 | NS      | $118296.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITELYUM REGENERATION SPA                                      | ITELYUM REGENERATION SPA                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      1078000 | PA      | $1287639.44     | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                | Bear Stearns Asset Backed Securities I Trust 2004-HE7                            | CUSIP: 073879EV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4742 | PA      | $4646.64        | 0.00%             | 2034-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                             | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       121000 | PA      | $124327.86      | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                          | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      2359000 | PA      | $2430450.26     | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                           | Cali 2024-Sun                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4289000 | PA      | $4298382.19     | 0.02%             | 2041-07-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust   | CUSIP: 93934FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       739158 | PA      | $594465.36      | 0.00%             | 2036-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                      | SLM Corp                                                                         | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       473000 | PA      | $463372.27      | 0.00%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                   | State of Illinois                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     15387402 | PA      | $15574280.85    | 0.09%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2022-2 Ltd                                            | CUSIP: 69701NAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251163.05      | 0.00%             | 2030-10-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140GW4M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       167879 | PA      | $165758.45      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                    | Progress Residential 2024-SFR2 Trust                                             | CUSIP: 74290XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1012000 | PA      | $937079.92      | 0.01%             | 2041-04-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31335ANN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        77711 | PA      | $74860.87       | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIONEER MIDCO 144A NOTES                                      | PIONEER MIDCO 144A NOTES                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8361554 | PA      | $8382457.99     | 0.05%             | 2030-11-18      | Floating      | 10.50%                | No            |                  3 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36639812 | PA      | $30337436.03    | 0.17%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                     | College Ave Student Loans 2021-B LLC                                             | CUSIP: 19425AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       649559 | PA      | $595682.12      | 0.00%             | 2052-06-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12397305 | PA      | $10903199.16    | 0.06%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                        | CHL Mortgage Pass-Through Trust 2005-16                                          | CUSIP: 12669G3W9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2689262 | PA      | $1621143.82     | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3533187 | PA      | $3046255.11     | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                     | Hess Corp                                                                        | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      6412000 | PA      | $7383220.70     | 0.04%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| DAVIDSON HOMES WARRANTS                                       | DAVIDSON HOMES WARRANTS                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       129494 | NC      | $792503.28      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAM CARTER                                                | William Carter Co/The                                                            | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |       105000 | PA      | $105063.08      | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2140000 | PA      | $1898185.54     | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       937300 | PA      | $865717.37      | 0.00%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Trust 2022-RPL1                                                | CUSIP: 06745CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        18441 | PA      | $16965.88       | 0.00%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                        | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       540000 | PA      | $583007.76      | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WTV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        74818 | PA      | $73728.05       | 0.00%             | 2028-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                      | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12078000 | PA      | $11454098.83    | 0.06%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2021-LBA                                                                | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       963997 | PA      | $963394.61      | 0.01%             | 2036-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                      | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        13000 | PA      | $11872.69       | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307MSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2805 | PA      | $2726.33        | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                        | Conseco Finance Corp                                                             | CUSIP: 393505TZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       301760 | PA      | $306860.54      | 0.00%             | 2028-03-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       123777 | PA      | $122045.63      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XIX Ltd                                                     | CUSIP: 55819QBJ5<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $7023100.00     | 0.04%             | 2037-01-22      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                              | FirstEnergy Corp                                                                 | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     13994000 | PA      | $12386898.11    | 0.07%             | 2047-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3142GQKK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       978818 | PA      | $989670.65      | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       435828 | PA      | $414564.64      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                              | Boyd Gaming Corp                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       241000 | PA      | $232325.47      | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVAYA HOLDINGS CORP                                           | AVAYA HOLDINGS CORP                                                              | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          333 | NS      | $3468.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                        | Cascade MH Asset Trust 2019-MH1                                                  | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6157634 | PA      | $5912946.14     | 0.03%             | 2044-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                         | Endo Finance Holdings Inc                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       682000 | PA      | $731696.66      | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS EUR                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-42548.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA INC                                                     | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102814.10      | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                   | CDS AMERICAN EXPRESS CO                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-594606.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coast Investment Grade                                        | COAST Commercial Mortgage Trust 2023-2HTL                                        | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4620000 | PA      | $4588911.56     | 0.03%             | 2036-08-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                               | Impac CMB Trust Series 2004-11                                                   | CUSIP: 45254NMA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       550267 | PA      | $737005.41      | 0.00%             | 2035-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                      | OZLM XVIII Ltd                                                                   | CUSIP: 67112GAC2<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $700335.93      | 0.00%             | 2031-04-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132CWR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2065522 | PA      | $1863515.77     | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                                     | Municipal Electric Authority of Georgia                                          | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |      3139000 | PA      | $3428273.10     | 0.02%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                        | Lendmark Funding Trust 2021-2                                                    | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       730000 | PA      | $678825.54      | 0.00%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                      | Discovery Communications LLC                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92380.56       | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       955527 | PA      | $911055.03      | 0.01%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131Y0YL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4144870 | PA      | $4094217.93     | 0.02%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XTBE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       240660 | PA      | $234912.06      | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4379542 | PA      | $4258153.86     | 0.02%             | 2063-10-25      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                         | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   7782100000 | PA      | $44867646.64    | 0.25%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                         | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       118000 | PA      | $123092.05      | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                     | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9897000 | PA      | $9909371.25     | 0.06%             | 2041-10-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                         | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $728082.60      | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr                                | GreenPoint Mortgage Funding Trust 2006-AR2                                       | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       386517 | PA      | $351058.82      | 0.00%             | 2036-03-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                      | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       393000 | PA      | $370372.40      | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                | GoTo Group Inc                                                                   | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      1925000 | PA      | $623218.75      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                    | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1668000 | PA      | $1280855.03     | 0.01%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JAUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3275077 | PA      | $3308316.55     | 0.02%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131Y9RK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1143768 | PA      | $1124290.51     | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2849345 | PA      | $2804678.10     | 0.02%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                | WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust                    | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2077064 | PA      | $1741342.94     | 0.01%             | 2047-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307MZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       171452 | PA      | $167919.04      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                           | Cbam 2018-7 Ltd                                                                  | CUSIP: 12482JAC4<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250212.50      | 0.00%             | 2031-07-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2016-C34                                   | CUSIP: 95000DAG6<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |      1830000 | PA      | $1824155.53     | 0.01%             | 2049-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6740000 | PA      | $6022609.90     | 0.03%             | 2054-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       887540 | PA      | $883838.61      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25743000 | PA      | $23475403.65    | 0.13%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1467935 | PA      | $1362616.58     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRACELET HOLDINGS INC                                         | Bracelet Holdings Inc                                                            | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5752000 | PA      | $5535231.91     | 0.03%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       400000 | PA      | $417235.88      | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QTSD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        40917 | PA      | $39303.22       | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | JP Morgan Mortgage Trust 2021-4                                                  | CUSIP: 46652VCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       611063 | PA      | $251937.62      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        10108 | PA      | $9879.85        | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22590000 | PA      | $20339882.39    | 0.11%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31402QYX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       472179 | PA      | $482935.74      | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2755250 | PA      | $2446535.95     | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LESSEN INC SR VR 144A NT 28                                   | LESSEN INC SR VR 144A NT 28                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11433589 | PA      | $10633237.77    | 0.06%             | 2028-01-05      | Floating      | 12.48%                | No            |                  3 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6020000 | PA      | $3971451.61     | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-B                                                  | CUSIP: 009691AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11900554 | PA      | $11766185.84    | 0.07%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36179DLP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       106782 | PA      | $100155.71      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5908550 | PA      | $5917781.78     | 0.03%             | 2041-10-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                             | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101318.87      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132M6SF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        26222 | PA      | $24795.91       | 0.00%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                 | Hermitage 2025 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MSBHAPT1EQBW93 | Long             | ABS-O            | CORP              | GB        |       468000 | PA      | $633156.95      | 0.00%             | 2033-04-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        10128 | PA      | $9803.35        | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36241LVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       251735 | PA      | $258103.58      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp                                        | Lionsgate Studios Corp                                                           | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       120471 | NS      | $831249.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                          | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       175000 | PA      | $180320.88      | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       415572 | PA      | $363109.34      | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                      | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       819000 | PA      | $867400.44      | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | Ares LVI CLO Ltd                                                                 | CUSIP: 04018NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2110000 | PA      | $2115292.09     | 0.01%             | 2038-01-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       570000 | PA      | $524278.93      | 0.00%             | 2051-08-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       129093 | PA      | $128598.87      | 0.00%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307QBA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        64043 | PA      | $63149.25       | 0.00%             | 2031-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132CWSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12876853 | PA      | $11593689.78    | 0.06%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3310797 | PA      | $3342309.22     | 0.02%             | 2065-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       432806 | PA      | $418064.86      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     59749000 | PA      | $59938049.42    | 0.34%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                      | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        85000 | PA      | $87491.90       | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                         | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       414000 | PA      | $435800.16      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140FG5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        96255 | PA      | $87462.48       | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                        | Service Experts Issuer 2024-1 LLC                                                | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3273310 | PA      | $3347492.61     | 0.02%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                         | KKR Clo 33 Ltd                                                                   | CUSIP: 48254QAB0<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250410.00      | 0.00%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| LESSEN HOLDINGS INC PREF                                      | LESSEN HOLDINGS INC PREF                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       143367 | NS      | $71683.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5900000 | PA      | $5919827.54     | 0.03%             | 2039-11-09      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307MSA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        42276 | PA      | $40853.19       | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                               | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |       761000 | PA      | $804523.87      | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $833760.90      | 0.00%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      8000000 | PA      | $7984080.00     | 0.04%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                                       | TCW CLO 2019-2 Ltd                                                               | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1270000 | PA      | $1273202.69     | 0.01%             | 2038-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31410KXU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          701 | PA      | $726.56         | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32920000 | PA      | $32534218.75    | 0.18%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38382RHG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35148445 | PA      | $5785961.32     | 0.03%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3142GUKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4964207 | PA      | $5099324.17     | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                      | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $271300.00      | 0.00%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                       | UNIBAIL-RODAMCO-WESTFIELD SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1192549.68     | 0.01%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XLII Ltd                                                    | CUSIP: 04966HAG1<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |       390000 | PA      | $390740.03      | 0.00%             | 2030-11-21      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                            | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1                    | CUSIP: 35563PEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       517691 | PA      | $235331.71      | 0.00%             | 2057-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KQKR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4319371 | PA      | $4329258.05     | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                       | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       337000 | PA      | $350019.76      | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        26482 | PA      | $26638.74       | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First NLC Trust                                               | First NLC Trust 2007-1                                                           | CUSIP: 32115BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       688817 | PA      | $344997.47      | 0.00%             | 2037-08-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| MAVERICK GAMING LLC SO:TL-SO                                  | MAVERICK GAMING LLC SO:TL-SO                                                     | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2705840 | PA      | $1488212.23     | 0.01%             | 2028-06-03      | Floating      | 15.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        23733 | PA      | $24274.08       | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                          | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      1427000 | PA      | $1303098.07     | 0.01%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | JP Morgan Mortgage Trust Series 2024-VIS1                                        | CUSIP: 465970AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       507000 | PA      | $512182.10      | 0.00%             | 2064-07-25      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd                                      | Verdelite Static CLO 2024-1 Ltd                                                  | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1909143 | PA      | $1911135.94     | 0.01%             | 2032-07-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XPE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       198344 | PA      | $194133.70      | 0.00%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust                                | HLTN Commercial Mortgage Trust 2024-DPLO                                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3176000 | PA      | $3180962.50     | 0.02%             | 2041-06-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                      | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       281000 | PA      | $287128.89      | 0.00%             | 2032-07-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4422000 | PA      | $3399873.71     | 0.02%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                   | CDS SIMON PROPERTY GROUP LP                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-58963.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        29924 | PA      | $24247.96       | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1772739 | PA      | $1477511.91     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KRJT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2325888 | PA      | $2355743.96     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                                | Romark CLO Ltd                                                                   | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       652240 | PA      | $652672.34      | 0.00%             | 2030-10-23      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QDSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2472001 | PA      | $2306280.00     | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                            | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     12283000 | PA      | $12403895.67    | 0.07%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                 | Parkland Corp                                                                    | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $99915.73       | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                             | Generate CLO 19 Ltd                                                              | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2007092.20     | 0.01%             | 2036-04-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| FBR Securitization Trust                                      | FBR Securitization Trust                                                         | CUSIP: 30246QCQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3279803 | PA      | $3265124.16     | 0.02%             | 2035-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                    | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3805000 | PA      | $3822358.41     | 0.02%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                      | Duke Energy Progress LLC                                                         | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      4209000 | PA      | $3316727.82     | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3698692 | PA      | $3556074.78     | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $87183.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                 | RFMSI Series 2006-SA2 Trust                                                      | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4108332 | PA      | $2893460.96     | 0.02%             | 2036-08-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                                | BHG Securitization Trust 2022-C                                                  | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       744882 | PA      | $747165.61      | 0.00%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1107000 | PA      | $1089492.39     | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-A                                                  | CUSIP: 009692AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4193700 | PA      | $3194808.05     | 0.02%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2024-5                                    | CUSIP: 92261AAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       777220 | PA      | $773290.47      | 0.00%             | 2054-10-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                          | ACE Securities Corp Home Equity Loan Trust Series 2005-AG1                       | CUSIP: 004427CD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       494568 | PA      | $433406.97      | 0.00%             | 2035-08-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0426A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1246545000 | PA      | $-1208971453.63 | -6.77%            | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EQUB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       932579 | PA      | $955040.40      | 0.01%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                                | New Jersey Turnpike Authority                                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      4596000 | PA      | $5542303.96     | 0.03%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2412142 | PA      | $2243784.50     | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                  | GS Mortgage Securities Corp Trust 2017-GPTX                                      | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1943158 | PA      | $1709088.65     | 0.01%             | 2034-05-10      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132CWS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1450797 | PA      | $1344055.32     | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HHNE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       233721 | PA      | $230575.40      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417GQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       470671 | PA      | $432753.75      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |      1570000 | PA      | $1574872.50     | 0.01%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133A7UK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       197760 | PA      | $179052.93      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                                     | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4645948 | PA      | $4648660.77     | 0.03%             | 2038-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $458446.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                             | Picard Groupe SAS                                                                | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |      1078000 | PA      | $1324088.65     | 0.01%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORMENTERA PARTNERS FUND II LP                                | FORMENTERA PARTNERS FUND II LP                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6060376 | NS      | $4969508.32     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Deephaven Residential Mortgage                                | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1629000 | PA      | $1454893.29     | 0.01%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                        | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       454000 | PA      | $462565.03      | 0.00%             | 2034-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4081000 | PA      | $4143965.01     | 0.02%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                           | BHMS Commercial Mortgage Trust 2025-ATLS                                         | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3418000 | PA      | $3427633.63     | 0.02%             | 2042-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7980000 | PA      | $7989832.96     | 0.04%             | 2041-06-15      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12720008 | PA      | $10924385.91    | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                         | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1220265 | PA      | $1234822.76     | 0.01%             | 2069-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       651000 | PA      | $671692.04      | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                        | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      4763000 | PA      | $4012827.50     | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     10983000 | PA      | $11243906.77    | 0.06%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2024-6                                    | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1190178 | PA      | $1203653.67     | 0.01%             | 2054-12-25      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                              | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       985000 | PA      | $1008725.70     | 0.01%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                | Natixis Commercial Mortgage Securities Trust 2019-LVL                            | CUSIP: 63874TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1550000 | PA      | $1414065.62     | 0.01%             | 2038-08-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16447152 | PA      | $15966260.48    | 0.09%             | 2062-03-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31415PXK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        19790 | PA      | $20200.26       | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom Inc                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     17109000 | PA      | $17228666.16    | 0.10%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                           | Synchrony Financial                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      6324000 | PA      | $6251541.00     | 0.04%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                 | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     27058000 | PA      | $27990842.68    | 0.16%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                             | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       320000 | PA      | $318461.06      | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $418460.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Riserva CLO, Ltd.                                             | Riserva Clo Ltd                                                                  | CUSIP: 76761RAY5<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |      5690000 | PA      | $5694651.58     | 0.03%             | 2034-01-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5192000 | PA      | $5382452.94     | 0.03%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                    | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1700000 | PA      | $1694440.32     | 0.01%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                      | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       131000 | PA      | $138197.54      | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23833612 | PA      | $676557.58      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-OA14                                                 | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1730044 | PA      | $1442928.22     | 0.01%             | 2046-11-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                | Morgan Stanley Residential Mortgage Loan Trust 2023-NQM1                         | CUSIP: 61775VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1302000 | PA      | $1314380.59     | 0.01%             | 2068-09-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179Q6P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       153996 | PA      | $143756.04      | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                            | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       207000 | PA      | $208045.97      | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                   | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2025000 | PA      | $2027435.00     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                   | CDS CMBX.NA.BBB-.9                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $597095.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                              | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1233000 | PA      | $1212105.46     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                         | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       210000 | PA      | $190559.67      | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                      | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       394000 | PA      | $453224.99      | 0.00%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       534000 | PA      | $530240.00      | 0.00%             | 2032-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SEN                                        | Thames Water Super Senior Issuer PLC                                             | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |        30935 | PA      | $46377.82       | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                      | Angel Oak Mortgage Trust 2025-8                                                  | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-MBS          | CORP              | US        |      4149111 | PA      | $4178933.49     | 0.02%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXXIII Ltd                                                          | CUSIP: 87169JAL6<br>LEI: 254900K6DKU2R9SF7M98 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2005153.20     | 0.01%             | 2038-01-24      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                        | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       421903 | PA      | $373472.41      | 0.00%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QNJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3450501 | PA      | $3189024.19     | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     31007000 | PA      | $31626323.28    | 0.18%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QNJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1800379 | PA      | $1667837.12     | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                 | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |       342654 | PA      | $471272.19      | 0.00%             | 2061-09-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                    | Federal National Mortgage Association                                            | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      1450000 | PA      | $1638881.96     | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       229556 | PA      | $213902.16      | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                         | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     30379000 | PA      | $27122674.99    | 0.15%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5523308 | PA      | $5282903.47     | 0.03%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                               | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1393457 | PA      | $1874112.48     | 0.01%             | 2037-05-17      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2846330 | PA      | $2533319.27     | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $201062.59      | 0.00%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31416XXK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        92815 | PA      | $92924.51       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X8MY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2182887 | PA      | $1887108.59     | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36178EK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        38447 | PA      | $36087.73       | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                        | Canyon Capital CLO 2016-1 Ltd                                                    | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       235955 | PA      | $236191.08      | 0.00%             | 2031-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                                     | Avoca CLO XVIII DAC                                                              | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |       400000 | PA      | $472497.88      | 0.00%             | 2038-01-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              | CORP              | US        |            1 | NC      | $28307.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2                   | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       742736 | PA      | $541210.91      | 0.00%             | 2037-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                       | Duke Energy Florida LLC                                                          | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      1916000 | PA      | $1575229.42     | 0.01%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding                                         | CIFC European Funding CLO II DAC                                                 | CUSIP: 000000000<br>LEI: 549300NYQTL91Z5R9B69 | Long             | ABS-CBDO         | CORP              | IE        |       900000 | PA      | $1056699.31     | 0.01%             | 2033-04-15      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     14339000 | PA      | $10224388.53    | 0.06%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                      | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       223000 | PA      | $235350.63      | 0.00%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                  | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5849000 | PA      | $5827460.47     | 0.03%             | 2041-11-25      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                        | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       203000 | PA      | $195575.94      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133BJEZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3013089 | PA      | $2934853.25     | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                                | AIR FRANCE-KLM                                                                   | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1317834.57     | 0.01%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                   | Legacy Mortgage Asset Trust 2019-SL2                                             | CUSIP: 52473FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2390385 | PA      | $2167902.70     | 0.01%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                          | Signal Peak CLO 8 Ltd                                                            | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1430000 | PA      | $1435912.62     | 0.01%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                   | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       523000 | PA      | $542575.89      | 0.00%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                         | KKR CLO 10 Ltd                                                                   | CUSIP: 48250GAS9<br>LEI: 549300N7FISC1W1QKR21 | Long             | ABS-CBDO         | CORP              | KY        |        39710 | PA      | $39681.88       | 0.00%             | 2029-09-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                           | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $212896.48      | 0.00%             | 2033-03-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                        | GSAA Home Equity Trust 2006-4                                                    | CUSIP: 362334FD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1445264 | PA      | $1001519.30     | 0.01%             | 2036-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                                | Saluda Grade Alternative Mortgage Trust 2024-RTL5                                | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5768000 | PA      | $5836737.26     | 0.03%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                      | Vistra Operations Co LLC                                                         | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     14213000 | PA      | $14984865.39    | 0.08%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                              | COLT 2021-5 Mortgage Loan Trust                                                  | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2179152 | PA      | $1967241.46     | 0.01%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                | Structured Adjustable Rate Mortgage Loan Trust Series 2006-3                     | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       494133 | PA      | $256435.71      | 0.00%             | 2036-04-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2894200 | PA      | $2925450.12     | 0.02%             | 2064-12-26      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                      | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       430000 | PA      | $411756.97      | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                            | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      1232000 | PA      | $1291032.51     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                           | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1582190.22     | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                         | Indonesia Government International Bond                                          | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     11595000 | PA      | $7780245.00     | 0.04%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Mortgage Loan Trust                                | Lehman ABS Mortgage Loan Trust 2007-1                                            | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       283765 | PA      | $188460.17      | 0.00%             | 2037-06-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I                                 | Homeward Opportunities Fund I Trust 2020-2                                       | CUSIP: 43789XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       809016 | PA      | $808567.64      | 0.00%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                                | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-MBS          | CORP              | GB        |      1610521 | PA      | $2200415.59     | 0.01%             | 2057-03-22      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131XKK40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       630072 | PA      | $596661.77      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -1391000 | PA      | $-1383515.28    | -0.01%            | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                   | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -2883 | NC      | $-3105388.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                   | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2349000 | PA      | $2356255.36     | 0.01%             | 2058-02-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1773233 | PA      | $1590331.77     | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                       | GSR Mortgage Loan Trust 2007-1F                                                  | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        18439 | PA      | $39118.12       | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                              | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -26 | NC      | $-120982.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                                     | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      9025000 | PA      | $8667249.00     | 0.05%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132CWXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2813975 | PA      | $2601798.42     | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31410LN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       693376 | PA      | $682277.91      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 2 LTD                                                         | CUSIP: 67707EBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     15470000 | PA      | $15505304.09    | 0.09%             | 2038-01-21      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                               | AREIT 2022-CRE7 LLC                                                              | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1921544 | PA      | $1921729.03     | 0.01%             | 2039-06-17      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                              | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6057000 | PA      | $6053214.38     | 0.03%             | 2037-05-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                     | Golden Bar Securitisation Srl                                                    | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |      1342288 | PA      | $1590711.37     | 0.01%             | 2043-09-22      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                     | BXP Trust 2021-601L                                                              | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2010000 | PA      | $1635926.94     | 0.01%             | 2044-01-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                      | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       271000 | PA      | $258747.87      | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                          | OHA Loan Funding 2015-1 Ltd                                                      | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |      1830000 | PA      | $1835459.62     | 0.01%             | 2038-10-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                | BBCMS Trust 2015-SRCH                                                            | CUSIP: 05547HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14990702 | PA      | $168721.84      | 0.00%             | 2035-08-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                              | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       200000 | PA      | $207870.60      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131Y2TU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        41503 | PA      | $40944.95       | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12970341 | PA      | $11184314.75    | 0.06%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                      | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       173000 | PA      | $179452.90      | 0.00%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     16911000 | PA      | $15399775.71    | 0.09%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132D9JF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       134390 | PA      | $116232.97      | 0.00%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding LXVII Ltd                                                   | CUSIP: 55821YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6610000 | PA      | $6632210.92     | 0.04%             | 2037-04-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                                     | Wellington Management Clo 4 Ltd                                                  | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |      1840000 | PA      | $1840943.92     | 0.01%             | 2038-04-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DWAC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        15544 | PA      | $15350.58       | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XHT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       409822 | PA      | $408787.25      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XJB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       923377 | PA      | $797465.70      | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1860000 | PA      | $1876017.95     | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DQF35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3743930 | PA      | $3858678.56     | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6375000 | PA      | $6416691.86     | 0.04%             | 2039-06-10      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2057812 | PA      | $2072475.71     | 0.01%             | 2064-01-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                                     | Avoca CLO XXII DAC                                                               | CUSIP: 000000000<br>LEI: 5493000BN1WPGQDK4X78 | Long             | ABS-CBDO         | CORP              | IE        |       500000 | PA      | $590986.01      | 0.00%             | 2035-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       780000 | PA      | $1059769.23     | 0.01%             | 2032-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                           | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |       299000 | PA      | $276761.82      | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                              | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       800000 | PA      | $905346.18      | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       413000 | PA      | $403619.41      | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2022-1                                    | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       599908 | PA      | $512936.65      | 0.00%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2017-2 Ltd                                                    | CUSIP: 77340GAL5<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |      8271000 | PA      | $8270172.90     | 0.05%             | 2029-10-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 LTD                                                 | AGL CLO 7 Ltd                                                                    | CUSIP: 008511AW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1490000 | PA      | $1490000.00     | 0.01%             | 2038-10-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3466000 | PA      | $3725756.22     | 0.02%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       226957 | PA      | $220615.79      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                        | 3M CORRA                                                                         | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         -109 | NC      | $-9966.41       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Tower Mortgage Trust                                  | Olympic Tower 2017-OT Mortgage Trust                                             | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2910000 | PA      | $2449190.44     | 0.01%             | 2039-05-10      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6901150 | PA      | $7116053.72     | 0.04%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                | Galaxy XXVI CLO Ltd                                                              | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       188731 | PA      | $188765.24      | 0.00%             | 2031-11-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                 | AEP Texas Inc                                                                    | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      1090000 | PA      | $851322.24      | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housin                                | Pagaya AI Technology in Housing Trust 2023-1                                     | CUSIP: 69547YAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3423000 | PA      | $2876266.12     | 0.02%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QCLT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       756234 | PA      | $746847.72      | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                              | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           81 | NC      | $13525.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2017-1 Ltd                                                              | CUSIP: 92916MAF8<br>LEI: 54930054YW6PM1FPVU95 | Long             | ABS-CBDO         | CORP              | KY        |        61926 | PA      | $61944.80       | 0.00%             | 2030-04-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                      | EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1078000 | PA      | $1322242.65     | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                      | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1941000 | PA      | $1966232.09     | 0.01%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4319000 | PA      | $4338244.17     | 0.02%             | 2055-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                      | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       223000 | PA      | $236795.45      | 0.00%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                           | American Tower Corp                                                              | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     22430000 | PA      | $23303291.86    | 0.13%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMR23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        24449 | PA      | $23551.73       | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                        | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     42622000 | PA      | $41121692.39    | 0.23%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                           | Elmwood CLO II Ltd                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6690000 | PA      | $6715670.20     | 0.04%             | 2037-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                      | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       293000 | PA      | $303049.90      | 0.00%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                | Regional Management Issuance Trust 2021-2                                        | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1053000 | PA      | $1013905.16     | 0.01%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36176Q4Q4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        34909 | PA      | $32753.76       | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                      | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       575000 | PA      | $578759.83      | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                | EFMT 2024-NQM1                                                                   | CUSIP: 26845DAA3<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |      3948901 | PA      | $3978999.74     | 0.02%             | 2069-11-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                       | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8767120 | PA      | $8859374.56     | 0.05%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       311424 | PA      | $305214.50      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                        | General Motors Financial Co Inc                                                  | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6140000 | PA      | $6376698.90     | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-F                                                  | CUSIP: 00971FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35809698 | PA      | $35784509.06    | 0.20%             | 2061-06-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307QVQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        24816 | PA      | $24531.51       | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27174000 | PA      | $28074001.25    | 0.16%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                           | GSAT Trust 2025-BMF                                                              | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1936000 | PA      | $1935888.87     | 0.01%             | 2040-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                               | Maya SAS/Paris France                                                            | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $914427.39      | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2019-16 Ltd                                                              | CUSIP: 67570QAK7<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |      3674783 | PA      | $3681788.11     | 0.02%             | 2033-04-10      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                | BCAP LLC 2011-RR5-I Trust                                                        | CUSIP: 05533YBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1282035 | PA      | $1238585.82     | 0.01%             | 2036-05-28      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                    | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10008000 | PA      | $10049810.42    | 0.06%             | 2042-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $9894.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                | Securitized Asset Backed Receivables LLC Trust 2007-BR1                          | CUSIP: 81378KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3515001 | PA      | $1480060.95     | 0.01%             | 2037-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                | WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust                        | CUSIP: 93364EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       814343 | PA      | $723660.12      | 0.00%             | 2037-05-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                              | CDS CMBX.NA.AAA.6.V1                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |            1 | NC      | $-0.54          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                        | Conseco Finance Corp                                                             | CUSIP: 3935053Q3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       822459 | PA      | $216313.38      | 0.00%             | 2030-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3470000 | PA      | $3133396.47     | 0.02%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2017-D                                                  | CUSIP: 00968BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1443 | PA      | $500.93         | 0.00%             | 2057-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Wildwood Park CLO LTD                                         | Wildwood Park CLO Ltd                                                            | CUSIP: 96820DAA5<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |       900000 | PA      | $915629.58      | 0.01%             | 2037-10-20      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                            | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103100.30      | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                            | Expand Energy Corp                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      9615000 | PA      | $9776619.40     | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       852397 | PA      | $812855.98      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                                | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1480000 | PA      | $1400898.00     | 0.01%             | 2065-04-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70606300 | PA      | $63818717.98    | 0.36%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                           | Elevance Health Inc                                                              | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1971000 | PA      | $2049972.79     | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                          | Signal Peak CLO 7 Ltd                                                            | CUSIP: 82671EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $401516.64      | 0.00%             | 2037-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132KE2B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2641 | PA      | $2568.03        | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XCAT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3255370 | PA      | $3009897.60     | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31851700 | PA      | $32956555.84    | 0.18%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                           | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1274142.94     | 0.01%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133CARD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       830973 | PA      | $842079.61      | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2007-3T1                                                  | CUSIP: 02149VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       265938 | PA      | $115336.17      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC RR 2014-1                                       | Union Pacific Railroad Co 2014-1 Pass Through Trust                              | CUSIP: 907825AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2023317 | PA      | $2011611.75     | 0.01%             | 2026-05-14      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SARCOS TECHNOLOGY AND ROBOTICS CORP                           | SARCOS TECHNOLOGY AND ROBOTICS CORP                                              | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       267474 | NC      | $53628.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Equity Asset Trust                                       | Home Equity Asset Trust 2007-1                                                   | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1643403 | PA      | $1374181.78     | 0.01%             | 2037-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                         | Northrop Grumman Corp                                                            | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      3130000 | PA      | $2872975.36     | 0.02%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | JP Morgan Mortgage Trust 2021-4                                                  | CUSIP: 46652VBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3438529 | PA      | $2796246.59     | 0.02%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13808000 | PA      | $9352052.35     | 0.05%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                     | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                      | CUSIP: 61764PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4370000 | PA      | $49384.93       | 0.00%             | 2047-12-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                      | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1088000 | PA      | $1043152.20     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                    | MFA 2022-INV3 Trust                                                              | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3428863 | PA      | $3035049.17     | 0.02%             | 2066-12-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                              | MGM Resorts International                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       174000 | PA      | $173561.96      | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QSAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12131378 | PA      | $12351317.04    | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       693000 | PA      | $499130.38      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XPHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4403775 | PA      | $4471638.27     | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                      | Almaviva-The Italian Innovation Co SpA                                           | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |       754000 | PA      | $899252.24      | 0.01%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       422211 | PA      | $326005.81      | 0.00%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |            1 | NC      | $225569.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        12000 | PA      | $11919.98       | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                    | Verus Securitization Trust 2021-8                                                | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1927363 | PA      | $1783902.40     | 0.01%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5810000 | PA      | $10275.57       | 0.00%             | 2058-05-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     43558000 | PA      | $44623022.28    | 0.25%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       921000 | PA      | $942399.34      | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31335CCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       680576 | PA      | $689618.31      | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC2 Trust | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       822655 | PA      | $777577.73      | 0.00%             | 2037-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                 | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       203000 | PA      | $209822.42      | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1157754 | PA      | $1111464.02     | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                            | Studio City Co Ltd                                                               | CUSIP: 000000000<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |      4900000 | PA      | $4932144.00     | 0.03%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                             | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98690.80       | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     33328000 | PA      | $22786511.91    | 0.13%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                            | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3803000 | PA      | $3818449.69     | 0.02%             | 2041-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                        | VOLKSWAGEN INTERNATIONAL FINANCE NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      1600000 | PA      | $1823748.91     | 0.01%             | 2173-03-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       318267 | PA      | $308237.01      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                     | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       336000 | PA      | $337733.09      | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                      | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1662000 | PA      | $1412671.06     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                   | CUSIP: 46639YAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3045325 | PA      | $8311.30        | 0.00%             | 2046-04-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                   | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2418000 | PA      | $1702174.12     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                              | E-MINI RUSS 2000                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         -229 | NC      | $-350759.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Octagon 66 Ltd                                                | Octagon 66 Ltd                                                                   | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4970000 | PA      | $4977282.04     | 0.03%             | 2036-11-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                          | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      4591000 | PA      | $4188126.07     | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 31329JHY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       345574 | PA      | $327464.02      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      8678000 | PA      | $8078132.47     | 0.05%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GCAT                                                          | GCAT 2023-NQM4 Trust                                                             | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5636013 | PA      | $5394588.36     | 0.03%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       486000 | PA      | $447718.41      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 5 Ltd                                                         | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8960000 | PA      | $8994295.30     | 0.05%             | 2037-10-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31416WSC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       242434 | PA      | $243616.47      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 312943Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        36712 | PA      | $35861.83       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3499736 | PA      | $3180070.37     | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37544908 | PA      | $37450482.09    | 0.21%             | 2064-12-26      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        68082 | PA      | $71745.93       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                        | CDS CMBX.NA.AAA.9                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-0.84          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179MG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       272070 | PA      | $278105.01      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                                 | Mastr Asset Backed Securities Trust 2006-AM2                                     | CUSIP: 57645FAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       878988 | PA      | $822923.80      | 0.00%             | 2036-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed                                | Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust         | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1141286 | PA      | $870827.03      | 0.00%             | 2036-10-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31415VK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1487 | PA      | $1536.34        | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       835709 | PA      | $848246.80      | 0.00%             | 2055-02-25      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36181GFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       153577 | PA      | $144145.32      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                   | Southern Co/The                                                                  | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      2145000 | PA      | $2205178.34     | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QGSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2065978 | PA      | $1990421.50     | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                    | INCREF 2025-FL1 LLC                                                              | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4155000 | PA      | $4157416.96     | 0.02%             | 2042-10-19      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                       | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1617000 | PA      | $1976755.96     | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                              | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-599380.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                 | CDS CMBX.NA.BBB-.9                                                               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |            1 | NC      | $350439.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hospitality Investors Trust                                   | HIT Trust 2022-HI32                                                              | CUSIP: 40442AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       596587 | PA      | $597518.89      | 0.00%             | 2039-07-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140FXB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2143217 | PA      | $2213343.05     | 0.01%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                    | MFA 2024-RTL1 Trust                                                              | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5663000 | PA      | $5700308.98     | 0.03%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                              | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      1731000 | PA      | $1455674.24     | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                            | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $308269.20      | 0.00%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                    | Verus Securitization Trust 2022-3                                                | CUSIP: 92538UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3879000 | PA      | $3094184.82     | 0.02%             | 2067-02-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38381MXF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1399185 | PA      | $1386348.61     | 0.01%             | 2056-08-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                       | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       223000 | PA      | $214131.83      | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     29156400 | PA      | $15644230.88    | 0.09%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        81028 | PA      | $77826.09       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                        | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |        46000 | PA      | $44116.76       | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36179DEK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       176206 | PA      | $165380.37      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                | CWABS Asset-Backed Certificates Trust 2006-18                                    | CUSIP: 23243WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6600512 | PA      | $6752251.24     | 0.04%             | 2037-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2175718 | PA      | $2011666.95     | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                   | CDS DOMINION ENERGY INC                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-518978.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCEANA A NOTE 3 YEAR                                          | OCEANA A NOTE 3 YEAR                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      3013000 | PA      | $2036167.95     | 0.01%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| GARDA WORLD SECURITY                                          | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       544000 | PA      | $563906.59      | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418MNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18764 | PA      | $18867.28       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7053000 | PA      | $6942307.33     | 0.04%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES                                   | University of California                                                         | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2467000 | PA      | $2104874.88     | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        65088 | PA      | $67012.37       | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                         | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      8000000 | PA      | $7996000.00     | 0.04%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                               | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      2619696 | PA      | $2619898.57     | 0.01%             | 2041-08-17      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                             | Generate CLO 4 Ltd                                                               | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |      8250000 | PA      | $8286347.85     | 0.05%             | 2037-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132JNXG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       126261 | PA      | $122893.65      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                   | Houston Galleria Mall Trust 2025-HGLR                                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       425000 | PA      | $439447.83      | 0.00%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2005-3                                            | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1096587 | PA      | $1059883.89     | 0.01%             | 2035-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| OCEANA A NOTE 4 YEAR                                          | OCEANA A NOTE 4 YEAR                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      5022000 | PA      | $3472594.98     | 0.02%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| EDGE FINCO PLC                                                | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |      1078000 | PA      | $1545852.90     | 0.01%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J57D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        67802 | PA      | $65992.29       | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                             | Store Capital LLC                                                                | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     17338000 | PA      | $17658102.13    | 0.10%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                              | Altria Group Inc                                                                 | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      6482000 | PA      | $5590039.79     | 0.03%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                           | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       275000 | PA      | $264646.99      | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                            | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |       509000 | PA      | $484898.85      | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      7726000 | PA      | $7024121.33     | 0.04%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO                                                  | AGL Core CLO 2 Ltd                                                               | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |     14335000 | PA      | $14391360.92    | 0.08%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                      | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       200000 | PA      | $204419.73      | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Bo                                | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |      2561000 | PA      | $3524585.61     | 0.02%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRU                            | AMERICAN AIRLINES PASS THROUGH TRU                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2804450 | PA      | $2780051.29     | 0.02%             | 2026-06-15      | Fixed         | 3.53%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2018-3 Ltd                                                              | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |       320666 | PA      | $320663.24      | 0.00%             | 2031-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1105612 | PA      | $1107684.10     | 0.01%             | 2040-06-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KQWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8967143 | PA      | $9129713.04     | 0.05%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                   | PRKCM 2021-AFC2 Trust                                                            | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1219471 | PA      | $1086391.14     | 0.01%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      7829000 | PA      | $7705416.26     | 0.04%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       152000 | PA      | $151044.79      | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Regatta IX Funding Ltd                                        | Regatta IX Funding Ltd                                                           | CUSIP: 75887VAN1<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |      2438000 | PA      | $2447946.80     | 0.01%             | 2037-04-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                        | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       341000 | PA      | $348333.21      | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                        | CHL Mortgage Pass-Through Trust 2006-17                                          | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       264852 | PA      | $115303.72      | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                    | Clover CLO 2021-3 LLC                                                            | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       270000 | PA      | $270433.46      | 0.00%             | 2035-01-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128PY3W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         8227 | PA      | $8118.84        | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                      | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14735000 | PA      | $14778037.25    | 0.08%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                            | Mattamy Group Corp                                                               | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      1160000 | PA      | $1152485.98     | 0.01%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3153000 | PA      | $3175052.40     | 0.02%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                      | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90464.42       | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                | Fannie Mae-Aces                                                                  | CUSIP: 31396PGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       108649 | PA      | $108993.59      | 0.00%             | 2032-10-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                         | Western Alliance Bank                                                            | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |      5625991 | PA      | $5870691.12     | 0.03%             | 2059-07-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      8645000 | PA      | $9040035.70     | 0.05%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                                         | Clean Renewable Power Mauritius Pte Ltd                                          | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |      6160000 | PA      | $6029100.00     | 0.03%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133A6MG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        40098 | PA      | $39151.83       | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     22764000 | PA      | $23081800.24    | 0.13%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0206A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85557000 | PA      | $70703394.47    | 0.40%             | 2055-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                            | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |       454000 | PA      | $616772.87      | 0.00%             | 2094-03-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1297000 | PA      | $986890.40      | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                | Bear Stearns Asset Backed Securities I Trust 2007-HE2                            | CUSIP: 07389YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       332720 | PA      | $313636.74      | 0.00%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                 | RCI BANQUE SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1173462.98     | 0.01%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                | BRAVO Residential Funding Trust 2024-CES2                                        | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-MBS          | CORP              | US        |      1446375 | PA      | $1454724.02     | 0.01%             | 2054-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10552626 | PA      | $9134143.29     | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EURO PARFUMS FZE UPSIZE: TL LOAN/TERM                         | EURO PARFUMS FZE UPSIZE: TL LOAN/TERM                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       717895 | PA      | $714305.53      | 0.00%             | 2028-09-01      | Floating      | 10.25%                | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6391000 | PA      | $6680593.53     | 0.04%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XF5V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        63924 | PA      | $62778.97       | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QKWM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       726950 | PA      | $701579.51      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                     | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      1078000 | PA      | $1309969.74     | 0.01%             | 2030-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                      | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      4001000 | PA      | $3943105.29     | 0.02%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                          | Cross 2025-H1 Mortgage Trust                                                     | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5041108 | PA      | $5092498.63     | 0.03%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                 | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      2507000 | PA      | $2447897.48     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       136398 | PA      | $143738.13      | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     16630000 | PA      | $16644105.57    | 0.09%             | 2031-04-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                      | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      9752000 | PA      | $8324604.15     | 0.05%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QDS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1240418 | PA      | $1158985.38     | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                         | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      7247000 | PA      | $7730302.43     | 0.04%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4678000 | PA      | $4972086.96     | 0.03%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DP3F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1953149 | PA      | $2003867.74     | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DPJ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3551940 | PA      | $3560068.42     | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3181548 | PA      | $3213947.26     | 0.02%             | 2064-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                                     | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $751612.65      | 0.00%             | 2038-04-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                   | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |       122000 | PA      | $117802.18      | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                              | BAT Capital Corp                                                                 | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     12058000 | PA      | $11536043.79    | 0.06%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24258093 | PA      | $19885360.05    | 0.11%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     22579000 | PA      | $23144906.06    | 0.13%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS                                      | Lehman Brothers Holdings Inc                                                     | CUSIP: 5249087M6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |      7360000 | PA      | $0.74           | 0.00%             | 2017-12-28      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC 2021-BHAR                                                                   | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1150000 | PA      | $1139218.75     | 0.01%             | 2038-11-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7852000 | PA      | $5949093.95     | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46714443 | PA      | $684623.51      | 0.00%             | 2052-02-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                | IRS USD                                                                          | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-879528.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                       | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      1081000 | PA      | $1052531.35     | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH                  | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       959395 | PA      | $820670.93      | 0.00%             | 2035-06-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                   | Crown PropTech Acquisitions                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85597 | NS      | $974093.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     38798000 | PA      | $33299809.33    | 0.19%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                            | Meta Platforms Inc                                                               | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       617000 | PA      | $634560.38      | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                            | Ohio Power Co                                                                    | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      2212000 | PA      | $1707719.41     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                      | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |        42000 | PA      | $43559.80       | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       208000 | PA      | $207951.18      | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0626A0<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -1398000 | PA      | $-1435775.67    | -0.01%            | 2055-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXIV Ltd                                                    | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       760000 | PA      | $759878.40      | 0.00%             | 2029-10-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                              | BAT Capital Corp                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      8035000 | PA      | $7951205.56     | 0.04%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KHPV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       148795 | PA      | $146794.96      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                                             | Medco Laurel Tree Pte Ltd                                                        | CUSIP: 000000000<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |      7457000 | PA      | $7527841.50     | 0.04%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YNTD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        72495 | PA      | $70248.50       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Voyager OPTONE Delaware Trust                                 | Voyager OPTONE Delaware Trust                                                    | CUSIP: 92911BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11372807 | PA      | $2460232.72     | 0.01%             | 2038-02-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3768000 | PA      | $3642244.51     | 0.02%             | 2065-01-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XLII Ltd                                                    | CUSIP: 55822RAA8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |       259127 | PA      | $259174.75      | 0.00%             | 2030-11-21      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                               | Lehman XS Trust Series 2007-16N                                                  | CUSIP: 52525BBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1474101 | PA      | $2035480.67     | 0.01%             | 2047-09-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                | Carlyle Global Market Strategies CLO 2014-2R Ltd                                 | CUSIP: 14314LAC9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |       261875 | PA      | $261993.08      | 0.00%             | 2031-05-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                  | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8757000 | PA      | $8769407.79     | 0.05%             | 2041-11-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YJF68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41508 | PA      | $41279.97       | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16149220 | PA      | $15723416.87    | 0.09%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                                      | Green Lakes Park CLO LLC                                                         | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4060000 | PA      | $4063808.28     | 0.02%             | 2038-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-D                                                  | CUSIP: 009723AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8322249 | PA      | $10171133.02    | 0.06%             | 2060-03-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       650000 | PA      | $560768.46      | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4062445 | PA      | $4019970.34     | 0.02%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       107000 | PA      | $117916.68      | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31335BJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2110920 | PA      | $1945659.87     | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                        | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       358000 | PA      | $374782.46      | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        20488 | PA      | $19754.66       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                             | USD/JPY UP-AND-IN BARRIER OPTION; BARRIER PRICE USD 155.00000                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |    198796000 | NC      | $60248.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3142GRM72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1254115 | PA      | $1296562.93     | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Noria                                                         | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |       446331 | PA      | $531148.49      | 0.00%             | 2043-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd                                            | Elmwood CLO 24 Ltd                                                               | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3680000 | PA      | $3694737.30     | 0.02%             | 2038-01-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                          | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106570.82      | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Wildwood Park CLO LTD                                         | Wildwood Park CLO Ltd                                                            | CUSIP: 968209AA4<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |      3170000 | PA      | $3181554.65     | 0.02%             | 2037-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                          | FS Rialto 2022-Fl4 Issuer LLC                                                    | CUSIP: 30326MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5269362 | PA      | $5256157.01     | 0.03%             | 2039-01-19      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36213FZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       366349 | PA      | $343272.78      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                               | Lehman XS Trust Series 2007-20N                                                  | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       355154 | PA      | $354473.81      | 0.00%             | 2037-12-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       338716 | PA      | $328678.32      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                           | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     34083000 | PA      | $34729412.38    | 0.19%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trus                                | Durst Commercial Mortgage Trust 2025-151                                         | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1708000 | PA      | $1739629.43     | 0.01%             | 2042-08-10      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                           | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       205000 | PA      | $198747.50      | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                               | Maya SAS/Paris France                                                            | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $203960.80      | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                                 | GoldenTree Loan Management US CLO 23 Ltd                                         | CUSIP: 38139KAG4<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | KY        |      3020000 | PA      | $3030721.30     | 0.02%             | 2039-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140GW4L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       140534 | PA      | $138904.44      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2021-NWM                                            | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5842258 | PA      | $5835034.88     | 0.03%             | 2033-02-15      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       146866 | PA      | $144191.88      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                       | CNH CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |   -425204000 | NC      | $-336295.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      1518000 | PA      | $1183153.09     | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                 | UK Logistics 2024-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |      1165000 | PA      | $1570717.69     | 0.01%             | 2034-05-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                                     | Avoca CLO XXIII DAC                                                              | CUSIP: 000000000<br>LEI: 549300JQ57GOFHS3VT07 | Long             | ABS-CBDO         | CORP              | IE        |       500000 | PA      | $591691.85      | 0.00%             | 2034-04-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2018-2 Ltd                                                    | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |       406406 | PA      | $406719.02      | 0.00%             | 2031-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                      | Foundation Finance Trust 2021-2                                                  | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |      1987138 | PA      | $1895442.84     | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                   | U.S. TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -3606 | NC      | $-56343.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31414S2T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41956 | PA      | $43235.80       | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       103022 | PA      | $101827.32      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                                | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11850000 | PA      | $76827.11       | 0.00%             | 2050-02-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                       | Bryant Park 2025-27 CLO Ltd                                                      | CUSIP: 11765EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1780000 | PA      | $1786902.84     | 0.01%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2018-I Ltd                                                          | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      1510000 | PA      | $1516251.55     | 0.01%             | 2038-01-18      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1526041 | PA      | $1530332.54     | 0.01%             | 2039-12-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1748774380 | PA      | $1763180730.88  | 9.88%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                        | Lendmark Funding Trust 2024-1                                                    | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2136000 | PA      | $2170372.94     | 0.01%             | 2032-06-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                            | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16557000 | PA      | $171318.59      | 0.00%             | 2039-06-12      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                           | Elmwood CLO III Ltd                                                              | CUSIP: 29002HBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       670000 | PA      | $672505.67      | 0.00%             | 2037-07-18      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XNA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2509769 | PA      | $2164760.70     | 0.01%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                      | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       282000 | PA      | $280810.23      | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       660903 | PA      | $608529.88      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                  | Hudson Yards 2019-55HY Mortgage Trust                                            | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2974955 | PA      | $2534275.81     | 0.01%             | 2041-12-10      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        27694 | PA      | $26864.53       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 104 CLO Ltd                                                               | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3180000 | PA      | $3184982.11     | 0.02%             | 2034-08-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ANDIRON FINANCING LLC                                         | ANDIRON FINANCING LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       880000 | PA      | $879999.63      | 0.00%             | 2030-01-21      | Floating      | 7.25%                 | No            |                  3 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         5700 | PA      | $5270.57        | 0.00%             | 2064-12-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       575000 | PA      | $583672.09      | 0.00%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38381PXY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1907273 | PA      | $1897884.29     | 0.01%             | 2065-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                             | Battalion CLO VIII Ltd                                                           | CUSIP: 07132ACJ0<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |      6500000 | PA      | $6500414.05     | 0.04%             | 2030-07-18      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                                 | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      1665000 | PA      | $1712850.84     | 0.01%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                                | Diamond II Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |     14000000 | PA      | $14105000.00    | 0.08%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1321800 | PA      | $1346913.14     | 0.01%             | 2064-01-25      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                | Onemain Financial Issuance Trust 2025-1                                          | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2126000 | PA      | $2150828.70     | 0.01%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                      | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       481000 | PA      | $467049.03      | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MFT Trust                                                     | MFT Trust 2020-ABC                                                               | CUSIP: 55317BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       893503 | PA      | $650813.83      | 0.00%             | 2042-02-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418UED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        25875 | PA      | $26000.93       | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                                         | Thayer Park CLO Ltd                                                              | CUSIP: 883310AL8<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |       550000 | PA      | $550308.06      | 0.00%             | 2034-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XXIV                                                                  | CUSIP: 03759CAV2<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |       660000 | PA      | $660297.07      | 0.00%             | 2030-10-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8966247 | PA      | $8737234.54     | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6814978 | PA      | $5861521.89     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                           | American Tower Corp                                                              | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1687000 | PA      | $1669194.04     | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138ELX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       173394 | PA      | $173598.60      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                    | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $99092.44       | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3740916 | PA      | $3610354.89     | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                             | PRPM 2022-NQM1 Trust                                                             | CUSIP: 69378KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       471000 | PA      | $461619.71      | 0.00%             | 2067-08-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J7R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2023976 | PA      | $1998851.49     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       503515 | PA      | $491734.17      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                       | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      1886000 | PA      | $2174450.92     | 0.01%             | 2030-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                    | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101869.60      | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                | Bear Stearns Asset Backed Securities I Trust 2007-HE2                            | CUSIP: 07389YAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       921988 | PA      | $880963.04      | 0.00%             | 2037-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84348402 | PA      | $74951497.67    | 0.42%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | Ares LVII CLO Ltd                                                                | CUSIP: 04017NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       510000 | PA      | $510952.68      | 0.00%             | 2035-01-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10866547 | PA      | $10376792.04    | 0.06%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                | JPMBB Commercial Mortgage Securities Trust 2014-C22                              | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       104436 | PA      | $1.09           | 0.00%             | 2047-09-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| PROJECT BEEPER: TL-B LOAN/TERM                                | PROJECT BEEPER: TL-B LOAN/TERM                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4831016 | PA      | $4794782.97     | 0.03%             | 2027-12-21      | Floating      | 11.04%                | No            |                  3 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36241L7B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       246646 | PA      | $248106.69      | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                              | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $29233.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTWISE LLC                                               | ConnectWise LLC                                                                  | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2696420 | PA      | $2699305.64     | 0.02%             | 2028-09-29      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                | PECO Energy Co                                                                   | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1452345.30     | 0.01%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36177Q6Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        76655 | PA      | $71947.37       | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain Fuji US Clo II Ltd                                                  | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1483235 | PA      | $1484150.57     | 0.01%             | 2030-10-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -621352953 | PA      | $-626471639.99  | -3.51%            | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO ESPIRITO SANTO SA                                       | Banco Espirito Santo SA                                                          | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | PT        |      6300000 | PA      | $1627233.30     | 0.01%             | 2019-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                      | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $580503.12      | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                               | Israel Government International Bond                                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     10116000 | PA      | $9575198.64     | 0.05%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor                                | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2007-2                | CUSIP: 655378AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       220727 | PA      | $185334.92      | 0.00%             | 2037-06-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       240931 | PA      | $229754.37      | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCEANA A 4YR NOTE UPSIZE                                      | OCEANA A 4YR NOTE UPSIZE                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      4228000 | PA      | $2843269.58     | 0.02%             | 2028-07-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       691113 | PA      | $672319.08      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       271000 | PA      | $274069.02      | 0.00%             | 2033-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1342700 | PA      | $1341486.87     | 0.01%             | 2064-12-26      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securiti                                | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |       282576 | PA      | $335489.52      | 0.00%             | 2034-03-21      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                                         | Bridge Street CLO II Ltd                                                         | CUSIP: 10806JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500813.50      | 0.00%             | 2034-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                               | Cameron LNG LLC                                                                  | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     13346000 | PA      | $11588314.18    | 0.06%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132M7YQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        37551 | PA      | $35512.28       | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                      | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       411000 | PA      | $419493.73      | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC Trust 2017-CALI                                                             | CUSIP: 12652FAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1729000 | PA      | $514377.50      | 0.00%             | 2032-11-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-                                | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       960000 | PA      | $911997.22      | 0.01%             | 2036-01-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                             | GEO Group Inc/The                                                                | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |       385000 | PA      | $407611.05      | 0.00%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        67895 | PA      | $67918.91       | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0424A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31702000 | PA      | $31660183.48    | 0.18%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133B13G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2446339 | PA      | $2009299.22     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YRQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        22202 | PA      | $21467.90       | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     18303000 | PA      | $18324355.39    | 0.10%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $518229.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consumo Santander                                             | Santander Consumo 8 Fondo de Titulizacion                                        | CUSIP: 000000000<br>LEI: 529900MNYVA8N0FZJK96 | Long             | ABS-O            | CORP              | ES        |       900000 | PA      | $1061727.46     | 0.01%             | 2040-01-21      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      3414000 | PA      | $2635180.29     | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27897000 | PA      | $21511202.34    | 0.12%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                         | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       332000 | PA      | $344017.41      | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO XXVI Ltd                                             | CUSIP: 08186AAJ5<br>LEI: 2549008S0Y5AP2WIEL43 | Long             | ABS-CBDO         | CORP              | KY        |      1310000 | PA      | $1314585.00     | 0.01%             | 2037-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                          | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250562.50      | 0.00%             | 2038-01-19      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                    | BFLD 2024-VICT Mortgage Trust                                                    | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4170000 | PA      | $4183031.25     | 0.02%             | 2041-07-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-A                                                  | CUSIP: 009692AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       712900 | PA      | $629661.51      | 0.00%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       226919 | PA      | $239133.72      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                             | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       326398 | PA      | $382634.89      | 0.00%             | 2036-11-17      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       272871 | PA      | $262301.20      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |        74000 | PA      | $75397.34       | 0.00%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS BOND                                       | NEW GENERATION GAS BOND                                                          | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |      7031081 | PA      | $7031081.08     | 0.04%             | 2029-09-30      | Floating      | 9.73%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14936862 | PA      | $12830306.88    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                              | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |       583000 | PA      | $573167.47      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                      | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      2171000 | PA      | $2204720.12     | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4808062 | PA      | $3956508.21     | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                         | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      5856000 | PA      | $6076599.33     | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Star Trust                                                    | STAR 2021-SFR1 Trust                                                             | CUSIP: 85521DAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1030000 | PA      | $1028678.51     | 0.01%             | 2038-04-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                          | Raizen Fuels Finance SA                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      2955000 | PA      | $2866350.00     | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                                     | Wellington Management Clo 5 Ltd                                                  | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | KY        |       890000 | PA      | $892438.51      | 0.01%             | 2038-10-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                    | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $651267.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       663700 | PA      | $612146.37      | 0.00%             | 2061-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10539000 | PA      | $7211918.85     | 0.04%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                  | TICP CLO XI Ltd                                                                  | CUSIP: 87249QAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2680000 | PA      | $2690666.40     | 0.02%             | 2037-04-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                              | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          177 | NC      | $82188.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |       403000 | PA      | $383447.89      | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $4369.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38383R2G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20817291 | PA      | $3532459.07     | 0.02%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       836000 | PA      | $739554.69      | 0.00%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                                    | Sandstone Peak II Ltd                                                            | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |      1840000 | PA      | $1848281.84     | 0.01%             | 2038-07-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140Q8D36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3341516 | PA      | $3300035.50     | 0.02%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                           | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       732000 | PA      | $485400.94      | 0.00%             | 2033-03-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5819103 | PA      | $4773473.37     | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179QYR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        29275 | PA      | $26562.79       | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding VII Clo Ltd                                                        | CUSIP: 15032FAL0<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |       102659 | PA      | $102688.27      | 0.00%             | 2031-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9318000 | PA      | $9329647.50     | 0.05%             | 2038-04-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                      | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      9908000 | PA      | $10300251.97    | 0.06%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        40000 | PA      | $37513.60       | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                         | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       113000 | PA      | $114255.32      | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                  | Post CLO 2023-1 Ltd                                                              | CUSIP: 73743CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500995.65      | 0.00%             | 2036-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                            | LONG GILT                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |           -2 | NC      | $-1723.97       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23973909 | PA      | $20593016.70    | 0.12%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                       | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |       465000 | PA      | $6975.00        | 0.00%             | 2021-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                      | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1349000 | PA      | $1311363.44     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                  | UBS Group AG                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       483000 | PA      | $475567.02      | 0.00%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     14621000 | PA      | $15112557.58    | 0.08%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                    | Verus Securitization Trust 2021-6                                                | CUSIP: 92538MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       806000 | PA      | $606272.88      | 0.00%             | 2066-10-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                  | LUNA 2 5SARL                                                                     | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |       539000 | PA      | $643806.86      | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140Q9HW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1925973 | PA      | $1903641.32     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                | Carrington Mortgage Loan Trust Series 2006-NC4                                   | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       169677 | PA      | $165760.69      | 0.00%             | 2036-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QMHE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        31624 | PA      | $30731.25       | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                                 | TYSN 2023-CRNR Mortgage Trust                                                    | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2230000 | PA      | $2354535.02     | 0.01%             | 2033-12-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                           | COMM 2018-COR3 Mortgage Trust                                                    | CUSIP: 12595VAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3200000 | PA      | $122760.64      | 0.00%             | 2051-05-10      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        89715 | PA      | $89679.08       | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                        | Algoma Steel Group Inc                                                           | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       307130 | NS      | $1091847.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bryant Park Funding Ltd                                       | Bryant Park Funding 2024-25 Ltd                                                  | CUSIP: 117913AE3<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4011999.60     | 0.02%             | 2038-01-18      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                            | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     15516000 | PA      | $15677904.18    | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4562717 | PA      | $4632229.21     | 0.03%             | 2063-10-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2015-IV Ltd                                                         | CUSIP: 12550TAY1<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |       510000 | PA      | $510530.45      | 0.00%             | 2034-04-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       121794 | PA      | $119745.56      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                        | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       152000 | PA      | $152492.02      | 0.00%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                        | General Motors Financial Co Inc                                                  | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1310313.34     | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       454817 | PA      | $366856.98      | 0.00%             | 2050-02-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                | C-BASS 2006-CB7 TRUST                                                            | CUSIP: 12479DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       340874 | PA      | $236001.52      | 0.00%             | 2036-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                      | Duke Energy Progress LLC                                                         | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      3457000 | PA      | $2674445.93     | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                        | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       186000 | PA      | $191757.26      | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                           | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       800000 | PA      | $947314.65      | 0.01%             | 2038-05-14      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX 2024-PALM                                                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13905865 | PA      | $13927593.29    | 0.08%             | 2037-06-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA                                         | Continuum Energy Aura Pte Ltd                                                    | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |      8000000 | PA      | $8247520.00     | 0.05%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                     | Golden Bar Securitisation Srl 2025-1                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       509000 | PA      | $604311.37      | 0.00%             | 2044-12-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31412MPB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6062 | PA      | $6224.45        | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4179858 | PA      | $3733213.76     | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                  | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       366000 | PA      | $344398.68      | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33871000 | PA      | $292642.05      | 0.00%             | 2043-07-15      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 26 Ltd                                                                       | CUSIP: 50200FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        38996 | PA      | $39006.60       | 0.00%             | 2031-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179XQR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10466798 | PA      | $9027472.88     | 0.05%             | 2053-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          982 | PA      | $1021.02        | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2021-LBA                                                                | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1244264 | PA      | $1238042.68     | 0.01%             | 2036-02-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| SUN COUNTRY 2022-1A                                           | SUN COUNTRY 2022-1A                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3297590 | PA      | $3248126.57     | 0.02%             | 2031-03-15      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31371KWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       119826 | PA      | $124088.74      | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                        | Reperforming Loan REMIC Trust 2005-R3                                            | CUSIP: 126694JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        47581 | PA      | $38685.61       | 0.00%             | 2035-09-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138A5V66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        73025 | PA      | $75386.36       | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WH3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2376479 | PA      | $2159425.02     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202F2M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        62881 | PA      | $60551.52       | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138AUPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       141802 | PA      | $141808.93      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlueMountain EUR CLO                                          | Bluemountain Euro 2021-2 CLO DAC                                                 | CUSIP: 000000000<br>LEI: 635400FUA3XKDDGLJL55 | Long             | ABS-CBDO         | CORP              | IE        |      3280000 | PA      | $3851002.61     | 0.02%             | 2035-10-15      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                           | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      6582000 | PA      | $7136777.03     | 0.04%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                | Bear Stearns Asset Backed Securities I Trust 2006-AC2                            | CUSIP: 07387UGB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3078641 | PA      | $782223.65      | 0.00%             | 2036-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YJDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       419444 | PA      | $384773.75      | 0.00%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2007-5                                            | CUSIP: 07325WAE2<br>LEI: 549300I4K1GWFS0CTQ34 | Long             | ABS-MBS          | CORP              | US        |      2760618 | PA      | $1522990.34     | 0.01%             | 2037-10-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                      | Vistra Operations Co LLC                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     29724000 | PA      | $33152366.16    | 0.19%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418RXJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4600 | PA      | $4751.11        | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                 | First Franklin Mortgage Loan Trust 2006-FF17                                     | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7836427 | PA      | $6789706.98     | 0.04%             | 2036-12-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -1059000 | PA      | $-1026808.17    | -0.01%            | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                   | U.S. TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          601 | NC      | $46953.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                       | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       184000 | PA      | $190235.94      | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed                                | Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE1 Trust         | CUSIP: 93935KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2011314 | PA      | $626330.10      | 0.00%             | 2036-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QE4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1230740 | PA      | $1137984.18     | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       233311 | PA      | $214797.78      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2755011 | PA      | $2798897.17     | 0.02%             | 2063-10-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC 2022-ATH3                                                                   | CUSIP: 12664AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2276000 | PA      | $2267510.06     | 0.01%             | 2067-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-94656.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2018-AUS                                   | CUSIP: 94990EAA2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |      1680000 | PA      | $1648893.79     | 0.01%             | 2036-08-17      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| BankAmerica Manufactured Housi                                | BankAmerica Manufactured Housing Contract Trust                                  | CUSIP: 06606TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2790000 | PA      | $235745.79      | 0.00%             | 2025-12-10      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                 | Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB3                    | CUSIP: 25151EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       238247 | PA      | $207494.07      | 0.00%             | 2036-07-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2021-22 Ltd                                                              | CUSIP: 67117TAQ8<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |       660000 | PA      | $662224.13      | 0.00%             | 2037-10-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS FOUNDE                            | CROWN PROPTECH ACQUISITIONS FOUNDE                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147660 | NS      | $200817.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BX Trust                                                      | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2817331 | PA      | $2807301.83     | 0.02%             | 2041-04-15      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20996784 | PA      | $784971.07      | 0.00%             | 2052-05-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                        | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      7800000 | PA      | $8594485.85     | 0.05%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                   | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1554000 | PA      | $1562556.99     | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131Y9XR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1241318 | PA      | $1222515.94     | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                   | GSAMP Trust 2007-H1                                                              | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       639873 | PA      | $313456.93      | 0.00%             | 2047-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                           | Xerox Holdings Corp                                                              | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       400000 | PA      | $216100.52      | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                            | VICI Properties LP                                                               | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     10539000 | PA      | $10693084.08    | 0.06%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9149777 | PA      | $353406.49      | 0.00%             | 2052-09-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       109384 | PA      | $103604.06      | 0.00%             | 2048-04-25      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E                                | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5428000 | PA      | $5413614.71     | 0.03%             | 2043-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                    | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       255000 | PA      | $268876.34      | 0.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                             | Genius Sports Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       519448 | NS      | $6430766.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX CORP                                                 | Methanex Corp                                                                    | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       157000 | PA      | $157182.59      | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        73049 | PA      | $69077.40       | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4178000 | PA      | $3491130.62     | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $148213.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     22227000 | PA      | $23261896.23    | 0.13%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417FSK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       213082 | PA      | $195937.69      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                           | BWAY Trust 2025-1535                                                             | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       891000 | PA      | $923671.63      | 0.01%             | 2042-05-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                       | VZ SECURED FINANCING BV                                                          | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      1078000 | PA      | $1265568.69     | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                          | Diameter Capital Clo 3 Ltd                                                       | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |       372380 | PA      | $373497.33      | 0.00%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 32 LTD /old                                                                   | CUSIP: 74988CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2310000 | PA      | $2322843.14     | 0.01%             | 2039-10-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                              | Greenko Dutch BV                                                                 | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |      6920000 | PA      | $6852573.60     | 0.04%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                      | SoFi Personal Loan Trust 2023-1                                                  | CUSIP: 78474N102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       177894 | PA      | $6123806.87     | 0.03%             | 2030-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140NBHP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       315877 | PA      | $326821.13      | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3724640 | PA      | $3066986.76     | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loa                                | Morgan Stanley Home Equity Loan Trust 2006-3                                     | CUSIP: 61749GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1274209 | PA      | $888223.15      | 0.00%             | 2036-04-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                | Option One Mortgage Loan Trust 2007-FXD1                                         | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       272066 | PA      | $266555.96      | 0.00%             | 2037-01-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12542203 | PA      | $10795674.31    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding                                        | Bletchley Park Funding 2025-1 PLC                                                | CUSIP: 000000000<br>LEI: 635400OJVL3HJJTKNB05 | Long             | ABS-MBS          | CORP              | GB        |      1222000 | PA      | $1656786.46     | 0.01%             | 2070-01-27      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5262602 | PA      | $5403639.11     | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56152152 | PA      | $3215143.06     | 0.02%             | 2056-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                      | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |       430000 | PA      | $456184.42      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                     | HIH Trust 2024-61P                                                               | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1241420 | PA      | $1246463.03     | 0.01%             | 2041-10-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom Inc                                                                     | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     28982000 | PA      | $26359495.91    | 0.15%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                             | INEOS FINANCE PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       194000 | PA      | $227442.57      | 0.00%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47102327 | PA      | $359616.85      | 0.00%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                     | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1783000 | PA      | $1795722.77     | 0.01%             | 2041-10-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Co                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     12448000 | PA      | $12646278.34    | 0.07%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        82355 | PA      | $80534.08       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                 | AppLovin Corp                                                                    | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     19554000 | PA      | $19809295.46    | 0.11%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                              | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     13386000 | PA      | $13126158.06    | 0.07%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERITAS NEWCO PFD G-1                                         | VERITAS NEWCO PFD G-1                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         9228 | NS      | $209937.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COREWEAVE INC                                                 | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      1114000 | PA      | $1150532.52     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QFZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7118173 | PA      | $6733873.69     | 0.04%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                     | AutoNoria Spain 2025 FT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       400000 | PA      | $470254.93      | 0.00%             | 2043-04-30      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                                  | ELP Commercial Mortgage Trust 2021-ELP                                           | CUSIP: 26863LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2467712 | PA      | $2464627.68     | 0.01%             | 2038-11-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                            | Meta Platforms Inc                                                               | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     14091000 | PA      | $12084680.16    | 0.07%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                      | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     12843000 | PA      | $13970941.87    | 0.08%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                | Port Authority of New York & New Jersey                                          | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      1400000 | PA      | $1300036.38     | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                    | Progress Residential 2021-SFR10 Trust                                            | CUSIP: 74333WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1788012 | PA      | $1710390.47     | 0.01%             | 2040-12-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2020-C                                                  | CUSIP: 00969HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        70045 | PA      | $1040.91        | 0.00%             | 2060-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3276000 | PA      | $3141739.99     | 0.02%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                  | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6395726 | PA      | $6405239.94     | 0.04%             | 2032-10-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                              | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -16589 | NC      | $-298602.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1282052 | PA      | $1232592.49     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       380877 | PA      | $369434.50      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16438571 | PA      | $16267694.86    | 0.09%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 49 Senior Loan Fund                                                       | CUSIP: 26244QAN3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |       294272 | PA      | $294525.52      | 0.00%             | 2030-07-18      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202E4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        35702 | PA      | $34708.58       | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179NX52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        26994 | PA      | $25409.33       | 0.00%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4332957 | PA      | $4334311.49     | 0.02%             | 2034-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                         | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      2487000 | PA      | $1973992.09     | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                                | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1190784 | PA      | $241947.84      | 0.00%             | 2035-11-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                              | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       233000 | PA      | $231184.11      | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group Inc                                                         | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |       600000 | PA      | $633096.00      | 0.00%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER                                | LENDINGCLUB RATED NOTES ISSUER TRUST SERIES 2025-P2                              | CUSIP: 525949AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       526000 | PA      | $529427.00      | 0.00%             | 2036-07-15      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132J7U42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        20214 | PA      | $18620.35       | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2017-2 Ltd                                                    | CUSIP: 77340GAN1<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2755015.18     | 0.02%             | 2029-10-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                      | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       371988 | PA      | $440570.11      | 0.00%             | 2036-12-29      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                      | Angel Oak Mortgage Trust 2024-10                                                 | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |      1992375 | PA      | $2001920.62     | 0.01%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PLAYSTUDIOS INC CLASS A LEGENDED                              | PLAYSTUDIOS INC CLASS A LEGENDED                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457322 | NS      | $440218.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       469151 | PA      | $494397.04      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41573000 | PA      | $41840950.87    | 0.23%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-OC7                                                  | CUSIP: 23243VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1422899 | PA      | $1284182.23     | 0.01%             | 2046-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                     | LBA Trust 2024-BOLT                                                              | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12850000 | PA      | $12866062.50    | 0.07%             | 2039-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                      | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       164000 | PA      | $159064.08      | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                     | BMP 2024-MF23                                                                    | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2636000 | PA      | $2636000.00     | 0.01%             | 2041-06-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3300000 | PA      | $3293812.50     | 0.02%             | 2034-11-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-                                | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2857000 | PA      | $2756996.71     | 0.02%             | 2036-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                     | Anchorage Capital Clo 29 Ltd                                                     | CUSIP: 03332QAA3<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |      3020000 | PA      | $3035293.28     | 0.02%             | 2037-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Tri Pointe Homes Inc                                          | Tri Pointe Homes Inc                                                             | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51773 | NS      | $1758728.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307LRK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        14964 | PA      | $14479.39       | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                    | Morgan Stanley ABS Capital I Inc Trust 2007-SEA1                                 | CUSIP: 61757MAC2<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-O            | CORP              | US        |       317117 | PA      | $301282.90      | 0.00%             | 2047-02-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417J2V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        16760 | PA      | $17311.78       | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93990787 | PA      | $3227371.04     | 0.02%             | 2060-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                              | Whitebox Clo I Ltd                                                               | CUSIP: 96467FAU4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      4525470 | PA      | $4529030.64     | 0.03%             | 2036-07-24      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1077052 | PA      | $1077725.02     | 0.01%             | 2039-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KQDV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1678873 | PA      | $1731284.15     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                              | Whitebox Clo II Ltd                                                              | CUSIP: 96466CBE7<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |       670621 | PA      | $676093.87      | 0.00%             | 2037-10-24      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                             | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       389000 | PA      | $369401.17      | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | RAD CLO 27 Ltd                                                                   | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       930000 | PA      | $933558.65      | 0.01%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27437000 | PA      | $17100938.85    | 0.10%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3110000 | PA      | $3256190.34     | 0.02%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                       | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      1093000 | PA      | $16395.00       | 0.00%             | 2023-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                         | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       783000 | PA      | $764701.52      | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                             | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      6746000 | PA      | $7062218.75     | 0.04%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                  | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       195000 | PA      | $188568.14      | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                            | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1550000 | PA      | $1678772.45     | 0.01%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        57990 | PA      | $61112.52       | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                          | Signal Peak CLO 14 Ltd                                                           | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       470000 | PA      | $471686.36      | 0.00%             | 2038-01-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3142GRQM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       822690 | PA      | $850321.46      | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                               | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       300000 | PA      | $352315.03      | 0.00%             | 2057-12-27      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                        | CAN 10YR BOND                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |          518 | NC      | $84770.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      6987000 | PA      | $7205160.41     | 0.04%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-54508.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5906000 | PA      | $5753053.03     | 0.03%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140NGT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1281410 | PA      | $1321374.54     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                       | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       245000 | PA      | $237997.61      | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                | HarborView Mortgage Loan Trust 2006-12                                           | CUSIP: 41162DAA7<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |      4991828 | PA      | $3946214.03     | 0.02%             | 2036-12-19      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Act                                | Prodigy Finance CM2021-1 DAC                                                     | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      1092624 | PA      | $1091613.38     | 0.01%             | 2051-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                                        | AP GRANGE HOLDINGS LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12241000 | PA      | $12685348.30    | 0.07%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       393855 | PA      | $394839.71      | 0.00%             | 2042-08-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Brignole CO                                                   | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       285153 | PA      | $339883.46      | 0.00%             | 2042-02-24      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2025-TAIL                                                               | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2352000 | PA      | $2351017.33     | 0.01%             | 2035-06-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1144000 | PA      | $1180416.22     | 0.01%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO                                                 | Voya Euro CLO V DAC                                                              | CUSIP: 000000000<br>LEI: 549300IGE7MPYA8F0423 | Long             | ABS-CBDO         | CORP              | IE        |      1970000 | PA      | $2318463.87     | 0.01%             | 2035-04-15      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31049500 | PA      | $19259180.18    | 0.11%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                  | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       321000 | PA      | $313708.90      | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65942000 | PA      | $62619141.74    | 0.35%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1649746 | PA      | $1624506.83     | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                               | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     18873000 | PA      | $17095772.43    | 0.10%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2005-J4                                                   | CUSIP: 12667GNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        49179 | PA      | $48826.67       | 0.00%             | 2035-07-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1727997 | PA      | $1544228.81     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-A                                                  | CUSIP: 009692AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2159800 | PA      | $1884485.54     | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       108000 | PA      | $111787.24      | 0.00%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3073100 | PA      | $2941984.04     | 0.02%             | 2064-12-26      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1001000 | PA      | $1042856.01     | 0.01%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                                  | Navient Education Loan Trust 2025-A                                              | CUSIP: 63943EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       404000 | PA      | $407501.51      | 0.00%             | 2055-07-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1593633 | PA      | $1492862.66     | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2891200 | PA      | $2919776.62     | 0.02%             | 2064-06-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        55820 | PA      | $54113.42       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31419AR25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        42757 | PA      | $42794.29       | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       432777 | PA      | $431096.66      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                         | TRK 2021-INV1 Trust                                                              | CUSIP: 89688WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       937000 | PA      | $776568.92      | 0.00%             | 2056-07-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36183AF47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        56279 | PA      | $53879.31       | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2007-AL1                                                  | CUSIP: 02150NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4064529 | PA      | $3423803.79     | 0.02%             | 2037-06-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| RMIT_21-3                                                     | RMIT_21-3                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21460000 | PA      | $20790448.00    | 0.12%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                      | Vistra Operations Co LLC                                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      4530000 | PA      | $4556033.91     | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1149000 | PA      | $1160659.89     | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                      | Angel Oak Mortgage Trust 2020-3                                                  | CUSIP: 03465LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       895360 | PA      | $866196.19      | 0.00%             | 2065-04-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11832594 | PA      | $9794106.99     | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2020-III Ltd                                                        | CUSIP: 12560EAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       780000 | PA      | $781645.96      | 0.00%             | 2034-10-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       436405 | PA      | $406554.19      | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                  | TICP CLO VI 2016-2 Ltd                                                           | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |      5120000 | PA      | $5128473.09     | 0.03%             | 2034-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                       | Home Equity Asset Trust 2006-3                                                   | CUSIP: 437084UT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2440000 | PA      | $2316638.72     | 0.01%             | 2036-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307MQX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        35034 | PA      | $33762.81       | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                    | MFA 2024-NPL1 Trust                                                              | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4684924 | PA      | $4690625.42     | 0.03%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III                                | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9702000 | PA      | $9810644.94     | 0.05%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT A                                       | Spirit Airlines Pass Through Trust 2017-1A                                       | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2590912 | PA      | $2361516.32     | 0.01%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202E7F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       100350 | PA      | $97738.82       | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JRX22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       739852 | PA      | $731273.37      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                              | Georgia Power Co                                                                 | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      4674000 | PA      | $4799193.93     | 0.03%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                  | OT Midco Inc                                                                     | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3690000 | PA      | $2492982.34     | 0.01%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2021-VI Ltd                                                         | CUSIP: 12553SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $701406.93      | 0.00%             | 2034-10-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DV3Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1172356 | PA      | $1150918.47     | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       613400 | PA      | $591649.06      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       659474 | PA      | $655446.81      | 0.00%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                      | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     19597000 | PA      | $18898720.87    | 0.11%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1277000 | PA      | $1325613.22     | 0.01%             | 2036-09-22      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       227733 | PA      | $225452.22      | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1138109 | PA      | $1071958.54     | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                      | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       186000 | PA      | $190485.95      | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                        | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       296000 | PA      | $313983.00      | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     39707000 | PA      | $39451966.70    | 0.22%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-C                                                  | CUSIP: 009733AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3452064 | PA      | $3418291.04     | 0.02%             | 2061-01-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMSG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17141951 | PA      | $15348304.70    | 0.09%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIRKUL COM 0.01 WARR                                          | CIRKUL COM 0.01 WARR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11075 | NC      | $48730.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Diameter Capital CLO                                          | Diameter Capital CLO 10 Ltd                                                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6307000 | PA      | $6327802.38     | 0.04%             | 2038-04-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                 | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       173000 | PA      | $172749.13      | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                                    | Henley CLO IV DAC                                                                | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |       750000 | PA      | $888150.63      | 0.00%             | 2034-04-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                       | Latam Airlines Group SA                                                          | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      6946000 | PA      | $7206475.00     | 0.04%             | 2031-01-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                        | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101465.93      | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                     | LBA Trust 2024-7IND                                                              | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6819178 | PA      | $6827701.60     | 0.04%             | 2041-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                           | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       522000 | PA      | $513469.22      | 0.00%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        73616 | PA      | $63669.99       | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                      | Service Properties Trust                                                         | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       222000 | PA      | $207762.10      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53317785 | PA      | $2102634.83     | 0.01%             | 2065-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                | IRS USD                                                                          | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |            1 | NC      | $902739.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $259173.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                   | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16670000 | PA      | $16490504.11    | 0.09%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                           | Century Communities Inc                                                          | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       249000 | PA      | $248933.66      | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2005-4                                            | CUSIP: 07324SCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        33341 | PA      | $31650.18       | 0.00%             | 2036-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1474000 | PA      | $1488468.93     | 0.01%             | 2059-10-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                          | SCG Commercial Mortgage Trust 2025-DLFN                                          | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4046000 | PA      | $4043471.25     | 0.02%             | 2035-03-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1653371 | PA      | $1588982.60     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings LLC                             | WEST DEPTFORD EN 07/16/32                                                        | CUSIP: 000000000<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |      1960000 | PA      | $1941870.00     | 0.01%             | 2032-07-19      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 31329JJF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        26949 | PA      | $25620.22       | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                       | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      1799000 | PA      | $1817442.72     | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       384176 | PA      | $387614.11      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4970200 | PA      | $4790215.14     | 0.03%             | 2064-06-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       673000 | PA      | $671948.44      | 0.00%             | 2039-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3085150 | PA      | $3034521.60     | 0.02%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       745567 | PA      | $705496.10      | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                      | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     98095000 | PA      | $96746193.75    | 0.54%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                     | CIM Trust 2023-I2                                                                | CUSIP: 12570HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2622120 | PA      | $2640879.25     | 0.01%             | 2067-12-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                      | Huntsman International LLC                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |       115000 | PA      | $110057.92      | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                         | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       665000 | PA      | $705762.51      | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXI Ltd                                                             | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |      1498368 | PA      | $1497771.02     | 0.01%             | 2032-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       670000 | PA      | $673366.82      | 0.00%             | 2037-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                                | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       144195 | PA      | $144194.10      | 0.00%             | 2037-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                        | GSAA Home Equity Trust 2006-5                                                    | CUSIP: 362334GR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        10393 | PA      | $3298.61        | 0.00%             | 2036-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd                                            | Cook Park CLO Ltd                                                                | CUSIP: 21623PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250212.50      | 0.00%             | 2030-04-17      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                           | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8360000 | PA      | $8336487.50     | 0.05%             | 2041-06-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos Clo Lii                                                                   | CUSIP: 03771NAA8<br>LEI: 254900XJH54T9O9TH452 | Long             | ABS-CBDO         | CORP              | KY        |      2680000 | PA      | $2682921.20     | 0.02%             | 2038-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                        | GSAA Home Equity Trust 2005-14                                                   | CUSIP: 362341B32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       835528 | PA      | $372582.02      | 0.00%             | 2035-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                | SMB Private Education Loan Trust 2015-B                                          | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-O            | CORP              | US        |       405812 | PA      | $404292.99      | 0.00%             | 2040-12-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                                | Residential Mortgage Loan Trust 2020-2                                           | CUSIP: 76123MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7854000 | PA      | $7531547.75     | 0.04%             | 2060-05-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXIII Ltd                                                   | CUSIP: 55820TAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $901708.38      | 0.01%             | 2031-07-27      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       290635 | PA      | $291296.85      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                 | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        17033 | NS      | $1728849.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO V-B Ltd                                              | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6170000 | PA      | $6209974.81     | 0.03%             | 2037-07-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                 | Citigroup Commercial Mortgage Trust 2020-420K                                    | CUSIP: 17328QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1540000 | PA      | $1322365.81     | 0.01%             | 2042-11-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                | LendingClub Rated Notes Issuer Trust Series 2025-P1                              | CUSIP: 525943106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       182000 | PA      | $470270.71      | 0.00%             | 2040-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7692828 | PA      | $6643864.77     | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                            | VICI Properties LP                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     10716000 | PA      | $10806096.06    | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                              | Alabama Power Co                                                                 | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      1946000 | PA      | $1667437.92     | 0.01%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2021-LBA                                                                | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4963989 | PA      | $4962437.75     | 0.03%             | 2036-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3240919 | PA      | $3248008.83     | 0.02%             | 2042-08-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                      | DK Trust 2025-LXP                                                                | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       947000 | PA      | $948183.75      | 0.01%             | 2037-08-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                 | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      2948000 | PA      | $2955673.64     | 0.02%             | 2037-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      6049000 | PA      | $5623008.61     | 0.03%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMKJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14322328 | PA      | $13769996.79    | 0.08%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES FUND LP MF-BOND                              | ASCENT RESOURCES FUND LP MF-BOND                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1637571 | NS      | $1637571.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36290VCG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        67342 | PA      | $68703.46       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2536000 | PA      | $2529198.83     | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                            | Seasoned Loans Structured Transaction Trust Series 2020-3                        | CUSIP: 35564CHL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       292062 | PA      | $289200.84      | 0.00%             | 2060-04-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SONDER COMMON 5 YR WARRANTS                                   | SONDER COMMON 5 YR WARRANTS                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       262154 | NC      | $144184.96      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lendmark Funding Trust                                        | Lendmark Funding Trust 2024-2                                                    | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1304000 | PA      | $1307527.06     | 0.01%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417GLT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       962756 | PA      | $884791.54      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FUG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       596668 | PA      | $610832.66      | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9887043 | PA      | $8089285.70     | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2343528 | PA      | $1912815.47     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                       | ALLIED UNIVERSAL HOLDCO                                                          | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      3644025 | PA      | $3655613.05     | 0.02%             | 2032-08-20      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                | Wynn Macau Ltd                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      8055000 | PA      | $8165353.50     | 0.05%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5718000 | PA      | $5797381.28     | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                                 | American Municipal Power Inc                                                     | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      3555000 | PA      | $4561366.71     | 0.03%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140NBPH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       524983 | PA      | $531620.86      | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                 | AEP Texas Inc                                                                    | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      2473000 | PA      | $1853349.91     | 0.01%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                      | Angel Oak Mortgage Trust 2024-1                                                  | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      1582278 | PA      | $1582079.36     | 0.01%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        49121 | PA      | $51764.12       | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                             | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       701000 | PA      | $712101.04      | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                      | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       938000 | PA      | $843624.26      | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39789936 | PA      | $1140693.90     | 0.01%             | 2064-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HBFN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6812645 | PA      | $6733653.36     | 0.04%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                 | Citigroup Mortgage Loan Trust 2007-AHL2                                          | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1892935 | PA      | $1279537.36     | 0.01%             | 2037-05-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140FG5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       100202 | PA      | $97812.86       | 0.00%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                           | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91587.27       | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28678847 | PA      | $29081443.13    | 0.16%             | 2063-10-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | JP Morgan Mortgage Trust Series 2024-VIS2                                        | CUSIP: 46658DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2216000 | PA      | $2249709.35     | 0.01%             | 2064-11-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                       | OHA Credit Partners XI Ltd                                                       | CUSIP: 67109FAU9<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |      3530000 | PA      | $3543897.61     | 0.02%             | 2037-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                          | TELEFONICA EUROPE BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1442070.95     | 0.01%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LAV1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      3998000 | PA      | $4026825.18     | 0.02%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman CLO XX Ltd                                                      | CUSIP: 64130TBN4<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $751222.73      | 0.00%             | 2039-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                              | Whitebox Clo I Ltd                                                               | CUSIP: 96467CAG2<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      3300000 | PA      | $3300849.42     | 0.02%             | 2036-07-24      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       178721 | PA      | $176648.42      | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                      | CONTOURGLOBAL POWER HOLDINGS SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      1078000 | PA      | $1295539.45     | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                           | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |       854000 | PA      | $854357.83      | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        48435 | PA      | $47086.07       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100832.30      | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DPML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5761747 | PA      | $5909987.53     | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                         | Palmer Square CLO 2024-2 LTD                                                     | CUSIP: 69703LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3270000 | PA      | $3284191.47     | 0.02%             | 2037-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                  | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15141000 | PA      | $15249754.77    | 0.09%             | 2038-09-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QEQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2122651 | PA      | $1959984.48     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                  | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       200000 | PA      | $182337.62      | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                | Upgrade Master Pass-Thru Trust Series 2025-ST6                                   | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2773000 | PA      | $2775479.62     | 0.02%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                | Port Authority of New York & New Jersey                                          | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      5020000 | PA      | $4820282.73     | 0.03%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2024-37 Ltd                                                              | CUSIP: 67120AAA9<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |      1390000 | PA      | $1394726.00     | 0.01%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                           | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $545965.69      | 0.00%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       320317 | PA      | $310222.46      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132KE3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       356039 | PA      | $346014.60      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12261216 | PA      | $10533696.62    | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CreekSource (Dunes Creek) CLO                                 | Creeksource 2024-1 Dunes Creek Clo Ltd                                           | CUSIP: 225914AE0<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |      1040000 | PA      | $1043504.70     | 0.01%             | 2038-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        32426 | PA      | $34170.44       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0406A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -470568000 | PA      | $-443445618.08  | -2.48%            | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-                                | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1815000 | PA      | $1785991.04     | 0.01%             | 2036-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer LP                                                               | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     26362000 | PA      | $27534643.18    | 0.15%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2413909 | PA      | $2452546.83     | 0.01%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     36642000 | PA      | $31970145.00    | 0.18%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2005-11CB                                                 | CUSIP: 12667GJD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        84923 | PA      | $68026.80       | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                   | CDS DEUTSCHE BANK AG                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-93673.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5988031 | PA      | $5646460.62     | 0.03%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIRKUL COM 35.41 WARR                                         | CIRKUL COM 35.41 WARR                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11359 | NC      | $5793.09        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 31427MKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4916935 | PA      | $5049003.78     | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-A                                                  | CUSIP: 009692AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21133179 | PA      | $20159505.40    | 0.11%             | 2062-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2217064 | PA      | $2121149.65     | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XGWN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54931080 | PA      | $46680129.75    | 0.26%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418VDS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        38650 | PA      | $39687.73       | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                 | New Residential Mortgage Loan Trust 2025-NQM1                                    | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |     11777424 | PA      | $11911925.59    | 0.07%             | 2065-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                          | Diameter Capital Clo 3 Ltd                                                       | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1506254.70     | 0.01%             | 2038-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                | CSAIL 2016-C5 Commercial Mortgage Trust                                          | CUSIP: 12636LBD1<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |      2410000 | PA      | $2401443.54     | 0.01%             | 2048-11-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                     | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       171000 | PA      | $172838.07      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        96850 | PA      | $95237.76       | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                                 | Goldentree Loan Management US Clo 11 Ltd                                         | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |     18440000 | PA      | $18454792.57    | 0.10%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1553580 | PA      | $1512526.70     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                        | CHL Mortgage Pass-Through Trust 2006-OA4                                         | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1205166 | PA      | $328492.19      | 0.00%             | 2046-04-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36180E5C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       172806 | PA      | $161599.60      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QRWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12863780 | PA      | $12893224.61    | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                | Opal Bidco SAS                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      1078000 | PA      | $1309905.24     | 0.01%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Resimac RAF Trust                                             | RAF ABS Series 2025-1                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       500000 | PA      | $330985.65      | 0.00%             | 2031-12-09      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                               | Oaktree CLO 2025-31 Ltd                                                          | CUSIP: 67400BAA8<br>LEI: 254900UVA9JUCC0JI897 | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1202021.76     | 0.01%             | 2038-07-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YJWF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       921797 | PA      | $902331.60      | 0.01%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5370371 | PA      | $5068477.34     | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housin                                | Lehman ABS Manufactured Housing Contract Trust 2002-A                            | CUSIP: 52519SAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       142211 | PA      | $141549.15      | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1311821 | PA      | $1294181.86     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       659719 | PA      | $641637.42      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QSBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6646352 | PA      | $6908856.36     | 0.04%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                          | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4327032 | PA      | $4359791.79     | 0.02%             | 2069-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                                    | Sandstone Peak II Ltd                                                            | CUSIP: 80013TAQ6<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |       570000 | PA      | $571994.89      | 0.00%             | 2038-07-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36180DVA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       189776 | PA      | $177409.58      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                    | Verus Securitization Trust 2022-1                                                | CUSIP: 92538WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1354000 | PA      | $1025936.63     | 0.01%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6755774 | PA      | $286457.65      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                                             | NJ Trust 2023-GSP                                                                | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5050000 | PA      | $5300323.45     | 0.03%             | 2029-01-06      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6022402 | PA      | $5304376.65     | 0.03%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307LZ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1147 | PA      | $1119.05        | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2005-29CB                                                 | CUSIP: 12667GUS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       296332 | PA      | $168938.36      | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                      | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       405000 | PA      | $411747.90      | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANTHROPIC PBC                                                 | ANTHROPIC PBC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        27805 | NS      | $3919670.85     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| IRON MOUNTAIN INC                                             | IRON MOUNTAIN INC                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      1078000 | PA      | $1268417.87     | 0.01%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3515212 | PA      | $2910533.61     | 0.02%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-270523.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point Capital CLO 1, Lt                                | Silver Point CLO 1 Ltd                                                           | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |      1250000 | PA      | $1254817.00     | 0.01%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2014-4 Ltd                                                              | CUSIP: 92914RAY8<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |        64431 | PA      | $64507.89       | 0.00%             | 2031-07-14      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4070 | PA      | $3924.94        | 0.00%             | 2064-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XCGM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       583036 | PA      | $555520.67      | 0.00%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QUYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4507303 | PA      | $4671298.88     | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80745000 | PA      | $82118760.71    | 0.46%             | 2055-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                       | AEP Transmission Co LLC                                                          | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      2495000 | PA      | $1583438.70     | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      8699000 | PA      | $8811044.77     | 0.05%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30329000 | PA      | $30991421.75    | 0.17%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                 | First Franklin Mortgage Loan Trust 2006-FF13                                     | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1049160 | PA      | $689415.78      | 0.00%             | 2036-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2022-4                                    | CUSIP: 92259KAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       534076 | PA      | $543557.63      | 0.00%             | 2052-08-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                         | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       257055 | PA      | $257091.05      | 0.00%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                         | Nickel Industries Ltd                                                            | CUSIP: 000000000<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |      1585000 | PA      | $1608274.14     | 0.01%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       167000 | PA      | $160597.43      | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNA Trust                                                     | FNA 8 LLC                                                                        | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7634560 | PA      | $7689584.74     | 0.04%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                             | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       158000 | PA      | $158902.18      | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4772379 | PA      | $3694716.81     | 0.02%             | 2050-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2024-38 Ltd                                                              | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4400000 | PA      | $4413279.64     | 0.02%             | 2038-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2021-SOAR                                           | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3572791 | PA      | $3573907.24     | 0.02%             | 2038-06-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                      | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       170000 | PA      | $169376.90      | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                       | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       258000 | PA      | $272103.31      | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                           | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       500000 | PA      | $333976.53      | 0.00%             | 2031-10-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                         | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       255000 | PA      | $281777.55      | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                          | Glencore Funding LLC                                                             | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      2563000 | PA      | $2301755.33     | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | Credit Suisse Mortgage Capital Certificates                                      | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8101018 | PA      | $3004051.78     | 0.02%             | 2037-10-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                 | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     15869000 | PA      | $16234085.55    | 0.09%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       280000 | PA      | $279442.80      | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2006-1                                            | CUSIP: 07324SDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       114598 | PA      | $107824.12      | 0.00%             | 2036-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                           | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       424000 | PA      | $435202.93      | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48264000 | PA      | $46985757.88    | 0.26%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                         | Palmer Square CLO 2021-4 Ltd                                                     | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       610000 | PA      | $612861.39      | 0.00%             | 2038-07-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138Y2EH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       319748 | PA      | $315695.94      | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                      | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       789000 | PA      | $795282.35      | 0.00%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                   | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14494228 | PA      | $14494228.06    | 0.08%             | 2038-07-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                | CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CUSIP: 12595JAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12490000 | PA      | $66118.31       | 0.00%             | 2050-11-15      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                | EFMT 2025-INV1                                                                   | CUSIP: 26846XAA8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |      5456456 | PA      | $5495429.47     | 0.03%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $318893.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36177MZY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       107616 | PA      | $100871.10      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32348287 | PA      | $27682519.66    | 0.16%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO X Ltd                                                | CUSIP: 08181LBE6<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |      4609000 | PA      | $4624785.83     | 0.03%             | 2038-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 41 Senior Loan Fund                                                       | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |       980602 | PA      | $981208.37      | 0.01%             | 2031-04-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                     | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |       800000 | PA      | $944998.48      | 0.01%             | 2034-10-18      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                   | Equinix Inc                                                                      | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      5153000 | PA      | $3606701.57     | 0.02%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        69970 | PA      | $67199.80       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW | WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2570000 | PA      | $0.26           | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     11216000 | PA      | $11598529.31    | 0.06%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5541976 | PA      | $4973411.55     | 0.03%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        88777 | PA      | $86030.93       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140HN5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       258123 | PA      | $253917.82      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8902399 | PA      | $7235297.17     | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                               | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1830000 | PA      | $1831131.49     | 0.01%             | 2029-12-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-1, Ltd.                                      | Invesco CLO 2022-1 Ltd                                                           | CUSIP: 460988AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1857000 | PA      | $1857705.47     | 0.01%             | 2035-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                        | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1754000 | PA      | $1654716.06     | 0.01%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1917500 | PA      | $1946988.27     | 0.01%             | 2063-10-25      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                            | Panama Government International Bond                                             | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     17669000 | PA      | $17386296.00    | 0.10%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2007-6                                            | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |      1281748 | PA      | $1138409.56     | 0.01%             | 2037-12-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                | Morgan Stanley Residential Mortgage Loan Trust 2014-1                            | CUSIP: 61763YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       322957 | PA      | $326300.45      | 0.00%             | 2044-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-67924.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                       | Bryant Park Funding 2024-25 Ltd                                                  | CUSIP: 117913AA1<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2256356.70     | 0.01%             | 2038-01-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                  | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |        85000 | PA      | $83728.90       | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                | CWABS Asset Backed Notes Trust 2007-Sea2                                         | CUSIP: 12671CAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1308020 | PA      | $1077966.39     | 0.01%             | 2047-06-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                              | TRESTLES CLO 2017-1 Ltd                                                          | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |      7060000 | PA      | $7092807.11     | 0.04%             | 2037-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                       | JetBlue 2019-1 Class AA Pass Through Trust                                       | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       654676 | PA      | $579868.86      | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         6533 | PA      | $4697.57        | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                       | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       300000 | PA      | $304559.70      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0326A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -395854000 | PA      | $-361621017.15  | -2.03%            | 2055-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-OC10                                                 | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1574450 | PA      | $1425150.44     | 0.01%             | 2036-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                                          | Steele Creek Clo 2017-1 Ltd                                                      | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       372741 | PA      | $372817.06      | 0.00%             | 2030-10-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5744000 | PA      | $5770728.78     | 0.03%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1320618 | PA      | $1269324.77     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                          | Signal Peak CLO 5 Ltd                                                            | CUSIP: 82666VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       610000 | PA      | $612415.72      | 0.00%             | 2037-04-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38381MRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2256804 | PA      | $2253325.67     | 0.01%             | 2058-06-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12737106 | PA      | $10945959.42    | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                     | CDS WORLDLINE SA                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-14061.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3142GRLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3558709 | PA      | $3647413.56     | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138E4ES6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       610066 | PA      | $579982.91      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       246386 | PA      | $233806.14      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                    | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |     10100651 | PA      | $10178711.55    | 0.06%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QSFD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8423508 | PA      | $8576225.10     | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2018-1745                                  | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       472000 | PA      | $434556.76      | 0.00%             | 2036-06-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45267000 | PA      | $28893077.34    | 0.16%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                   | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5688000 | PA      | $5812000.11     | 0.03%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     74119500 | PA      | $73010602.61    | 0.41%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Orchard Park CLO, LTD.                                        | Orchard Park Clo Ltd                                                             | CUSIP: 68563JAA2<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |     15180000 | PA      | $15232173.66    | 0.09%             | 2037-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WDWU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       320713 | PA      | $313311.17      | 0.00%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4735000 | PA      | $4295683.05     | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corp                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     17451000 | PA      | $17630333.28    | 0.10%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1409238 | PA      | $1333497.82     | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                            | Seasoned Loans Structured Transaction Trust Series 2020-2                        | CUSIP: 35564CGD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7630686 | PA      | $7573645.45     | 0.04%             | 2060-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     11091000 | PA      | $11859868.93    | 0.07%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                      | DK Trust 2025-LXP                                                                | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1559000 | PA      | $1559000.00     | 0.01%             | 2037-08-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                | CARLYLE US CLO 2017-3 Ltd                                                        | CUSIP: 14314FBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5170000 | PA      | $5187112.18     | 0.03%             | 2037-10-21      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                 | New Residential Mortgage Loan Trust 2025-NQM1                                    | CUSIP: 64832DAF8<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |       679356 | PA      | $694267.59      | 0.00%             | 2065-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                   | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     36567000 | PA      | $36268403.75    | 0.20%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3928028 | PA      | $3657863.35     | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417YNF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4931 | PA      | $5093.18        | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KHAZANAH GLOBAL SUKUK                                         | Khazanah Global Sukuk Bhd                                                        | CUSIP: 000000000<br>LEI: 213800VIN16ILYRCKD86 | Long             | DBT              | CORP              | MY        |       895000 | PA      | $907870.10      | 0.01%             | 2028-06-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Core Scientific Inc                                           | Core Scientific Inc                                                              | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |       248085 | NS      | $4450644.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| VOLATO GROUP INC                                              | VOLATO GROUP INC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        73612 | NC      | $736.12         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-98951.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFRA Trust                                                    | MFA 2020-NQM1 Trust                                                              | CUSIP: 552754AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        67693 | PA      | $64502.46       | 0.00%             | 2049-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                | CARLYLE US CLO 2017-3 Ltd                                                        | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4158000 | PA      | $4175879.40     | 0.02%             | 2037-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                    | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $348834.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QLLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1481477 | PA      | $1422711.62     | 0.01%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                                   | Marble Point CLO XXIII Ltd                                                       | CUSIP: 56607TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250530.75      | 0.00%             | 2035-01-22      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANO 7.5 BDS 20/03/26 USD200000                 | PETROLEOS MEXICANO 7.5 BDS 20/03/26 USD200000                                    | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     22921000 | PA      | $22783474.00    | 0.13%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131XUM53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       181251 | PA      | $171339.55      | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EURO PARFUMS FZE                                              | EURO PARFUMS FZE                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1159080 | PA      | $1153284.60     | 0.01%             | 2028-09-01      | Floating      | 9.12%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13012543 | PA      | $11670199.14    | 0.07%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                               | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       327000 | PA      | $318021.81      | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2020-20 Ltd                                                              | CUSIP: 670859AQ0<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |       360000 | PA      | $361562.44      | 0.00%             | 2037-04-18      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                        | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       238000 | PA      | $224789.24      | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                         | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       728000 | PA      | $715762.10      | 0.00%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                      | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       481000 | PA      | $566062.51      | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAP HILL BRANDS - PREF EQUITY                                 | CAP HILL BRANDS - PREF EQUITY                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2670520 | NS      | $26.71          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-OC1                                                  | CUSIP: 12668BJD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       976295 | PA      | $960883.01      | 0.01%             | 2036-03-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                          | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      9001965 | PA      | $9046974.83     | 0.05%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DPEZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2234635 | PA      | $2146292.29     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                              | Trestles Clo IV Ltd                                                              | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |      9420000 | PA      | $9435693.72     | 0.05%             | 2034-07-21      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3195800 | PA      | $3264277.68     | 0.02%             | 2063-10-25      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                     | Fortuna Consumer Loan ABS                                                        | CUSIP: 000000000<br>LEI: 635400FJ7YX914D6HX74 | Long             | ABS-O            | CORP              | IE        |       600000 | PA      | $704740.16      | 0.00%             | 2035-10-18      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Regatta Funding                                               | Regatta XI Funding Ltd                                                           | CUSIP: 75887XAQ0<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |      3270000 | PA      | $3279318.52     | 0.02%             | 2037-07-17      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                       | WINTERSHALL DEA FINANCE 2 BV                                                     | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      1078000 | PA      | $1322579.07     | 0.01%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8998000 | PA      | $8156460.52     | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                             | Trimaran CAVU 2024-1 Ltd                                                         | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4940000 | PA      | $4955349.57     | 0.03%             | 2038-01-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                           | Affirm Master Trust                                                              | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1155000 | PA      | $1163336.21     | 0.01%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXII Ltd                                                    | CUSIP: 55819XBJ0<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3011141.10     | 0.02%             | 2038-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                      | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       392000 | PA      | $403011.42      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                            | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     10428000 | PA      | $10351381.42    | 0.06%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                          | Booking Holdings Inc                                                             | CUSIP: 09857LBE7<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      3728000 | PA      | $4358855.33     | 0.02%             | 2032-11-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DV3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1474911 | PA      | $1448713.37     | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 3622A2AE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2042874 | PA      | $2025526.97     | 0.01%             | 2042-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41925659 | PA      | $1135028.20     | 0.01%             | 2065-05-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16447000 | PA      | $16116775.16    | 0.09%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38382UVU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5697034 | PA      | $966673.23      | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                          | Sagard-Halseypoint Clo 8 Ltd                                                     | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |      2920000 | PA      | $2932289.11     | 0.02%             | 2038-01-30      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |        72000 | PA      | $73806.55       | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                              | COLT 2024-6 Mortgage Loan Trust                                                  | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      2865508 | PA      | $2881012.50     | 0.02%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                         | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1750000 | PA      | $1753245.55     | 0.01%             | 2042-08-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4342584 | PA      | $4047354.92     | 0.02%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                        | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       149000 | PA      | $150937.00      | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                   | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      3330000 | PA      | $3144648.04     | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Race Point CLO Ltd                                            | Race Point X CLO Ltd                                                             | CUSIP: 74983DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       651714 | PA      | $652115.08      | 0.00%             | 2031-07-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-104794.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417GAX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1561227 | PA      | $1435620.57     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                    | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2617000 | PA      | $2550532.65     | 0.01%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                      | Uruguay Government International Bond                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     10406600 | PA      | $9860253.50     | 0.06%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                          | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |       271929 | PA      | $366915.43      | 0.00%             | 2066-12-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy Inc                                                                   | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     30969000 | PA      | $34242361.36    | 0.19%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QQYS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        33291 | PA      | $32076.71       | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140FDA89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        57458 | PA      | $52008.31       | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6391657 | PA      | $5482870.86     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                   | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2091300 | PA      | $2091300.00     | 0.01%             | 2036-11-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7396000 | PA      | $4664102.50     | 0.03%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FSF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       219540 | PA      | $223545.97      | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-309721.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                          | FREMF 2019-KW08 Mortgage Trust                                                   | CUSIP: 30297YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    147147450 | PA      | $361188.13      | 0.00%             | 2029-01-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Tr                                | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1110000 | PA      | $993450.00      | 0.01%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     12751000 | PA      | $12640474.46    | 0.07%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                               | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       375000 | PA      | $372907.73      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                      | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       360000 | PA      | $359394.12      | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FINANCE LUX SA                                      | GATEGROUP FINANCE LUXEMBOURG SA                                                  | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |      1080000 | PA      | $1342072.85     | 0.01%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307MU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       127993 | PA      | $125438.90      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CML LA QUINTA RESORT                                          | CML LA QUINTA RESORT                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15296186 | PA      | $15296186.06    | 0.09%             | 2027-12-09      | Floating      | 7.19%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14606741 | PA      | $13493739.42    | 0.08%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XLE95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4864608 | PA      | $4926052.47     | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       299443 | PA      | $291459.58      | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2025-BHR5                 | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7343437 | PA      | $7343437.47     | 0.04%             | 2040-03-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                              | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      2822000 | PA      | $2455140.00     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179RJE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       171026 | PA      | $159381.51      | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                | Morgan Stanley Capital I Trust 2017-ASHF                                         | CUSIP: 61691KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1612000 | PA      | $1526182.12     | 0.01%             | 2034-11-15      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                        | Lendmark Funding Trust 2024-1                                                    | CUSIP: 52603DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       818000 | PA      | $834792.07      | 0.00%             | 2032-06-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        29393 | PA      | $27888.56       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140GW3B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       116192 | PA      | $114915.93      | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       238964 | PA      | $218066.30      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3293000 | PA      | $105463.92      | 0.00%             | 2050-06-15      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                              | COLT 2022-3 Mortgage Loan Trust                                                  | CUSIP: 12659YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $876770.60      | 0.00%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                       | Philippine Government International Bond                                         | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     15450000 | PA      | $11309400.00    | 0.06%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31401WBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       204698 | PA      | $201384.54      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                 | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       306000 | PA      | $289872.85      | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31335BCH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1111168 | PA      | $1101592.63     | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                       | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1308000 | PA      | $1280871.69     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                          | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       261000 | PA      | $246466.06      | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -1089000 | PA      | $-992749.88     | -0.01%            | 2055-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                                 | SCC Power PLC                                                                    | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |       493685 | PA      | $98737.00       | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                       | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      8435000 | PA      | $8370809.65     | 0.05%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                            | Expand Energy Corp                                                               | CUSIP: 165ESCAE4<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       425000 | PA      | $0.04           | 0.00%             | 2021-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13040000 | PA      | $64062.91       | 0.00%             | 2049-08-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140FG6N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1221677 | PA      | $1192189.64     | 0.01%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-451266.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |      -661000 | PA      | $-621405.39     | -0.00%            | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2135574 | PA      | $2108182.28     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       531689 | PA      | $436949.69      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                      | MSCI Inc                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     18531000 | PA      | $18684417.41    | 0.10%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                | TRS CFD EQUITY BASKET                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |            1 | NC      | $393295.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                     | Anchorage Capital CLO 7 Ltd                                                      | CUSIP: 03328TBY0<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |      1140000 | PA      | $1147607.33     | 0.01%             | 2037-04-28      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                                | Soundview Home Loan Trust 2007-NS1                                               | CUSIP: 83612QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       781524 | PA      | $773318.89      | 0.00%             | 2037-01-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       358142 | PA      | $345790.72      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417WHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7755 | PA      | $8010.37        | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85265200 | PA      | $62363500.19    | 0.35%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36177YDZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       164120 | PA      | $153527.82      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jubilee Place                                                 | Jubilee Place 7 BV                                                               | CUSIP: 000000000<br>LEI: 724500E73QDBSXZ44959 | Long             | ABS-MBS          | CORP              | NL        |       185000 | PA      | $218644.93      | 0.00%             | 2062-09-18      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 39 Ltd                                            | Elmwood CLO 39 Ltd                                                               | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1250375.00     | 0.01%             | 2038-04-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                                 | Goldentree Loan Management US Clo 11 Ltd                                         | CUSIP: 38138RAJ4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250376.70      | 0.00%             | 2034-10-20      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                           | SPACE EXPLORATION TECHNOLOGIES CORP                                              | CUSIP: 000000000<br>LEI: 549300B9WLO96RQCXP87 | Long             | EC               | CORP              | US        |        25626 | NS      | $5244104.64     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                     | TRS ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |            1 | NC      | $184812.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5529000 | PA      | $5832971.70     | 0.03%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                      | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      9226036 | PA      | $9701391.33     | 0.05%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                            | Advance Auto Parts Inc                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       420000 | PA      | $389917.25      | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                | Onemain Financial Issuance Trust 2024-1                                          | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17503000 | PA      | $18518244.01    | 0.10%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSG36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       309667 | PA      | $298438.70      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $98339.70       | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4680172 | PA      | $4185677.52     | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                | Mariner Finance Issuance Trust 2021-B                                            | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1265000 | PA      | $1177246.19     | 0.01%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SARCOS TECH & ROBOT LEGENDED                                  | SARCOS TECH & ROBOT LEGENDED                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464024 | NS      | $3985964.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                           | Pachelbel Bidco SpA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      1617000 | PA      | $2045415.55     | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                               | Maya SAS/Paris France                                                            | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      1886000 | PA      | $2352038.75     | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57971500 | PA      | $53809327.17    | 0.30%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 312936NC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        28627 | PA      | $29682.34       | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QTXP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        72329 | PA      | $71012.82       | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31416WEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3552 | PA      | $3563.36        | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                 | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |       288666 | PA      | $391177.60      | 0.00%             | 2033-04-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7CL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       299520 | PA      | $302446.58      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                              | Peruvian Government International Bond                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     14265000 | PA      | $10188776.25    | 0.06%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     33096800 | PA      | $32156902.51    | 0.18%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer Ltd                                              | BSPDF 2025-FL2 Issuer LLC                                                        | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1339000 | PA      | $1338754.70     | 0.01%             | 2042-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KH4E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5700731 | PA      | $5437572.16     | 0.03%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140Q9Y23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       731942 | PA      | $731020.07      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5495000 | PA      | $5715679.69     | 0.03%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $497395.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-B                                                  | CUSIP: 009691AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       247749 | PA      | $233447.26      | 0.00%             | 2062-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                          | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1610000 | PA      | $1611217.16     | 0.01%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DNHX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4433925 | PA      | $4257947.63     | 0.02%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4860000 | PA      | $4909641.01     | 0.03%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Small Business Origination Loa                                | Small Business Origination Loan Trust 2025-1 DAC                                 | CUSIP: 000000000<br>LEI: 635400ZO4NUYBCC9ZI87 | Long             | ABS-CBDO         | CORP              | IE        |       176529 | PA      | $237412.63      | 0.00%             | 2036-12-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2025-C                                                 | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4599000 | PA      | $4582608.70     | 0.03%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31402XCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        38715 | PA      | $38360.18       | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                   | UPX HIL 2025-1 Issuer Trust                                                      | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9329888 | PA      | $9369646.08     | 0.05%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2021-III Ltd                                                        | CUSIP: 12564DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       490000 | PA      | $490489.95      | 0.00%             | 2036-07-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                | Benefit Street Partners CLO XXVII Ltd                                            | CUSIP: 08179PAQ5<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |     10520000 | PA      | $10550107.19    | 0.06%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     86363100 | PA      | $80553832.53    | 0.45%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                | Structured Asset Mortgage Investments II Trust 2006-AR5                          | CUSIP: 86360JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       281192 | PA      | $199133.57      | 0.00%             | 2046-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                               | Cameron LNG LLC                                                                  | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      8998000 | PA      | $7802013.37     | 0.04%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QSQK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13170449 | PA      | $13581589.86    | 0.08%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                    | Verus Securitization Trust 2023-2                                                | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2041000 | PA      | $2053314.37     | 0.01%             | 2068-03-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LTD                                          | Greenko Power II Ltd                                                             | CUSIP: 000000000<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |      6380000 | PA      | $6085435.40     | 0.03%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                | Bain Capital Credit CLO 2020-2 Ltd                                               | CUSIP: 05683EAW2<br>LEI: 254900JJEDONFKODOF95 | Long             | ABS-CBDO         | CORP              | KY        |       550000 | PA      | $550550.06      | 0.00%             | 2034-07-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4627666 | PA      | $4692510.28     | 0.03%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 14983AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2705744 | PA      | $83695.43       | 0.00%             | 2036-09-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                | Morgan Stanley Mortgage Loan Trust 2006-16AX                                     | CUSIP: 617487AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3471327 | PA      | $540752.17      | 0.00%             | 2036-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3131XTGM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       112036 | PA      | $105175.72      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                      | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     13588000 | PA      | $12378829.83    | 0.07%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    101973700 | PA      | $76352807.88    | 0.43%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2006-11CB                                                 | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1355457 | PA      | $606758.48      | 0.00%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                       | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6677000 | PA      | $6466203.77     | 0.04%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-B                                                  | CUSIP: 009691AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1749300 | PA      | $1707040.76     | 0.01%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                              | Vail Resorts Inc                                                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       123000 | PA      | $123768.75      | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd                                       | Regatta XIX Funding Ltd                                                          | CUSIP: 75888EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1020000 | PA      | $1020916.67     | 0.01%             | 2035-04-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                            | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |        72000 | PA      | $67355.54       | 0.00%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     17252000 | PA      | $17985972.54    | 0.10%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2017-I Ltd                                                          | CUSIP: 17181PAG4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251767.08      | 0.00%             | 2037-04-21      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       781000 | PA      | $798984.79      | 0.00%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer                                | LendingClub Rated Notes Issuer Trust Series 2025-P1                              | CUSIP: 525943AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10127333 | PA      | $10180021.68    | 0.06%             | 2031-06-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                | CFCRE Commercial Mortgage Trust 2016-C3                                          | CUSIP: 12531WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5497000 | PA      | $16210.10       | 0.00%             | 2048-01-10      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                                | Medical Solutions Holdings Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1587000 | PA      | $320050.29      | 0.00%             | 2029-11-01      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                      | OZLM XVIII Ltd                                                                   | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |      1439509 | PA      | $1440673.28     | 0.01%             | 2031-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1663000 | PA      | $1715964.24     | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                          | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $346998.40      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                       | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       130000 | PA      | $128510.42      | 0.00%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                              | Altria Group Inc                                                                 | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      7491000 | PA      | $5742009.49     | 0.03%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                | Structured Asset Mortgage Investments II Trust 2006-AR4                          | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1541083 | PA      | $1354508.78     | 0.01%             | 2036-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                         | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       107000 | PA      | $109149.20      | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                                          | GCAT 2022-CM1 Trust                                                              | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       267384 | PA      | $251972.66      | 0.00%             | 2066-12-27      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                          | OHA Loan Funding 2016-1 Ltd                                                      | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3764770.13     | 0.02%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                        | Brightstar Lottery PLC                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       323000 | PA      | $321549.21      | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1160000 | PA      | $1168460.81     | 0.01%             | 2043-07-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                | CarVal CLO VC Ltd                                                                | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250564.90      | 0.00%             | 2034-10-15      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                        | CDS CMBX.NA.BBB-.9                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-168480.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                 | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |       464175 | PA      | $626987.19      | 0.00%             | 2033-04-21      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                       | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12470000 | PA      | $11218908.59    | 0.06%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                            | Ohio Power Co                                                                    | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      2332000 | PA      | $2168768.14     | 0.01%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307MRC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        83247 | PA      | $80624.01       | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                       | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4559000 | PA      | $4363500.51     | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                           | COMM 2016-667M Mortgage Trust                                                    | CUSIP: 12636GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       146760 | PA      | $108498.30      | 0.00%             | 2036-10-10      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       152784 | PA      | $148963.61      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                 | American Home Mortgage Assets Trust 2006-3                                       | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       561215 | PA      | $368659.75      | 0.00%             | 2046-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                        | CDS CMBX.NA.BBB-.9                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-38919.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                   | Legacy Mortgage Asset Trust 2021-GS2                                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13732083 | PA      | $13721376.39    | 0.08%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138ALJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        73045 | PA      | $74806.69       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                  | AGL Core CLO 38 Ltd                                                              | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | KY        |      3370000 | PA      | $3377690.00     | 0.02%             | 2038-01-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| TVC DSCR_21-1: A                                              | TVC DSCR_21-1: A                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13512334 | PA      | $12456738.62    | 0.07%             | 2028-03-25      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       893000 | PA      | $912996.45      | 0.01%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       232698 | PA      | $228790.11      | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO XXIX Ltd                                                        | CUSIP: 09630KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1080000 | PA      | $1082246.18     | 0.01%             | 2034-07-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                     | Anchorage Capital CLO 6 Ltd                                                      | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |      4570000 | PA      | $4585995.00     | 0.03%             | 2038-07-22      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       559666 | PA      | $560609.39      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                      | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3325000 | PA      | $3345670.20     | 0.02%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2021-LBA                                                                | CUSIP: 05609BBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4055272 | PA      | $4045134.32     | 0.02%             | 2036-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                                     | Wellington Management CLO 1 Ltd                                                  | CUSIP: 94957JAA2<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |       250000 | PA      | $250321.80      | 0.00%             | 2036-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                 | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1330000 | PA      | $1329584.38     | 0.01%             | 2039-03-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                    | Morgan Stanley ABS Capital I Inc Trust 2005-HE1                                  | CUSIP: 61744CKH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       819807 | PA      | $780075.89      | 0.00%             | 2034-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2024-5                                    | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1184254 | PA      | $1185820.55     | 0.01%             | 2054-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                                  | Kaspi.KZ JSC                                                                     | CUSIP: 000000000<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      8415000 | PA      | $8629161.75     | 0.05%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                   | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5525000 | PA      | $5508004.05     | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                       | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12915000 | PA      | $12885953.13    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179NJB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        42353 | PA      | $40874.97       | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                      | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12149125 | PA      | $327201.46      | 0.00%             | 2052-03-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19090000 | PA      | $341730.09      | 0.00%             | 2052-09-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1390000 | PA      | $957874.10      | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                 | First Franklin Mortgage Loan Trust 2006-FF13                                     | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1789300 | PA      | $1152368.91     | 0.01%             | 2036-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                        | CDS CMBX.NA.BBB-.9                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $-202176.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                    | Navient Private Education Loan Trust 2020-A                                      | CUSIP: 63941FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       858300 | PA      | $856023.58      | 0.00%             | 2068-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       388679 | PA      | $357366.13      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                       | GSR Mortgage Loan Trust 2007-OA2                                                 | CUSIP: 3622NCAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       763747 | PA      | $439724.68      | 0.00%             | 2047-06-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36180DVB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        52114 | PA      | $48717.12       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                                       | Regatta 32 Funding Ltd                                                           | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2550000 | PA      | $2560462.65     | 0.01%             | 2038-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| APCOA HOLDINGS GMBH                                           | APCOA GROUP GMBH                                                                 | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |      1617000 | PA      | $1922305.51     | 0.01%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8259513 | PA      | $8285324.12     | 0.05%             | 2039-02-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X7YB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1193703 | PA      | $1050510.30     | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                        | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       646000 | PA      | $642124.00      | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                    | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1280000 | PA      | $1282604.80     | 0.01%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CML LAKE TAHOE RESORT HOTEL 10-26                             | CML LAKE TAHOE RESORT HOTEL 10-26                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9699000 | PA      | $9547700.45     | 0.05%             | 2026-10-25      | Floating      | 7.24%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138E2GK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        36579 | PA      | $37446.84       | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | Rad CLO 15 Ltd                                                                   | CUSIP: 750103AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2430000 | PA      | $2441409.34     | 0.01%             | 2040-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QQ4J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       549626 | PA      | $570463.99      | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                      | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    282189000 | PA      | $17478226.20    | 0.10%             | 2033-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                      | NIDDA HEALTHCARE HOLDING GMBH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      1078000 | PA      | $1286921.69     | 0.01%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                              | T-Mobile USA Inc                                                                 | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2975000 | PA      | $3069781.06     | 0.02%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3142GSXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2668667 | PA      | $2761276.33     | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2694429 | PA      | $2712515.71     | 0.02%             | 2064-01-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     28074000 | PA      | $29112358.44    | 0.16%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                             | OCP Aegis CLO 2024-39 Ltd                                                        | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       310000 | PA      | $310974.05      | 0.00%             | 2037-01-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1517721 | PA      | $1487044.48     | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2020-8R Ltd                                                              | CUSIP: 670898AQ8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |       750052 | PA      | $751004.34      | 0.00%             | 2036-10-17      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                      | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27069803 | PA      | $1288168.01     | 0.01%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1733342 | PA      | $1661150.26     | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DQB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4100911 | PA      | $4225316.67     | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     59275000 | PA      | $48957445.31    | 0.27%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                       | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1078000 | PA      | $1322484.98     | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                            | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |        95000 | PA      | $94967.34       | 0.00%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0324A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -2982000 | PA      | $-2888736.97    | -0.02%            | 2040-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-192040.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7U87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2994 | PA      | $3104.92        | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                             | Generate Clo 13 Ltd                                                              | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |      2600000 | PA      | $2605950.10     | 0.01%             | 2037-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                 | BLP Commercial Mortgage Trust 2023-IND                                           | CUSIP: 055531AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1941404 | PA      | $1940797.71     | 0.01%             | 2040-03-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                              | DEUTSCHE BANK AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1600000 | PA      | $1850678.50     | 0.01%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                              | COLT 2025-8 Mortgage Loan Trust                                                  | CUSIP: 19689DAE9<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |       699000 | PA      | $704242.57      | 0.00%             | 2070-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                             | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       892000 | PA      | $857212.00      | 0.00%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $143842.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                              | Flatiron CLO 25 Ltd                                                              | CUSIP: 33883XAA8<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |      1140000 | PA      | $1144362.32     | 0.01%             | 2037-10-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                           | Meritage Homes Corp                                                              | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        23675 | NS      | $1714780.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rad CLO Ltd                                                   | Rad CLO 18 Ltd                                                                   | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250789.50      | 0.00%             | 2037-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                   | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5214819 | PA      | $5214818.85     | 0.03%             | 2038-07-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                        | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13926000 | PA      | $13596493.43    | 0.08%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                       | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       883000 | PA      | $925557.95      | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       246000 | PA      | $250422.10      | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                        | SierraCol Energy Andina LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       248000 | PA      | $240637.50      | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIGEAC AERO SA                                                | FIGEAC AERO SA                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      7240000 | PA      | $8478871.70     | 0.05%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       118898 | PA      | $125295.65      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       516811 | PA      | $476020.70      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                         | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      2643000 | PA      | $2118813.31     | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     11520000 | PA      | $11994202.94    | 0.07%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                  | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3742139 | PA      | $3750066.76     | 0.02%             | 2032-05-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                          | ACE Securities Corp Home Equity Loan Trust Series 2006-CW1                       | CUSIP: 00441QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       213365 | PA      | $175884.24      | 0.00%             | 2036-07-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       483000 | PA      | $493654.01      | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WCZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2119141 | PA      | $2081928.81     | 0.01%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     36802000 | PA      | $29466038.74    | 0.17%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                | BRAVO 2024-NQM6                                                                  | CUSIP: 05613JAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $252760.35      | 0.00%             | 2064-08-01      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                         | Sixth Street CLO XVIII Ltd                                                       | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1020000 | PA      | $1022489.92     | 0.01%             | 2038-10-17      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418MRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       454984 | PA      | $465951.58      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                        | AUST 10Y BOND                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         3024 | NC      | $-860428.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                        | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10244610 | PA      | $8910493.37     | 0.05%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                            | A&D Mortgage Trust 2023-NQM5                                                     | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-MBS          | CORP              | US        |      7771895 | PA      | $7898101.07     | 0.04%             | 2068-11-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                      | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       423000 | PA      | $437108.32      | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4926871 | PA      | $4935879.92     | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307MX43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       287107 | PA      | $280896.00      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21262455 | PA      | $20439270.49    | 0.11%             | 2063-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                       | Bryant Park Funding 2024-25 Ltd                                                  | CUSIP: 117913AJ2<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $505626.50      | 0.00%             | 2038-01-18      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC Mortgage-Backed Trust Series 2006-4                                         | CUSIP: 12637HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       724202 | PA      | $372517.76      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307NGG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       459254 | PA      | $447851.20      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QGS24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1322299 | PA      | $1272377.85     | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3144500 | PA      | $3195273.30     | 0.02%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       207500 | PA      | $168590.10      | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XHDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       130889 | PA      | $113041.58      | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2836000 | PA      | $2781635.30     | 0.02%             | 2064-01-25      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                      | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       111000 | PA      | $115898.71      | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4459318 | PA      | $3493733.68     | 0.02%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman CLO XXI Ltd                                                     | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |      6960000 | PA      | $6987863.66     | 0.04%             | 2039-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                            | First Horizon Corp                                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |        35657 | NS      | $806204.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3465768 | PA      | $3480395.39     | 0.02%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30307995 | PA      | $26114734.80    | 0.15%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                        | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       240000 | PA      | $234529.97      | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                            | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       276352 | PA      | $276352.42      | 0.00%             | 2037-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138MKSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        14042 | PA      | $13816.04       | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                          | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       116000 | PA      | $117406.27      | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                   | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       416000 | PA      | $375838.20      | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFCP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        20687 | PA      | $20350.27       | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                  | CUSIP: 94989XBF1<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |       227097 | PA      | $4.63           | 0.00%             | 2048-12-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                         | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |        11000 | PA      | $11389.36       | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                 | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       200000 | PA      | $237847.50      | 0.00%             | 2042-10-27      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XXXVII                                                                | CUSIP: 03769FAA9<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |       455000 | PA      | $455883.93      | 0.00%             | 2034-10-22      | Floating      | 10.89%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       383000 | PA      | $402051.55      | 0.00%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                             | Park Blue CLO 2022-II Ltd                                                        | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |      1460000 | PA      | $1464633.89     | 0.01%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND Mortgage Trust                                   | INV 2024-IND Mortgage Trust                                                      | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4830000 | PA      | $4793775.00     | 0.03%             | 2041-11-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EHT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        46980 | PA      | $47310.43       | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                     | College Ave Student Loans 2021-B LLC                                             | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        71685 | PA      | $67480.22       | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Act                                | Prodigy Finance CM2021-1 DAC                                                     | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |        85029 | PA      | $87561.52       | 0.00%             | 2051-07-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                                 | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      2430000 | PA      | $2562351.50     | 0.01%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       755187 | PA      | $783119.73      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                 | UBS Commercial Mortgage Trust 2018-C15                                           | CUSIP: 90278LAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1490778.15     | 0.01%             | 2051-12-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                              | Owl Rock CLO XVIII LLC                                                           | CUSIP: 69122HAA8<br>LEI: 254900IC5H3CWUYT6A39 | Long             | ABS-CBDO         | CORP              | US        |      3925000 | PA      | $3940085.35     | 0.02%             | 2036-07-24      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                | CFMT 2024-HB15 LLC                                                               | CUSIP: 15723AAC5<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |       265016 | PA      | $258960.09      | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                      | OZLM XXIV Ltd                                                                    | CUSIP: 67113DBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $750629.93      | 0.00%             | 2032-07-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                             | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       153000 | PA      | $157671.24      | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LATCH INC                                                     | LATCH INC                                                                        | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        49166 | NC      | $4.92           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BX Trust                                                      | BX Trust 2024-PAT                                                                | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8022000 | PA      | $8052136.25     | 0.05%             | 2041-03-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                       | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       461000 | PA      | $440945.85      | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                 | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       300000 | PA      | $355407.83      | 0.00%             | 2042-10-27      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2017-1 Ltd                                                    | CUSIP: 77340EAW6<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |      4827000 | PA      | $4833653.05     | 0.03%             | 2034-04-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Lo                                | EDvestinU Private Education Loan Issue No 4 LLC                                  | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2104063 | PA      | $2107843.26     | 0.01%             | 2040-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                         | CDS PITNEY BOWES INC                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $810.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         6150 | PA      | $5827.84        | 0.00%             | 2065-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |       668631 | PA      | $903914.98      | 0.01%             | 2032-05-16      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                        | Diamondback Energy Inc                                                           | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     42090000 | PA      | $39106829.58    | 0.22%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53782700 | PA      | $44481195.95    | 0.25%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFBM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1583153 | PA      | $1442646.72     | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $14093.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1420441 | PA      | $1457443.08     | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/                                | First Citizens BancShares Inc/NC                                                 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         1170 | NS      | $2093317.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF EUROPE FINANCE BV                                          | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $609347.71      | 0.00%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2025-IV Ltd                                                         | CUSIP: 12575MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       890000 | PA      | $894530.10      | 0.01%             | 2038-10-24      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                         | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      1185000 | PA      | $1241653.67     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9QK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       636345 | PA      | $645837.46      | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31415VYB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13301 | PA      | $13838.95       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                         | CDS AMERICAN ELECTRIC POWER CO INC                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1140353.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35118700 | PA      | $34821014.23    | 0.20%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16474274 | PA      | $14224065.87    | 0.08%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2023-DELC                                                               | CUSIP: 05610DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       461000 | PA      | $465033.75      | 0.00%             | 2038-05-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                      | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    138700000 | PA      | $23944627.51    | 0.13%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                      | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100121.70      | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                 | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      1568000 | PA      | $1646117.76     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16056689 | PA      | $14620473.17    | 0.08%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                       | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       245000 | PA      | $254316.13      | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                                 | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |       492000 | PA      | $662113.62      | 0.00%             | 2049-06-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                              | Owl Rock CLO VII LLC                                                             | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       290000 | PA      | $288550.00      | 0.00%             | 2038-04-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0226A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48444000 | PA      | $41699485.83    | 0.23%             | 2055-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                      | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       141000 | PA      | $116704.88      | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1207000 | PA      | $1228425.94     | 0.01%             | 2042-08-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1713979 | PA      | $1576674.96     | 0.01%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QG3H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       954144 | PA      | $825802.62      | 0.00%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31414FQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2926 | PA      | $2994.08        | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VNOM SUB INC                                                  | Vnom Sub Inc                                                                     | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     32793000 | PA      | $32798738.78    | 0.18%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15450000 | PA      | $16133114.95    | 0.09%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                               | CDS CDX.NA.HY.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $11406405.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                       | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       308000 | PA      | $320685.86      | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                 | Ballyrock CLO 2020-2 Ltd                                                         | CUSIP: 05876EAE9<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250044.35      | 0.00%             | 2031-10-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Together Asset Backed Securiti                                | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |       223000 | PA      | $300345.17      | 0.00%             | 2057-01-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA Inc                                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10665000 | PA      | $11009292.12    | 0.06%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2377928 | PA      | $2294532.38     | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DWDM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5304707 | PA      | $5017699.23     | 0.03%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34239509 | PA      | $699913.78      | 0.00%             | 2029-05-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| VERITAS NEWCO PFD                                             | VERITAS NEWCO PFD                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        13357 | NS      | $303871.75      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     16102000 | PA      | $15704600.39    | 0.09%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                     | Anchorage Capital Clo 17 Ltd                                                     | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | KY        |     11115000 | PA      | $11131209.00    | 0.06%             | 2038-02-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2283273 | PA      | $1975116.65     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                   | Southern Co/The                                                                  | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     12203000 | PA      | $12077829.80    | 0.07%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                         | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       485000 | PA      | $504251.45      | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                          | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       397000 | PA      | $404569.20      | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 31427MYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8203033 | PA      | $8312664.18     | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        43759 | PA      | $42490.84       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                   | Visio 2022-1 Trust                                                               | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2429000 | PA      | $2418289.81     | 0.01%             | 2057-08-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                      | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     13199000 | PA      | $13443181.50    | 0.08%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor                                | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF1              | CUSIP: 65536PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       500900 | PA      | $88512.74       | 0.00%             | 2036-05-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $184755.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       297343 | PA      | $291330.68      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                    | Verus Securitization Trust 2024-7                                                | CUSIP: 924925AG5<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |       870000 | PA      | $872110.36      | 0.00%             | 2069-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                | Ellington Financial Mortgage Trust 2022-4                                        | CUSIP: 268432AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2288000 | PA      | $2258575.63     | 0.01%             | 2067-09-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                     | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1706000 | PA      | $1521384.53     | 0.01%             | 2062-04-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                                | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2708000 | PA      | $2753324.88     | 0.02%             | 2040-07-15      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                 | NYC Commercial Mortgage Trust 2025-300P                                          | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       904000 | PA      | $913423.39      | 0.01%             | 2042-07-13      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                      | Florida Power & Light Co                                                         | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      5738000 | PA      | $4005706.41     | 0.02%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        13728 | PA      | $12939.67       | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                      | Allison Transmission Inc                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       120000 | PA      | $119181.47      | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2357330 | PA      | $2035891.87     | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                          | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |       876000 | PA      | $897024.00      | 0.01%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                       | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       380000 | PA      | $403805.86      | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2869805 | PA      | $2326462.11     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                    | Navient Private Education Refi Loan Trust 2020-F                                 | CUSIP: 63941XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2590000 | PA      | $2228128.57     | 0.01%             | 2069-07-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Rain City Mortgage Trust                                      | Rain City Mortgage Trust 2024-RTL1                                               | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1197623 | PA      | $1212401.79     | 0.01%             | 2029-11-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5509237 | PA      | $5326969.48     | 0.03%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO                                                  | OCP Euro CLO 2019-3 DAC                                                          | CUSIP: 000000000<br>LEI: 635400AITKFDK9OZEW62 | Long             | ABS-CBDO         | CORP              | IE        |       250000 | PA      | $295847.95      | 0.00%             | 2033-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       165000 | PA      | $155966.33      | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXXIII Ltd                                                  | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2950831 | PA      | $2954232.05     | 0.02%             | 2032-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QEB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7571124 | PA      | $6516985.96     | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                    | CDS CMBX.NA.BBB-.9                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-20386.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                | CFCRE Commercial Mortgage Trust 2016-C3                                          | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       362582 | PA      | $361701.74      | 0.00%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                 | Hermitage 2025 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MSBHAPT1EQBW93 | Long             | ABS-O            | CORP              | GB        |       648000 | PA      | $873214.66      | 0.00%             | 2033-04-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Household Capital                                             | Household Capital 2025-1 RMBS                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      3530000 | PA      | $2328770.24     | 0.01%             | 2087-07-21      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1890518 | PA      | $1944246.05     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XXXIV                                                                 | CUSIP: 03768WAL9<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |      6244000 | PA      | $6255759.33     | 0.04%             | 2035-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                        | Extra Space Storage LP                                                           | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       954000 | PA      | $1013572.60     | 0.01%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                         | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      3513725 | PA      | $4117648.08     | 0.02%             | 2037-06-22      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                | Morgan Stanley Mortgage Loan Trust 2006-16AX                                     | CUSIP: 617487AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1007748 | PA      | $276722.82      | 0.00%             | 2036-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13106413 | PA      | $12747195.47    | 0.07%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                           | Core Scientific Inc                                                              | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       546000 | PA      | $610155.00      | 0.00%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       237788 | PA      | $232978.16      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SONDER HOLDINGS CLS A LEGENDED                                | SONDER HOLDINGS CLS A LEGENDED                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45465 | NS      | $57740.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 54 Senior Loan Fund                                                       | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |      1120832 | PA      | $1121012.71     | 0.01%             | 2029-10-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                       | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       259000 | PA      | $256775.97      | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                                | GOLDSTORY SAS                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      1617000 | PA      | $1971248.73     | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac REMICS                                                               | CUSIP: 3137HKBM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132594300 | PA      | $133597998.75   | 0.75%             | 2055-03-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                 | RFMSI Series 2007-SA4 Trust                                                      | CUSIP: 74959AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       256541 | PA      | $155510.27      | 0.00%             | 2037-10-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| CHINA CITY CONST INTL                                         | CHINA CITY CONSTRUCTION INTERNATIONAL CO LTD                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |       339725 | PA      | $0.00           | 0.00%             | 2017-07-03      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1192465 | PA      | $1150312.21     | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                   | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       506000 | PA      | $686310.62      | 0.00%             | 2060-04-28      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132GTPY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        62443 | PA      | $59164.82       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                         | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       181000 | PA      | $189715.15      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2487000 | PA      | $2437331.08     | 0.01%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133KRVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1917497 | PA      | $1943070.34     | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                      | Duke Energy Progress LLC                                                         | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      5236000 | PA      | $3138462.90     | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2005-11CB                                                 | CUSIP: 12667GJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       463529 | PA      | $371303.86      | 0.00%             | 2025-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                                | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       422000 | PA      | $423070.66      | 0.00%             | 2039-12-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36198QTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        64804 | PA      | $62039.81       | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                            | VIVION INVESTMENTS SARL                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      1616729 | PA      | $1893565.53     | 0.01%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                         | Palmer Square CLO 2020-3 Ltd                                                     | CUSIP: 69701RAY3<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |      1270000 | PA      | $1272264.16     | 0.01%             | 2036-11-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                      | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7100000 | PA      | $129107.82      | 0.00%             | 2053-03-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                             | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       436000 | PA      | $455141.27      | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19193860 | PA      | $16874019.49    | 0.09%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 312943JY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        40793 | PA      | $39924.69       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2104000 | PA      | $2106607.49     | 0.01%             | 2041-10-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                      | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      7320000 | PA      | $7649400.00     | 0.04%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                        | Canyon CLO 2020-3 Ltd                                                            | CUSIP: 13876RAN4<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |      2945000 | PA      | $2955500.40     | 0.02%             | 2037-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                                | Octagon Investment Partners XVII Ltd                                             | CUSIP: 67590GBG3<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |        79470 | PA      | $79477.58       | 0.00%             | 2031-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2020-8R Ltd                                                              | CUSIP: 670898AW5<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $750000.00      | 0.00%             | 2038-10-17      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| HMH Trust                                                     | HMH Trust 2017-NSS                                                               | CUSIP: 40390AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2060000 | PA      | $1730400.00     | 0.01%             | 2031-07-05      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2020-18 Ltd                                                              | CUSIP: 671078BG7<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |       390000 | PA      | $393542.10      | 0.00%             | 2037-07-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22506475 | PA      | $20069953.43    | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105244000 | PA      | $104677700.98   | 0.59%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                       | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |       665000 | PA      | $686170.28      | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       337911 | PA      | $327735.85      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       120028 | PA      | $116536.89      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                     | Anchorage Capital CLO 8 Ltd                                                      | CUSIP: 03329KAY9<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |      2395000 | PA      | $2398278.76     | 0.01%             | 2034-10-27      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                                 | Citicorp Mortgage Securities Trust Series 2007-4                                 | CUSIP: 17312XAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       605459 | PA      | $532561.29      | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X9MV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       365410 | PA      | $347874.15      | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                                    | MAHLE GMBH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      1078000 | PA      | $1310118.00     | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust                                | Goldman Home Improvement Trust 2022-GRN2 Issuer Trust                            | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1045565 | PA      | $1073341.01     | 0.01%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                           | NOVA Chemicals Corp                                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |        95000 | PA      | $91939.10       | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     47387500 | PA      | $44729357.42    | 0.25%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       973325 | PA      | $973020.65      | 0.01%             | 2038-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                    | CDS CMBX.NA.BBB-.10                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-11904.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                  | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2226000 | PA      | $2288289.94     | 0.01%             | 2029-11-10      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus                                | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3690000 | PA      | $3765724.70     | 0.02%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6931000 | PA      | $7170948.79     | 0.04%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138W5MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       186983 | PA      | $171703.72      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                | DBJPM 2017-C6 Mortgage Trust                                                     | CUSIP: 23312JAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5780000 | PA      | $82439.56       | 0.00%             | 2050-06-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7424874 | PA      | $6037564.15     | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                      | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       416000 | PA      | $415767.66      | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132A4RV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2852 | PA      | $2682.29        | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                         | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      1128000 | PA      | $1173289.20     | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                      | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1032000 | PA      | $1010448.12     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                      | Angel Oak Mortgage Trust 2024-11                                                 | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |      3305739 | PA      | $3336945.68     | 0.02%             | 2069-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      9125000 | PA      | $9129932.79     | 0.05%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                | Banc of America Funding 2007-1 Trust                                             | CUSIP: 05951FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        18966 | PA      | $16178.45       | 0.00%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $60358.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                | Bain Capital Credit CLO 2024-2 Ltd                                               | CUSIP: 056921AA7<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |      7880000 | PA      | $7930452.49     | 0.04%             | 2037-07-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                   | Point Broadband Funding LLC                                                      | CUSIP: 73052AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3261000 | PA      | $3333964.22     | 0.02%             | 2055-07-20      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1068318 | PA      | $886231.76      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       377806 | PA      | $250826.38      | 0.00%             | 2037-07-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitization                                | Conseco Finance Securitizations Corp                                             | CUSIP: 20846QEQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2104715 | PA      | $397289.63      | 0.00%             | 2031-05-01      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                      | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       400000 | PA      | $411828.40      | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J7LM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3549782 | PA      | $3265332.35     | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                           | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1697000 | PA      | $1735795.63     | 0.01%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC 2022-NQM3 Trust                                                             | CUSIP: 12661NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3821000 | PA      | $3770916.62     | 0.02%             | 2067-03-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| AMBAC ASSURANCE CORP                                          | Ambac Assurance Corp                                                             | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |       462203 | PA      | $577753.40      | 0.00%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3905000 | PA      | $3944050.00     | 0.02%             | 2027-06-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LT                                | Octagon Investment Partners 46 Ltd                                               | CUSIP: 67577VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3290000 | PA      | $3292994.23     | 0.02%             | 2036-07-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       462000 | PA      | $443211.16      | 0.00%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FJP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        15446 | PA      | $14959.25       | 0.00%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                        | Verizon Communications Inc                                                       | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2202001 | PA      | $2237144.94     | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0206A8<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -1713000 | PA      | $-1415604.97    | -0.01%            | 2055-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                   | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     29005000 | PA      | $27791317.68    | 0.16%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                | CFMT 2024-HB14 LLC                                                               | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |       273805 | PA      | $262435.88      | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                     | CDS VISTRA OPERATIONS CO LLC                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $11952.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                              | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       834000 | PA      | $845980.35      | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | Rad CLO 16 Ltd                                                                   | CUSIP: 75009LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       325000 | PA      | $326575.37      | 0.00%             | 2037-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132M4QV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        42531 | PA      | $40152.15       | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO 2018-2 Ltd                                                      | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1095000 | PA      | $1096762.84     | 0.01%             | 2031-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XXXVI                                                                 | CUSIP: 03769LAE8<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |       625000 | PA      | $626637.56      | 0.00%             | 2034-07-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0306A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -66074000 | PA      | $-58026264.11   | -0.33%            | 2055-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1B PTT                                        | Air Canada 2017-1 Class B Pass Through Trust                                     | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |         7870 | PA      | $7823.14        | 0.00%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                | CDS PITNEY BOWES INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |            1 | NC      | $497.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd                                  | Juniper Valley Park CLO Ltd                                                      | CUSIP: 48206KAS5<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |      2680000 | PA      | $2683644.26     | 0.02%             | 2036-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        51055 | PA      | $49926.55       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                 | Citigroup Mortgage Loan Trust 2007-AHL2                                          | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4167013 | PA      | $2814889.63     | 0.02%             | 2037-05-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                            | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       194635 | PA      | $180405.79      | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                        | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17747000 | PA      | $17151322.30    | 0.10%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                 | Citigroup Mortgage Loan Trust 2007-AHL3                                          | CUSIP: 17312GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3001083 | PA      | $2099927.83     | 0.01%             | 2045-07-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                      | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13853000 | PA      | $8764369.75     | 0.05%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       480716 | PA      | $462379.73      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                | Structured Asset Securities Corp Assistance Loan Trust 2003-AL2                  | CUSIP: 86359AWR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        37986 | PA      | $36316.32       | 0.00%             | 2031-01-25      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                         | Pinnacle West Capital Corp                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     16456000 | PA      | $16923156.71    | 0.09%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6857545 | PA      | $5621439.47     | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36181GFM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       402073 | PA      | $376748.13      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      8172000 | PA      | $8047321.02     | 0.05%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                              | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |       971000 | PA      | $1057907.41     | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Avenue of Americas                                            | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1955000 | PA      | $1980159.68     | 0.01%             | 2042-08-11      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                          | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      5790000 | PA      | $5649592.50     | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133L8GG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8480290 | PA      | $7879926.89     | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                          | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |       333913 | PA      | $451263.25      | 0.00%             | 2066-12-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XLII Ltd                                                    | CUSIP: 04966HAE6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1502070.00     | 0.01%             | 2030-11-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                        | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       160000 | PA      | $163685.44      | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Partners XVI                                                          | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5387770 | PA      | $5408392.23     | 0.03%             | 2037-10-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                      | Hess Midstream Operations LP                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       166000 | PA      | $165812.47      | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                                | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2336945 | PA      | $18068.55       | 0.00%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                           | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     13369000 | PA      | $14265985.30    | 0.08%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31307NSP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       122876 | PA      | $120592.23      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                         | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     40064000 | PA      | $40296451.33    | 0.23%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2890000 | PA      | $2886387.50     | 0.02%             | 2039-01-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                                 | Mastr Asset Backed Securities Trust 2007-HE1                                     | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1318273 | PA      | $1124620.28     | 0.01%             | 2037-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2018-1 Ltd                                                              | CUSIP: 92917AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       376786 | PA      | $377253.05      | 0.00%             | 2031-04-19      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housin                                | Greenpoint Manufactured Housing                                                  | CUSIP: 395383AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       513754 | PA      | $513552.95      | 0.00%             | 2029-12-15      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                    | Akbank TAS                                                                       | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |      6884000 | PA      | $7210990.00     | 0.04%             | N/A             | Fixed         | 9.37%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trus                                | Durst Commercial Mortgage Trust 2025-151                                         | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3270000 | PA      | $3358869.77     | 0.02%             | 2042-08-10      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       172000 | PA      | $180385.00      | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1342246 | PA      | $1319894.29     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $14522693.58    | 0.08%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                | Alternative Loan Trust 2005-59                                                   | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       597797 | PA      | $579308.84      | 0.00%             | 2035-11-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2829000 | PA      | $2854902.32     | 0.02%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                      | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       169000 | PA      | $171613.92      | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       461910 | PA      | $433279.56      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                           | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      1078000 | PA      | $1345714.59     | 0.01%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38382RNJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3264047 | PA      | $552191.17      | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                      | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       111000 | PA      | $113761.01      | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                 | GS Mortgage-Backed Securities Trust 2023-CCM1                                    | CUSIP: 362918AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1022000 | PA      | $1022025.65     | 0.01%             | 2053-08-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                        | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       113000 | PA      | $102414.58      | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solu                                | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       448703 | PA      | $459544.99      | 0.00%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                               | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       704000 | PA      | $663227.78      | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179MAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       835315 | PA      | $808488.45      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                           | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      1070000 | PA      | $1083302.95     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                  | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       260000 | PA      | $237277.87      | 0.00%             | 2052-11-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                              | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      4857000 | PA      | $4323996.22     | 0.02%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                     | Anchorage Capital CLO 7 Ltd                                                      | CUSIP: 03328TBU8<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |      7620000 | PA      | $7660689.28     | 0.04%             | 2037-04-28      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                       | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $100261.36      | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                           | Elmwood CLO II Ltd                                                               | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1607023.84     | 0.01%             | 2037-10-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                 | EchoStar Corp                                                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |        94565 | NS      | $7220983.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| OCP CLO Ltd                                                   | OCP CLO 2025-40 Ltd                                                              | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      6620000 | PA      | $6625076.22     | 0.04%             | 2038-04-16      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       327000 | PA      | $352634.18      | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cassia S.r.l.                                                 | Cassia 2022-1 SRL                                                                | CUSIP: 000000000<br>LEI: 815600A9D6ADF4638276 | Long             | ABS-MBS          | CORP              | IT        |      7561939 | PA      | $8886848.44     | 0.05%             | 2034-05-22      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140Q9U68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       874652 | PA      | $873638.27      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $724164.00      | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                    | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4946.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5792952 | PA      | $4747227.37     | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       400874 | PA      | $385178.30      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |       553195 | PA      | $553494.80      | 0.00%             | 2030-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QKWL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1027254 | PA      | $989185.30      | 0.01%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                      | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104556.90      | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31412N6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        16632 | PA      | $16744.05       | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                             | 245 Park Avenue Trust 2017-245P                                                  | CUSIP: 90187LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       480000 | PA      | $459747.41      | 0.00%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132GVGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       303014 | PA      | $287854.08      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QC6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       129428 | PA      | $126282.76      | 0.00%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-C                                                  | CUSIP: 009733AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8061782 | PA      | $9648326.47     | 0.05%             | 2061-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coast Investment Grade                                        | COAST Commercial Mortgage Trust 2023-2HTL                                        | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2681353 | PA      | $2681353.00     | 0.02%             | 2036-08-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T Inc                                                                         | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      4526000 | PA      | $3836373.92     | 0.02%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                      | Vistra Operations Co LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     18960000 | PA      | $19620225.12    | 0.11%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         8509 | PA      | $8235.90        | 0.00%             | 2040-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                                              | BBAM US CLO I Ltd                                                                | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |      2024000 | PA      | $2026011.86     | 0.01%             | 2038-03-30      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50543500 | PA      | $42574791.57    | 0.24%             | 2055-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QQWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5069179 | PA      | $5227091.90     | 0.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       655000 | PA      | $715181.40      | 0.00%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      1052000 | PA      | $847391.98      | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                      | Bear Stearns ALT-A Trust 2006-2                                                  | CUSIP: 07386HF30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3058457 | PA      | $1956119.03     | 0.01%             | 2036-03-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                      | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       701000 | PA      | $643286.67      | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                              | COLT 2025-8 Mortgage Loan Trust                                                  | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |      2304232 | PA      | $2323423.49     | 0.01%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure                                 | Solaris Energy Infrastructure Inc                                                | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       160618 | NS      | $6419901.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3143000 | PA      | $3177355.25     | 0.02%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2024-PAT                                                                | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3750000 | PA      | $3751171.88     | 0.02%             | 2041-03-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10592000 | PA      | $10708330.88    | 0.06%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                     | College Ave Student Loans 2021-B LLC                                             | CUSIP: 19425AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       293410 | PA      | $272957.45      | 0.00%             | 2052-06-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41380 | PA      | $39236.70       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                        | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $520875.00      | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                          | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       501000 | PA      | $505992.47      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133A7UM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        75865 | PA      | $68571.56       | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                | CWABS Asset-Backed Certificates Trust 2006-14                                    | CUSIP: 23243LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1121786 | PA      | $1161625.28     | 0.01%             | 2037-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       599426 | PA      | $580184.18      | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       951012 | PA      | $943879.41      | 0.01%             | 2034-09-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                    | BFLD Trust 2020-EYP                                                              | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3978000 | PA      | $49728.98       | 0.00%             | 2035-10-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor                                | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-S5               | CUSIP: 65538AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        41935 | PA      | $83599.88       | 0.00%             | 2036-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3905894 | PA      | $3642495.53     | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     41473000 | PA      | $38780330.22    | 0.22%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAE40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       860678 | PA      | $849417.56      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-D                                                  | CUSIP: 009723AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5988324 | PA      | $6611720.83     | 0.04%             | 2060-03-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138X5EH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        51695 | PA      | $51103.44       | 0.00%             | 2028-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                               | Impac CMB Trust Series 2005-6                                                    | CUSIP: 45254NQG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       407257 | PA      | $372311.11      | 0.00%             | 2035-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                               | CDS ITRAXX.XO.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-831834.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2014-5 Ltd                                                               | CUSIP: 67102SAL8<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |        16443 | PA      | $16449.11       | 0.00%             | 2031-04-26      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XHBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       215698 | PA      | $214396.21      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding                                             | Auto1 Car Funding Sarl                                                           | CUSIP: 000000000<br>LEI: 984500380CAE46K6F380 | Long             | ABS-O            | CORP              | LU        |       300000 | PA      | $363165.01      | 0.00%             | 2033-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                              | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |       357000 | PA      | $485910.54      | 0.00%             | 2067-09-22      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1823267 | PA      | $1841259.78     | 0.01%             | 2064-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4110000 | PA      | $4114191.79     | 0.02%             | 2037-07-23      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11955996 | PA      | $9802088.93     | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                    | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12343387 | PA      | $12675314.21    | 0.07%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                          | GLENCORE CAPITAL FINANCE DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      3062000 | PA      | $3587859.07     | 0.02%             | 2032-10-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| MCM 2021-VFN1: CERT CMO/WHOLE                                 | MCM 2021-VFN1: CERT CMO/WHOLE                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17249302 | PA      | $12220933.93    | 0.07%             | 2031-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26268922 | PA      | $22625902.85    | 0.13%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                              | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |       654000 | PA      | $886852.67      | 0.00%             | 2067-09-22      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                   | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       235000 | PA      | $233746.13      | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                                | New Century Home Equity Loan Trust Series 2005-C                                 | CUSIP: 64352VPA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2183388 | PA      | $1912332.71     | 0.01%             | 2035-12-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                     | Fortuna Consumer Loan ABS                                                        | CUSIP: 000000000<br>LEI: 635400FJ7YX914D6HX74 | Long             | ABS-O            | CORP              | IE        |       700000 | PA      | $822210.00      | 0.00%             | 2035-10-18      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36197MRR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       537446 | PA      | $528968.87      | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                     | RMF Buyout Issuance Trust 2021-HB1                                               | CUSIP: 74969TAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3112000 | PA      | $2967814.82     | 0.02%             | 2031-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |        15000 | PA      | $15521.48       | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1731862 | PA      | $1414711.73     | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132CWS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3571609 | PA      | $3303231.23     | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                      | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      1973000 | PA      | $1931677.09     | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                            | Expand Energy Corp                                                               | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      4042000 | PA      | $4057024.15     | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       171716 | PA      | $169307.44      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                   | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     18260000 | PA      | $17514901.43    | 0.10%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                           | Sandstone Peak Ltd                                                               | CUSIP: 800130AS5<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |       710000 | PA      | $711278.00      | 0.00%             | 2034-10-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38379RHB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       571916 | PA      | $15947.76       | 0.00%             | 2057-08-16      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XCUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2878635 | PA      | $2654837.10     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2381000 | PA      | $2076656.39     | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                   | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     17688000 | PA      | $17960289.25    | 0.10%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2006-4                                            | CUSIP: 07325BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       682200 | PA      | $658500.38      | 0.00%             | 2036-12-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138ARZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       165026 | PA      | $165135.32      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                 | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1313993.49     | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                | IndyMac INDX Mortgage Loan Trust 2007-AR19                                       | CUSIP: 45669NAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2400236 | PA      | $1555076.38     | 0.01%             | 2037-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                   | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      8380000 | PA      | $9881336.64     | 0.06%             | 2034-05-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                  | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5549000 | PA      | $5540066.66     | 0.03%             | 2042-08-15      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36178N7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        82583 | PA      | $77304.56       | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        44698 | PA      | $44962.68       | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROJECT KICKERS 19-NOV-2028 CML:TL LOAN/TERM                  | PROJECT KICKERS 19-NOV-2028 CML:TL LOAN/TERM                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      7244177 | PA      | $8500558.09     | 0.05%             | 2030-11-19      | Floating      | 7.01%                 | No            |                  3 | On Loan: No      |
| Brignole CO                                                   | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       197596 | PA      | $234431.71      | 0.00%             | 2042-02-24      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                    | ESSENDI SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |       600000 | PA      | $725151.20      | 0.00%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                | Port Authority of New York & New Jersey                                          | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      2780000 | PA      | $2979800.83     | 0.02%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     36642000 | PA      | $32443914.70    | 0.18%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Se                                | BCMSC Trust 2000-A                                                               | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1121074 | PA      | $78931.69       | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        63262 | PA      | $61090.01       | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                                   | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |       684000 | PA      | $922701.69      | 0.01%             | 2029-07-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-4 Trust   | CUSIP: 939344AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       265768 | PA      | $234563.39      | 0.00%             | 2036-05-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                           | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     22532000 | PA      | $23355143.76    | 0.13%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                      | BAYER AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      1600000 | PA      | $1930223.80     | 0.01%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securiti                                | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |       282576 | PA      | $335227.76      | 0.00%             | 2034-03-21      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |       263176 | PA      | $356149.41      | 0.00%             | 2032-05-16      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Acquisition                                 | Bayview Financial Revolving Asset Trust 2004-B                                   | CUSIP: 073250BF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       132050 | PA      | $61446.88       | 0.00%             | 2039-05-28      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA CMNTY CLG DIST                                 | Los Angeles Community College District/CA                                        | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3990000 | PA      | $4373695.95     | 0.02%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                               | Oaktree CLO 2021-2 Ltd                                                           | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2100000 | PA      | $2100222.60     | 0.01%             | 2035-01-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138X8QR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       263364 | PA      | $260030.37      | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2021-4                                    | CUSIP: 92258DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8166359 | PA      | $7317336.33     | 0.04%             | 2051-12-26      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X9ZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1767998 | PA      | $1634696.51     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       417020 | PA      | $427023.24      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       898000 | PA      | $939525.50      | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2020-III Ltd                                                        | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12140000 | PA      | $12156873.39    | 0.07%             | 2034-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0324A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        54000 | PA      | $52311.13       | 0.00%             | 2040-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       602600 | PA      | $551920.92      | 0.00%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                                | OneMain Direct Auto Receivables Trust 2025-1                                     | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1484000 | PA      | $1511640.39     | 0.01%             | 2037-07-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $102632.00      | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2019-VI Ltd                                                         | CUSIP: 12555XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6170000 | PA      | $6199484.58     | 0.03%             | 2037-07-16      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 38 Ltd                                                                        | CUSIP: 74988FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9490000 | PA      | $9504747.46     | 0.05%             | 2040-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                        | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       118000 | PA      | $115946.25      | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENDINGCLUB RATED NOTES ISSUER                                | LENDINGCLUB RATED NOTES ISSUER TRUST SERIES 2025-P2                              | CUSIP: 525949AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       262000 | PA      | $264041.71      | 0.00%             | 2037-01-15      | Fixed         | 13.02%                | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos Clo Xxv                                                                   | CUSIP: 03762YBH9<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |      6850000 | PA      | $6869113.56     | 0.04%             | 2037-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1357008 | PA      | $1372952.94     | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                                           | RRE 5 Loan Management DAC                                                        | CUSIP: 000000000<br>LEI: 549300D6UNTEPRSJ6X22 | Long             | ABS-CBDO         | CORP              | IE        |      1160000 | PA      | $1367795.43     | 0.01%             | 2037-01-15      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                      | Angel Oak Mortgage Trust 2025-2                                                  | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |      6805405 | PA      | $6868901.18     | 0.04%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 6 Ltd                                                         | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       850000 | PA      | $853089.92      | 0.00%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2750000 | PA      | $2755156.25     | 0.02%             | 2038-04-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                         | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       383000 | PA      | $400598.45      | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                     | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |        45000 | PA      | $40879.91       | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3937592 | PA      | $3941283.88     | 0.02%             | 2042-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                | WMRK Commercial Mortgage Trust 2022-WMRK                                         | CUSIP: 929342AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $2506258.50     | 0.01%             | 2027-11-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                              | COLT 2022-3 Mortgage Loan Trust                                                  | CUSIP: 12659YAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1092152.49     | 0.01%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31417WHE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28978 | PA      | $29995.02       | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                        | Conseco Finance Corp                                                             | CUSIP: 393505F64<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       120818 | PA      | $123005.62      | 0.00%             | 2030-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| LEHMAN BROS CAP TR VII                                        | Lehman Brothers Holdings Capital Trust VII                                       | CUSIP: 524908XA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1888000 | PA      | $0.19           | 0.00%             | N/A             | Variable      | 5.86%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140H36P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       145603 | PA      | $135296.12      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                     | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |      2300000 | PA      | $2746007.03     | 0.02%             | 2034-10-18      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0124A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -7425000 | PA      | $-6641460.09    | -0.04%            | 2040-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QM5X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       299980 | PA      | $265843.99      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                 | AEP Texas Inc                                                                    | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      2546000 | PA      | $1751008.24     | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8688981 | PA      | $7511764.56     | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC 2020-FACT                                                                   | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2484000 | PA      | $2273605.20     | 0.01%             | 2037-10-15      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                           | DBGS 2018-5BP Mortgage Trust                                                     | CUSIP: 33830CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2890000 | PA      | $2658800.00     | 0.01%             | 2033-06-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus                                | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1401000 | PA      | $1433916.07     | 0.01%             | 2032-08-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                              | CSC Holdings LLC                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      1068691 | PA      | $1032954.07     | 0.01%             | 2027-04-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | Rad CLO 7 Ltd                                                                    | CUSIP: 74936GAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       770000 | PA      | $771726.80      | 0.00%             | 2036-04-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        81726 | PA      | $77066.07       | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QEEX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       187898 | PA      | $183614.73      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                   | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      3413000 | PA      | $3419230.98     | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                | Option One Mortgage Loan Trust 2007-FXD1                                         | CUSIP: 68402VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1648105 | PA      | $1417130.35     | 0.01%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                 | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7409304 | PA      | $7406988.43     | 0.04%             | 2039-12-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                           | NOVA Chemicals Corp                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       595000 | PA      | $637926.28      | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1303000 | PA      | $1317649.54     | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     42850000 | PA      | $43010687.50    | 0.24%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                     | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      3297000 | PA      | $3068263.04     | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                          | JSW Hydro Energy Ltd                                                             | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |     11360000 | PA      | $10763600.00    | 0.06%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38381JNH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1356137 | PA      | $1240888.33     | 0.01%             | 2065-05-16      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                | HarborView Mortgage Loan Trust 2007-3                                            | CUSIP: 41164UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1472454 | PA      | $1172285.24     | 0.01%             | 2037-05-19      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                   | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       483000 | PA      | $656610.03      | 0.00%             | 2060-04-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                | Bear Stearns Asset Backed Securities I Trust 2006-HE1                            | CUSIP: 0738796S2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2216969 | PA      | $2172311.83     | 0.01%             | 2035-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                         | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       131000 | PA      | $129464.67      | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0206A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90789000 | PA      | $73154540.48    | 0.41%             | 2055-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                   | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99254.87       | 0.00%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bayswater Park CLO Ltd                                        | Bayswater Park CLO Ltd                                                           | CUSIP: 072929AA0<br>LEI: 254900BXH0PMWI87VS84 | Long             | ABS-CBDO         | CORP              | JE        |       970000 | PA      | $973040.37      | 0.01%             | 2037-01-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-F                                                  | CUSIP: 00971FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18845947 | PA      | $18372130.08    | 0.10%             | 2061-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0626A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -63699000 | PA      | $-65825507.67   | -0.37%            | 2055-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       819000 | PA      | $891664.30      | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                 | First Franklin Mortgage Loan Trust 2006-FF16                                     | CUSIP: 320275AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8853486 | PA      | $3569278.41     | 0.02%             | 2036-12-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ROTOR ACQUISITION CORP FOUNDER SHARES                         | ROTOR ACQUISITION CORP FOUNDER SHARES                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11463 | NS      | $98464.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAS9<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |       454347 | PA      | $453906.58      | 0.00%             | 2030-10-22      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                            | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1408545.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                   | U.S. TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -601 | NC      | $-9390.63       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       750479 | PA      | $750401.66      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                   | Taurus 2025-4 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ARN6VSOEBJXY74 | Long             | ABS-MBS          | CORP              | IE        |       508000 | PA      | $683551.49      | 0.00%             | 2035-08-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133L8AU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4029080 | PA      | $3743971.15     | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1356000 | PA      | $1369752.96     | 0.01%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                      | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      1078000 | PA      | $1285274.36     | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       274142 | PA      | $258755.69      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                | Morgan Stanley Capital I Trust 2016-UBS9                                         | CUSIP: 61766CAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13984000 | PA      | $288959.78      | 0.00%             | 2049-03-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                  | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       174000 | PA      | $165373.10      | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8351000 | PA      | $7599962.84     | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       734732 | PA      | $646255.96      | 0.00%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2282741 | PA      | $2316566.10     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPLT_24-1                                                     | SPLT_24-1                                                                        | CUSIP: 83407R105<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       162328 | PA      | $2569008.45     | 0.01%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                           | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2062000 | PA      | $2069659.92     | 0.01%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        15514 | PA      | $14940.40       | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                                | Milos CLO Ltd                                                                    | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |      1515711 | PA      | $1516698.96     | 0.01%             | 2030-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                         | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       429000 | PA      | $444300.07      | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | CUSIP: 95000GAA2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |      4420000 | PA      | $45556.06       | 0.00%             | 2049-08-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| CRESCENT MIDSTREAM FUND LP MF-BOND                            | CRESCENT MIDSTREAM FUND LP MF-BOND                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2954000 | NS      | $2954000.00     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| SEAGATE DATA STOR                                             | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |        78000 | PA      | $79358.45       | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                  | CSMC 2021-BHAR                                                                   | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       641000 | PA      | $636793.44      | 0.00%             | 2038-11-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                             | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       314000 | PA      | $290942.10      | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                                              | Bbam US Clo V Ltd                                                                | CUSIP: 05556BAA0<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250886.00      | 0.00%             | 2038-07-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group Inc                                  | Hydrofarm Holdings Group Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2094927 | PA      | $1717840.51     | 0.01%             | 2028-10-25      | Floating      | 10.07%                | No            |                  3 | On Loan: No      |
| BAUSCH + LOMB CORP                                            | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $729531.25      | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LUX 2023-LION                                                 | LUX 2023-LION                                                                    | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2293684 | PA      | $2319023.70     | 0.01%             | 2040-08-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-F                                                  | CUSIP: 009703AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14303369 | PA      | $14409742.74    | 0.08%             | 2061-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HET_24                                                        | HET_24                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27891292 | PA      | $28463063.92    | 0.16%             | 2054-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       614416 | PA      | $601542.32      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                    | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       658000 | PA      | $655349.25      | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6191499 | PA      | $6331011.71     | 0.04%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DQXM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10606662 | PA      | $10770120.96    | 0.06%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1787615 | PA      | $1777524.79     | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                         | Silver Point CLO 7 LTD                                                           | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |      1900000 | PA      | $1906455.44     | 0.01%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1665324 | PA      | $1613769.02     | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                                | Golub Capital Partners CLO 76 B Ltd                                              | CUSIP: 38180BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       260000 | PA      | $261300.00      | 0.00%             | 2037-10-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                              | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       566000 | PA      | $566939.56      | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                | First Horizon Alternative Mortgage Securities Trust 2005-AA12                    | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        18077 | PA      | $10900.66       | 0.00%             | 2036-02-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       163446 | PA      | $163548.53      | 0.00%             | 2041-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       997000 | PA      | $988276.25      | 0.01%             | 2034-09-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU                                      | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin  | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1171295.15     | 0.01%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                        | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      2648000 | PA      | $2654058.62     | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                     | Hess Corp                                                                        | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      1812000 | PA      | $1969631.95     | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                    | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2229663 | PA      | $2088948.06     | 0.01%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                      | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |        55000 | PA      | $52909.70       | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4466281 | PA      | $4579544.39     | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                                | Soundview Home Loan Trust 2005-OPT3                                              | CUSIP: 83611MGX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       547041 | PA      | $452400.99      | 0.00%             | 2035-11-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3838506 | PA      | $3124248.62     | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                | New York State Dormitory Authority                                               | CUSIP: 6499022F9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      1470000 | PA      | $1487333.22     | 0.01%             | 2040-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WJXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2236989 | PA      | $2032360.31     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DV6A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       168163 | PA      | $165105.65      | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                       | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       107000 | PA      | $106971.11      | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 3620A6DC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       125792 | PA      | $128998.40      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO                                  | Anchorage Capital Europe CLO 2021-4 DAC                                          | CUSIP: 000000000<br>LEI: 635400DODOOELVF8BK72 | Long             | ABS-CBDO         | CORP              | IE        |       542000 | PA      | $642564.38      | 0.00%             | 2034-04-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                       | AROUNDTOWN FINANCE SARL                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      1725000 | PA      | $2135638.20     | 0.01%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Commercial Mortgage Trust 2020-VIV4                                           | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4397364 | PA      | $4061514.01     | 0.02%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                     | BXP Trust 2017-GM                                                                | CUSIP: 056083AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1240000 | PA      | $1179513.92     | 0.01%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       114642 | PA      | $113474.74      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     84374000 | PA      | $60983286.23    | 0.34%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0404A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3730000 | PA      | $3668062.19     | 0.02%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22261194 | PA      | $19192909.60    | 0.11%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3260000 | PA      | $3266227.25     | 0.02%             | 2036-07-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                | GoTo Group Inc                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |       425000 | PA      | $344250.00      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1280422 | PA      | $1225023.87     | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |       700000 | PA      | $757765.40      | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WOM NEW HOLDCO COMMON                                         | WOM NEW HOLDCO COMMON                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         9330 | NS      | $214590.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       509170 | PA      | $484686.10      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Acquisition                                 | Bayview Financial Revolving Asset Trust 2004-B                                   | CUSIP: 073250BE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5098548 | PA      | $4205996.53     | 0.02%             | 2039-05-28      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2005-4                                            | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        88800 | PA      | $84751.42       | 0.00%             | 2036-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4926485 | PA      | $4940763.50     | 0.03%             | 2041-04-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                 | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       471122 | PA      | $471416.85      | 0.00%             | 2038-04-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                    | Progress Residential 2021-SFR10 Trust                                            | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7220948 | PA      | $7064370.13     | 0.04%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                           | SG Residential Mortgage Trust 2022-2                                             | CUSIP: 78434KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2583000 | PA      | $2544199.21     | 0.01%             | 2062-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                         | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      6993000 | PA      | $6831811.35     | 0.04%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                | Morgan Stanley Capital I Trust 2021-230P                                         | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       460000 | PA      | $425500.00      | 0.00%             | 2038-12-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                               | Hamlin Park CLO Ltd                                                              | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1460000 | PA      | $1465454.71     | 0.01%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DM6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       643403 | PA      | $618570.39      | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51413986 | PA      | $42574615.11    | 0.24%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLEXSYS CAYMAN HOLDINGS LP: TL LOAN/TERM                      | FLEXSYS CAYMAN HOLDINGS LP: TL LOAN/TERM                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      1962310 | PA      | $635297.86      | 0.00%             | 2029-08-01      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                  | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1042000 | PA      | $1040365.00     | 0.01%             | 2042-08-15      | Floating      | 10.90%                | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Se                                | BCMSC Trust 2000-A                                                               | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1554106 | PA      | $103349.47      | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                | Securitized Asset Backed Receivables LLC Trust 2007-BR1                          | CUSIP: 81378KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       329818 | PA      | $138952.38      | 0.00%             | 2037-02-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                | BBCMS Trust 2015-SRCH                                                            | CUSIP: 05547HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       850915 | PA      | $837942.14      | 0.00%             | 2035-08-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                                  | Pierpont BTL 2025-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400SRTLDO3B8L9Y97 | Long             | ABS-MBS          | CORP              | GB        |       151000 | PA      | $206006.89      | 0.00%             | 2062-03-21      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding LI Ltd                                                      | CUSIP: 55821GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2740000 | PA      | $2745123.25     | 0.02%             | 2034-07-19      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                              | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       131000 | PA      | $133663.49      | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                        | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       550000 | PA      | $529565.91      | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Acquisition                                 | Bayview Financial Revolving Asset Trust 2005-A                                   | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1068981 | PA      | $964690.89      | 0.01%             | 2040-02-28      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securiti                                | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |       297536 | PA      | $352880.40      | 0.00%             | 2039-11-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13529675 | PA      | $247042.40      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                           | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       281000 | PA      | $287984.31      | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                           | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103637.20      | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust                                  | SG Mortgage Securities Trust 2006-FRE2                                           | CUSIP: 784208AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       856193 | PA      | $175832.29      | 0.00%             | 2036-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       409718 | PA      | $390478.93      | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                          | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       208000 | PA      | $196046.32      | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                         | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7979000 | PA      | $7945338.59     | 0.04%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38382R3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3176898 | PA      | $538513.16      | 0.00%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                        | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95115.15       | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                      | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1109368 | PA      | $1178370.97     | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                         | Northrop Grumman Corp                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      8014000 | PA      | $6529715.20     | 0.04%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                          | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4627000 | PA      | $4651538.37     | 0.03%             | 2039-10-19      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1425000 | PA      | $1445300.69     | 0.01%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                     | CIM Trust 2025-I1                                                                | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8463123 | PA      | $8547945.01     | 0.05%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                | Merrill Lynch Mortgage Investors Trust Series 2006-OPT1                          | CUSIP: 59022VAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       394673 | PA      | $379034.97      | 0.00%             | 2037-08-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J9L25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1201700 | PA      | $1190246.65     | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                           | Affirm Master Trust                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10743000 | PA      | $10828986.97    | 0.06%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       900924 | PA      | $784286.90      | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS EUR                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-34522.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6128870 | PA      | $5852425.66     | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXVIII Ltd                                                          | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |      2230000 | PA      | $2233439.55     | 0.01%             | 2034-10-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27897000 | PA      | $20351733.28    | 0.11%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                      | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       828000 | PA      | $835101.76      | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PROJECT MIDNIGHTS 22-August-29: TL LOAN/TERM                  | PROJECT MIDNIGHTS 22-August-29: TL LOAN/TERM                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JP        |      9913191 | PA      | $11621184.19    | 0.07%             | 2026-08-22      | Floating      | 5.17%                 | No            |                  3 | On Loan: No      |
| ORACLE CORP                                                   | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5447000 | PA      | $5468279.25     | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16441853 | PA      | $14150661.50    | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                                     | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6139000 | PA      | $6152122.11     | 0.03%             | 2040-08-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                   | CDS PITNEY BOWES INC                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |            1 | NC      | $1063.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138X8XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       156789 | PA      | $154561.62      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3100000 | PA      | $3103875.00     | 0.02%             | 2041-06-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2266439 | PA      | $1845765.37     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1201860.72     | 0.01%             | 2036-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                | RALI Series 2006-QA10 Trust                                                      | CUSIP: 74922NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2239789 | PA      | $1965154.69     | 0.01%             | 2036-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       155000 | PA      | $160600.93      | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                  | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1228180.75     | 0.01%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                      | VF Ukraine PAT via VFU Funding PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |       228819 | PA      | $217377.71      | 0.00%             | 2027-02-11      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27454000 | PA      | $27198763.46    | 0.15%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       321000 | PA      | $316216.78      | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                           | Cheniere Energy Inc                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     41227000 | PA      | $42498451.81    | 0.24%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MSDB Trust                                                    | MSDB Trust 2017-712F                                                             | CUSIP: 55354JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1650000 | PA      | $1552717.32     | 0.01%             | 2039-07-11      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                | Long Beach Mortgage Loan Trust 2006-5                                            | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2878853 | PA      | $1350473.95     | 0.01%             | 2036-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1430000 | PA      | $1417186.49     | 0.01%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        36900 | PA      | $37118.37       | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       526000 | PA      | $530896.53      | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1627382 | PA      | $1628859.29     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                        | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       404000 | PA      | $402926.77      | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                      | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       890000 | PA      | $783017.55      | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2024-6                                    | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       655171 | PA      | $658106.80      | 0.00%             | 2054-12-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                     | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1363000 | PA      | $1384412.73     | 0.01%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                  | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       380000 | PA      | $366192.70      | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Government National Mortgage Association                                         | CUSIP: 38379UZW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3028133 | PA      | $113926.53      | 0.00%             | 2057-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 28 Ltd                                                                        | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |      6320000 | PA      | $6343846.62     | 0.04%             | 2037-04-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                        | CHL Mortgage Pass-Through Trust 2007-9                                           | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1309251 | PA      | $609024.63      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM XIV LP                                                                       | CUSIP: 50184VAR5<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |         5025 | PA      | $5024.99        | 0.00%             | 2031-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro F                                | Last Mile Logistics Pan Euro Finance DAC                                         | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |      2617629 | PA      | $3073220.85     | 0.02%             | 2033-08-17      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GESTAMP AUTOMOCION SA                                         | Gestamp Automocion SA                                                            | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | DBT              | CORP              | ES        |       385000 | PA      | $453795.53      | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                | Chase Mortgage Finance Trust Series 2007-S6                                      | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18849194 | PA      | $7376160.85     | 0.04%             | 2037-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0404A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |       -85000 | PA      | $-83588.55      | -0.00%            | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                 | RFMSI Series 2006-SA4 Trust                                                      | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       181160 | PA      | $152713.54      | 0.00%             | 2036-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133D3NG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1164768 | PA      | $1021772.30     | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                        | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       749000 | PA      | $746036.42      | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                               | United States Treasury Note/Bond                                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     74719500 | PA      | $71596458.02    | 0.40%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132M9GM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        56276 | PA      | $53311.57       | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                   | CDS BORGWARNER INC                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |            1 | NC      | $-16761.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $228120.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                           | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |       752000 | PA      | $732625.70      | 0.00%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132VN3L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1683864 | PA      | $1666362.53     | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                        | CHL Mortgage Pass-Through Trust 2004-29                                          | CUSIP: 12669GHY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        60792 | PA      | $58775.34       | 0.00%             | 2035-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31415AZP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          397 | PA      | $411.61         | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |       600000 | PA      | $808054.38      | 0.00%             | 2031-09-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0506A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199075000 | PA      | $197414149.13   | 1.11%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13175996 | PA      | $10673511.61    | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138YJYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       267026 | PA      | $258622.51      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1983300 | PA      | $2019451.39     | 0.01%             | 2064-06-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                                 | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10950000 | PA      | $10963687.50    | 0.06%             | 2042-02-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                        | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44224804 | PA      | $138808.39      | 0.00%             | 2032-02-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Dowson                                                        | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       408000 | PA      | $551601.62      | 0.00%             | 2031-08-20      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding LXXI Ltd                                                    | CUSIP: 55817DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $249625.00      | 0.00%             | 2038-04-23      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2017-I Ltd                                                          | CUSIP: 17181PAE9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |      3710000 | PA      | $3723096.30     | 0.02%             | 2037-04-21      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                      | SoFi Personal Loan Trust 2024-1                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4038227 | PA      | $4063503.06     | 0.02%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       254229 | PA      | $246453.96      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 V DAC                                         | Virgin Media O2 Vendor Financing Notes V DAC                                     | CUSIP: 000000000<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |      1617000 | PA      | $2247535.81     | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                      | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        48076 | PA      | $22592.57       | 0.00%             | 2060-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                             | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       982519 | PA      | $997314.75      | 0.01%             | 2069-11-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                      | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       847000 | PA      | $874647.77      | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Orchard Park CLO, LTD.                                        | Orchard Park Clo Ltd                                                             | CUSIP: 68563JAC8<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |      1380000 | PA      | $1387976.26     | 0.01%             | 2037-10-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31419DHF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9864 | PA      | $10089.27       | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18480339 | PA      | $15847627.58    | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                   | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1827467 | PA      | $1842628.91     | 0.01%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14759519 | PA      | $12047166.32    | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Sec                                | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       636000 | PA      | $515481.31      | 0.00%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1484700 | PA      | $1525654.56     | 0.01%             | 2065-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                      | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1348000 | PA      | $1276124.24     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                 | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       790000 | PA      | $785636.12      | 0.00%             | 2065-07-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                | Bayview Commercial Asset Trust 2005-4                                            | CUSIP: 07324SCR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2207701 | PA      | $2092084.47     | 0.01%             | 2036-01-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10791434 | PA      | $8301066.53     | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                      | ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1617000 | PA      | $1969379.90     | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                                 | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      3519000 | PA      | $3427955.87     | 0.02%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                         | ECL ENTERTAINMENT LLC                                                            | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |      5675150 | PA      | $5665218.74     | 0.03%             | 2030-08-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J6D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5525561 | PA      | $5510590.80     | 0.03%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                    | ESSENDI SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      1100000 | PA      | $1331601.64     | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II LB PTT                                          | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                     | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21025000 | PA      | $21237892.84    | 0.12%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                              | Flatiron CLO 21 Ltd                                                              | CUSIP: 33883PAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1203636.24     | 0.01%             | 2037-10-19      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QA4A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17031122 | PA      | $16936563.28    | 0.09%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6005969 | PA      | $4887593.73     | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Pool                                                                 | CUSIP: 3133A8S40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       493882 | PA      | $446401.66      | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                       | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12957000 | PA      | $13053659.22    | 0.07%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QGJX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       942322 | PA      | $847865.08      | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                          | ACE Securities Corp Home Equity Loan Trust Series 2007-HE4                       | CUSIP: 00442LAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       204565 | PA      | $32343.24       | 0.00%             | 2037-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       294000 | PA      | $293048.32      | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROBERTSHAW US HOLDING                                         | ROBERTSHAW US HOLDING                                                            | CUSIP: 000000000<br>LEI: 549300NMXRV2JIXFIY04 | Long             | LON              | CORP              | US        |      1795000 | PA      | $17950.00       | 0.00%             | 2027-03-01      | Floating      | 12.23%                | No            |                  3 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE                                | City of San Antonio TX Electric & Gas Systems Revenue                            | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      4375000 | PA      | $4469108.63     | 0.03%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       134552 | PA      | $130368.86      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae                                                                       | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87854000 | PA      | $78416386.84    | 0.44%             | 2055-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132JN7C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       446539 | PA      | $444844.43      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitization                                | Conseco Finance Securitizations Corp                                             | CUSIP: 20846QDV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1224374 | PA      | $162287.98      | 0.00%             | 2032-05-01      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10642701 | PA      | $10068160.39    | 0.06%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                      | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      1230000 | PA      | $1282699.35     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Coinstar Funding, LLC                                         | Coinstar Funding LLC Series 2017-1                                               | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       596375 | PA      | $551646.88      | 0.00%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                               | AMBER FINCO PLC                                                                  | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      1617000 | PA      | $1995363.76     | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14864411 | PA      | $12768055.55    | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36180DSX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       531525 | PA      | $496889.61      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                | Natixis Commercial Mortgage Securities Trust 2018-SOX                            | CUSIP: 63874NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4162000 | PA      | $4102288.20     | 0.02%             | 2038-06-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                               | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       567000 | PA      | $529431.79      | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                                | Golub Capital Partners CLO 77 B Ltd                                              | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2252462 | PA      | $2256957.46     | 0.01%             | 2038-01-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                         | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |        65000 | PA      | $60150.07       | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 3617ALXR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       329406 | PA      | $325716.83      | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS EUR                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-46796.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN Trust                                                    | OPEN Trust 2023-AIR                                                              | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       369920 | PA      | $369920.22      | 0.00%             | 2040-11-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                       | NYMT 2024-RR1 Trust                                                              | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6609238 | PA      | $6573152.51     | 0.04%             | 2064-05-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                          | MEHILAINEN YHTIOT OY                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |      1078000 | PA      | $1292469.98     | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132JMFR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        90339 | PA      | $84744.73       | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140NBEX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       680387 | PA      | $691756.23      | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                   | Freddie Mac Gold Pool                                                            | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       599925 | PA      | $582182.25      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                     | Caesars Entertainment Inc                                                        | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        72600 | NS      | $1962015.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |      1456939 | PA      | $1457878.09     | 0.01%             | 2031-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36286966 | PA      | $36586783.80    | 0.21%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36197MRS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       327580 | PA      | $323087.10      | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                      | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       131000 | PA      | $130821.77      | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                        | Mosaic Solar Loan Trust 2023-1                                                   | CUSIP: 61945VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       370035 | PA      | $352758.89      | 0.00%             | 2053-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                | BRAVO Residential Funding Trust 2024-NQM1                                        | CUSIP: 10570FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       353000 | PA      | $359801.36      | 0.00%             | 2063-12-01      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                | Velocity Commercial Capital Loan Trust 2024-1                                    | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4737454 | PA      | $4795422.80     | 0.03%             | 2054-01-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                         | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       350000 | PA      | $371761.95      | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                          | BANK 2021-BNK35                                                                  | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1583000 | PA      | $1338492.51     | 0.01%             | 2064-06-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                          | SCG Commercial Mortgage Trust 2025-DLFN                                          | CUSIP: 78398EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       532000 | PA      | $530670.00      | 0.00%             | 2035-03-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                    | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |      4397283 | PA      | $4430441.98     | 0.02%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| KSLCMT_25-MAK                                                 | KSLCMT_25-MAK                                                                    | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2840000 | PA      | $2850174.87     | 0.02%             | 2042-06-15      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                                     | Mila 2024-1 BV                                                                   | CUSIP: 000000000<br>LEI: 7245000GAIRCK7Y7VJ68 | Long             | ABS-O            | CORP              | NL        |       170815 | PA      | $202584.80      | 0.00%             | 2041-09-16      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Visio 2020-1 Trust                                            | Visio 2020-1 Trust                                                               | CUSIP: 92837KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1100000 | PA      | $1069071.52     | 0.01%             | 2055-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                      | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       325000 | PA      | $335180.30      | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mortgage Loan Resecuritization                                | Mortgage Loan Resecuritization Trust                                             | CUSIP: 61914WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1227114 | PA      | $1205125.96     | 0.01%             | 2036-04-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140XGPV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1414733 | PA      | $1360130.28     | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                      | Celanese US Holdings LLC                                                         | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        27000 | PA      | $27870.29       | 0.00%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                             | EURO-BTP                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -17 | NC      | $-27559.58      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       294000 | PA      | $271810.20      | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                        | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23204000 | PA      | $22975455.68    | 0.13%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS GBP                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $-69820.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2305000 | PA      | $2182008.68     | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               | CORP              | GB        |            1 | NC      | $64824.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                              | COLT 2020-3 Mortgage Loan Trust                                                  | CUSIP: 12597QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        69724 | PA      | $68928.00       | 0.00%             | 2065-04-27      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140J9Y96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       760630 | PA      | $769870.38      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO ESPIRITO SANTO SA                                       | Banco Espirito Santo SA                                                          | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | PT        |       400000 | PA      | $103316.40      | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom Inc                                                                     | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     26093000 | PA      | $23812495.81    | 0.13%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 24 Ltd                                                                        | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |       500000 | PA      | $501936.05      | 0.00%             | 2037-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                | Countrywide Asset-Backed Certificates                                            | CUSIP: 12666MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         4092 | PA      | $24319.59       | 0.00%             | 2025-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                   | RCKT Mortgage Trust 2024-CES2                                                    | CUSIP: 74938PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       848000 | PA      | $872206.92      | 0.00%             | 2044-04-25      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                                  | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2794000 | PA      | $2815039.10     | 0.02%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                          | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       384000 | PA      | $398732.54      | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5554813 | PA      | $4552070.71     | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       335098 | PA      | $338845.28      | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                           | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       473000 | PA      | $457047.76      | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                           | Sandstone Peak Ltd                                                               | CUSIP: 800130AN6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250270.65      | 0.00%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                        | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       115000 | PA      | $114783.37      | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae II Pool                                                               | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       674388 | PA      | $652739.35      | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERATON SAN DIEGO 7-APRIL-2030 LOAN/TERM                     | SHERATON SAN DIEGO 7-APRIL-2030 LOAN/TERM                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7400000 | PA      | $7410112.84     | 0.04%             | 2030-04-07      | Floating      | 6.97%                 | No            |                  3 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                      | NAK Naftogaz Ukraine via Kondor Finance PLC                                      | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |       783433 | PA      | $613036.11      | 0.00%             | 2028-11-08      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                     | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |            1 | NC      | $133176.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2013-II Ltd                                                         | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |        99268 | PA      | $99429.50       | 0.00%             | 2030-10-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                | Ginnie Mae I Pool                                                                | CUSIP: 36181D7A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       296677 | PA      | $277344.13      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                      | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       486000 | PA      | $486749.41      | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                | CWHEQ Home Equity Loan Trust Series 2006-S3                                      | CUSIP: 23242MAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        29988 | PA      | $74450.22       | 0.00%             | 2029-01-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140X9EC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       489927 | PA      | $466188.50      | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                      | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      1331000 | PA      | $1321837.66     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer LP                                                               | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5582000 | PA      | $5480859.13     | 0.03%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SCI PH PARENT INC                                             | SCI PH PARENT INC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         1875 | NS      | $2490206.25     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Barclays Mortgage Loan Trust                                  | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3013000 | PA      | $3097355.86     | 0.02%             | 2065-05-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                           | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1389000 | PA      | $1390581.10     | 0.01%             | 2040-08-10      | Variable      | 9.46%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                          | Diameter Capital CLO 8 Ltd                                                       | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     22190000 | PA      | $22269970.54    | 0.12%             | 2037-10-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SABENA TECHNICS SAS                                           | SABENA TECHNICS SAS                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      6551690 | PA      | $7692011.23     | 0.04%             | 2029-09-30      | Floating      | 7.00%                 | Yes           |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                      | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       108000 | PA      | $110245.97      | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Lt                                | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      3438000 | PA      | $3096184.80     | 0.02%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                                | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2077000 | PA      | $2077783.24     | 0.01%             | 2043-01-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                    | Fannie Mae Pool                                                                  | CUSIP: 3140JUAJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       245383 | PA      | $242337.76      | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dowson                                                        | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       344000 | PA      | $466087.22      | 0.00%             | 2031-08-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                           | Elmwood CLO VI Ltd                                                               | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3381000 | PA      | $3390282.87     | 0.02%             | 2037-07-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                   | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-247977.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                   | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7491000 | PA      | $7519973.17     | 0.04%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                      | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $102046.70      | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** BlackRock Bond Fund, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer