# EDGAR Filing Document

**Accession Number:** 0001831313
**File Stem:** 0001752724-25-156630
**Filing Date:** 2025-6
**Character Count:** 587912
**Document Hash:** 28f718dcb0cca42af62f39e665c87d14
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156630.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-156630

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TCW ETF Trust
- **CENTRAL INDEX KEY:** 0001831313

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23617
- **FILM NUMBER:** 251075197

**BUSINESS ADDRESS:**
- **STREET 1:** 850 NEW BURTON ROAD, SUITE 201
- **CITY:** DOVER
- **STATE:** DE
- **ZIP:** 19904
- **BUSINESS PHONE:** (212) 756-2000

**MAIL ADDRESS:**
- **STREET 1:** 850 NEW BURTON ROAD, SUITE 201
- **CITY:** DOVER
- **STATE:** DE
- **ZIP:** 19904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Engine No. 1 ETF Trust
- **DATE OF NAME CHANGE:** 20210211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Deer Lane ETF Trust
- **DATE OF NAME CHANGE:** 20201104

## Series and Classes Contracts Data

### TCW Flexible Income ETF (Series ID: S000085545)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000250838 | TCW Flexible Income ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TCW ETF Trust

- **b. Investment Company Act file number:** 811-23617

- **c. CIK number of Registrant:** 0001831313

- **d. LEI of Registrant:** 549300NV06RWMAEJ2V61

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

  - **Street Address 1:** 515 South Flower Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-244-0000

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

- **a. Name of Series:** TCW Flexible Income ETF

- **b. EDGAR series identifier (if any):** S000085545

- **c. LEI of Series:** 5493004ZM793OILX8W61

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $1103622774.93

**Total Liabilities:** $177838844.54

**Net Assets:** $925783930.39

**Delayed Delivery Securities:** $38240995.21

**Cash Not Reported:** $3576358.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1101.92000000 | **1-Year:** -17804.95000000 | **5-Year:** -51772.68000000 | **10-Year:** -40634.64000000 | **30-Year:** -8013.91000000

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

- **3-Month:** -1440.60000000 | **1-Year:** -28798.22000000 | **5-Year:** -66234.33000000 | **10-Year:** -33655.27000000 | **30-Year:** -12113.15000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000250838 | 1.41%                | 0.21%                | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $905704.55               | $5262430.12                                |
| Month 2  | $775213.61               | $-1797153.06                               |
| Month 3  | $142489.88               | $1415909.90                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Progress Residential Trust                                                          | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1211000 | PA      | $1185851.16   | 0.13%             | 2026-05-17      | Fixed         | 4.25%                 | 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        |     90000 | PA      | $90502.20     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                                | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157158.08    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70032.90     | 0.01%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust 2005-AR6                                                 | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2769 | PA      | $2602.90      | 0.00%             | 2035-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2021-3 Ltd                                                    | CUSIP: 77341NBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2806406.40   | 0.30%             | 2038-01-15      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                           | CUSIP: 94984MAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24066 | PA      | $21396.30     | 0.00%             | 2036-10-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XLII LLC                                                             | JG Wentworth XLII LLC                                                            | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146736 | PA      | $132794.77    | 0.01%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1648762.85   | 0.18%             | 2049-03-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                     | NAKED JUICE LLC 2025 FLFO TERM LOAN                                              | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   2224331 | PA      | $2148703.45   | 0.23%             | 2029-01-24      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                      | CUSIP: 61762XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15985117 | PA      | $244374.87    | 0.03%             | 2046-10-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                                                | Cotiviti Corporation 2025 2nd Amendment Term Loan                                | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    376690 | PA      | $369312.58    | 0.04%             | 2032-03-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2004-30CB                                                 | CUSIP: 12667FG41<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770209 | PA      | $759607.15    | 0.08%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUND FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -71 | NC      | $-160538.74   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $680624.00    | 0.07%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                                                              | Taco Bell Funding LLC                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953025 | PA      | $904414.91    | 0.10%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9182923 | PA      | $484051.17    | 0.05%             | 2030-01-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1050000 | PA      | $926047.50    | 0.10%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                                       | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97115 | PA      | $527.48       | 0.00%             | 2052-10-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                            | Amentum Government Services Holdings LLC 2024 Term Loan B                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    349125 | PA      | $345471.41    | 0.04%             | 2031-09-29      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2007-A1                                   | CUSIP: 761136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326039 | PA      | $99126.10     | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | 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              | XX        |    382000 | PA      | $337772.04    | 0.04%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                                            | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $281935.34    | 0.03%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387640 | PA      | $306089.04    | 0.03%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                 | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    695000 | PA      | $573924.05    | 0.06%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCRR PARENT INC                                                                     | CCRR Parent Inc US Acquisition Facility                                          | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    405551 | PA      | $171684.00    | 0.02%             | 2028-03-06      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                                                  | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351813.00    | 0.04%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AAKX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61652 | PA      | $1520.54      | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2620000 | PA      | $2712216.66   | 0.29%             | 2041-12-25      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DS4H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363542 | PA      | $339503.87    | 0.04%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                                       | American Home Mortgage Assets Trust 2007-5                                       | CUSIP: 026936AU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7449 | PA      | $105.96       | 0.00%             | 2047-06-25      | Variable      | 0.07%                 | No            |                  3 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17100000 | PA      | $15932967.75  | 1.72%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2006-A15                                  | CUSIP: 76114DAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508001 | PA      | $165852.70    | 0.02%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2023-NQM3 Trust                                                             | CUSIP: 69380TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $838558.15    | 0.09%             | 2068-11-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-1                                                      | CUSIP: 12547QAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $588607.55    | 0.06%             | 2058-03-25      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAJ7<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1588501.80   | 0.17%             | 2054-04-20      | Fixed         | 10.86%                | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                                | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    249369 | PA      | $246174.28    | 0.03%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2015-CCRE25 Mortgage Trust                                                  | CUSIP: 12593PAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5742887 | PA      | $107.39       | 0.00%             | 2048-08-10      | Variable      | 0.92%                 | No            |                  3 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-P2                                           | CUSIP: 14686TAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000 | PA      | $285288.47    | 0.03%             | 2030-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES5                                                    | CUSIP: 74938KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $869838.31    | 0.09%             | 2044-08-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS CORP                                                        | Frontier Communications Corp 2025 Term Loan B                                    | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246448 | PA      | $245627.07    | 0.03%             | 2031-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $45108.90     | 0.00%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                         | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52092.04     | 0.01%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12600000 | PA      | $12336401.70  | 1.33%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                                           | Santander Consumer Auto Receivables Trust 2021-C                                 | CUSIP: 80281HAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5150 | PA      | $523951.64    | 0.06%             | 2028-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116470.90    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    475000 | PA      | $437470.25    | 0.05%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13767.00     | 0.00%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                                                          | Fidelity Grand Harbour Clo 2023-1 DAC                                            | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |   2140000 | PA      | $2379692.97   | 0.26%             | 2038-02-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                                     | Mid-State Capital Corp 2005-1 Trust                                              | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1698 | PA      | $1695.52      | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2024-SFR4 Trust                                               | CUSIP: 895975AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1480000 | PA      | $1446505.53   | 0.16%             | 2041-11-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    779000 | PA      | $793092.11    | 0.09%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    511000 | PA      | $444166.31    | 0.05%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                               | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51813.32     | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2021-3 Ltd                                               | CUSIP: 05683NAN2<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1179280.80   | 0.13%             | 2034-07-24      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                                                            | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $340051.20    | 0.04%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2004-1                                                    | CUSIP: 78442GKV7<br>LEI: 549300UECCCKC4WVNL14 | Long             | ABS-O            | CORP              | US        |    104262 | PA      | $99591.05     | 0.01%             | 2039-07-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $242802.35    | 0.03%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2316299.60   | 0.25%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                                                       | JDE Peet's NV                                                                    | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $634275.00    | 0.07%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    880000 | PA      | $891712.80    | 0.10%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2006-A1                               | CUSIP: 17309AAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218175 | PA      | $203563.71    | 0.02%             | 2036-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP                                                            | Renaissance Holding Corp 2024 1st Lien Term Loan                                 | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    564345 | PA      | $527896.37    | 0.06%             | 2030-04-05      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-5 LLC                                                                  | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1264729 | PA      | $1265421.57   | 0.14%             | 2029-09-25      | Variable      | 5.69%                 | 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        |     23050 | PA      | $19801.39     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2023-28 Ltd                                                              | CUSIP: 670891AG5<br>LEI: 2138002ZIH5ZX5JB4G62 | Long             | ABS-CBDO         | CORP              | JE        |    900000 | PA      | $903910.50    | 0.10%             | 2036-07-16      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                      | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    675000 | PA      | $654891.75    | 0.07%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-RPL1 LLC                                                               | CUSIP: 69380XAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1491264.16   | 0.16%             | 2064-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53324.70     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                            | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    299000 | PA      | $287503.45    | 0.03%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                                | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118488.23    | 0.01%             | 2032-09-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                                    | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3                   | CUSIP: 59024VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193162 | PA      | $190716.70    | 0.02%             | 2037-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                                         | City Football Group Limited 2024 Term Loan                                       | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    960502 | PA      | $943295.05    | 0.10%             | 2030-07-22      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                     | ABG Intermediate Holdings 2 LLC 2025 Delayed Draw Term Loan                      | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    500000 | PA      | $490312.50    | 0.05%             | 2032-02-13      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                             | Delta Air Lines 2020-1 Class AA Pass Through Trust                               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18273 | PA      | $17135.50     | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31381JN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42010 | PA      | $41786.35     | 0.00%             | 2036-04-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2006-3 Trust                                             | CUSIP: 058931BF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4270 | PA      | $3842.68      | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-86CB                                                 | CUSIP: 12668BFH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232160 | PA      | $132621.41    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4802.05      | 0.00%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $494470.00    | 0.05%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                                      | Golub Capital Partners Clo 42M-R                                                 | CUSIP: 381742AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $805400.00    | 0.09%             | 2036-01-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Sequoia Logistics                                                                   | Sequoia Logistics 2025-1 DAC                                                     | CUSIP: 000000000<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-MBS          | CORP              | IE        |   1350000 | PA      | $1409996.88   | 0.15%             | 2037-02-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                    | Flatiron RR CLO 22 LLC                                                           | CUSIP: 33883QAW5<br>LEI: 5493000CIUZPG6SZO932 | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1126574.50   | 0.12%             | 2034-10-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                               | GFL Environmental Inc 2025 Term Loan B                                           | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    500000 | PA      | $494375.00    | 0.05%             | 2032-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                                             | SolarWinds Holdings Inc 2025 Term Loan                                           | CUSIP: 85554UAB0<br>LEI: 549300GUYI8M0E3S0X29 | Long             | LON              | CORP              | US        |    467924 | PA      | $452863.60    | 0.05%             | 2032-04-16      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                               | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    290000 | PA      | $335488.13    | 0.04%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                                    | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |   1550000 | PA      | $2107851.74   | 0.23%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-55CW                                                 | CUSIP: 12668AMX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180956 | PA      | $119306.75    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    786000 | PA      | $789238.32    | 0.09%             | 2027-07-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3538826 | PA      | $99298.05     | 0.01%             | 2027-05-25      | Variable      | 1.81%                 | 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        |    775000 | PA      | $653604.00    | 0.07%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AZ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283380 | PA      | $195374.10    | 0.02%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                                                               | Heartland Dental LLC / Heartland Dental Finance Corp                             | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $51697.45     | 0.01%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                             | Bayer US Finance II LLC                                                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $184056.25    | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                               | Amcor Finance USA Inc                                                            | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244424.25    | 0.03%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                                              | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                         | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    298822 | PA      | $296464.38    | 0.03%             | 2030-09-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                                   | Amspec Parent LLC 2024 Term Loan                                                 | CUSIP: 03218AAB5<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    162693 | PA      | $162693.18    | 0.02%             | 2031-12-22      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S6 Trust                                                       | CUSIP: 74957VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186101 | PA      | $162613.48    | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $406640.00    | 0.04%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                            | Boost Newco Borrower LLC 2025 USD Term Loan B                                    | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    637937 | PA      | $637404.55    | 0.07%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                             | Farmers Exchange Capital II                                                      | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $530095.50    | 0.06%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                          | KUEHG Corp 2024 Term Loan                                                        | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    202620 | PA      | $202185.90    | 0.02%             | 2030-06-12      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QS3 Trust                                                       | CUSIP: 75116BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371698 | PA      | $309592.47    | 0.03%             | 2037-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151DAC5<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $48710.20     | 0.01%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                       | NYO Commercial Mortgage Trust 2021-1290                                          | CUSIP: 62955HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965000 | PA      | $918630.69    | 0.10%             | 2038-11-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $281517.30    | 0.03%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2022-INV2                                             | CUSIP: 924923AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    864000 | PA      | $862553.06    | 0.09%             | 2067-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    450000 | PA      | $436549.50    | 0.05%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUVEI TECHNOLOGIES CORP                                                             | Nuvei Technologies Corp 2024 Term Loan B1                                        | CUSIP: 69425BAB3<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    500000 | PA      | $497420.00    | 0.05%             | 2031-11-17      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                         | Rollins Inc                                                                      | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1089019.00   | 0.12%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2016-787S Mortgage Trust                                                    | CUSIP: 12635WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $915198.56    | 0.10%             | 2036-02-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                                                            | Farmers Exchange Capital III                                                     | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $77200.40     | 0.01%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                              | Mondelez International Inc                                                       | CUSIP: 609207AF2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237217.88    | 0.03%             | 2035-03-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9500000 | PA      | $8572562.50   | 0.93%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7225000 | PA      | $5732647.35   | 0.62%             | 2055-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                                            | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    678000 | PA      | $658514.28    | 0.07%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                    | Arches Buyer Inc 2021 Term Loan B                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    122442 | PA      | $120161.96    | 0.01%             | 2027-12-06      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9400000 | PA      | $8748772.70   | 0.95%             | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                               | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202842.50    | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    385000 | PA      | $383787.25    | 0.04%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38737.35     | 0.00%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Lease-Backed Certificates                                       | Commercial Mortgage Lease-Backed Certificates Series 2001-CMLB-1                 | CUSIP: 201736AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8388 | PA      | $28.03        | 0.00%             | 2031-06-20      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                                             | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $259490.76    | 0.03%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                               | CUSIP: 31282YJ42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169171 | PA      | $32077.75     | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                               | VOLT XCVI LLC                                                                    | CUSIP: 92873FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994281 | PA      | $994201.36    | 0.11%             | 2051-03-27      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                                     | Mid-State Trust XI                                                               | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       923 | PA      | $919.87       | 0.00%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                                       | Corevest American Finance 2021-1 Trust                                           | CUSIP: 21873LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4459000 | PA      | $213699.36    | 0.02%             | 2053-04-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                        | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $111300.30    | 0.01%             | 2044-05-21      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LEGENCE HOLDINGS LLC                                                                | Legence Holdings LLC 2025 Term Loan B                                            | CUSIP: 75865HAK4<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    498708 | PA      | $492598.84    | 0.05%             | 2028-12-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    270000 | PA      | $243909.90    | 0.03%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88046.00     | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                                                          | McAfee LLC 2024 USD 1st Lien Term Loan B                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    134303 | PA      | $126608.38    | 0.01%             | 2029-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KND83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509862 | PA      | $442432.22    | 0.05%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset                                                | Merrill Lynch Alternative Note Asset Trust Series 2007-A1                        | CUSIP: 59023MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    622256 | PA      | $183639.86    | 0.02%             | 2037-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                       | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    556000 | PA      | $569177.20    | 0.06%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                                      | Golub Capital Partners CLO 69M                                                   | CUSIP: 38179UAD0<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1208034.00   | 0.13%             | 2036-11-09      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC 2021                                    | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1647000 | PA      | $1578774.34   | 0.17%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238367.55    | 0.03%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | CUSIP: 48128YAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $483640.05    | 0.05%             | 2052-03-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2006-CH2                                    | CUSIP: 46629QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422076 | PA      | $254238.98    | 0.03%             | 2029-09-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     71000 | PA      | $60687.96     | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                                  | Century Plaza Towers 2019-CPT                                                    | CUSIP: 12654YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $335599.38    | 0.04%             | 2039-11-13      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center, LLC                                                          | Potomac Energy Center, LLC 2025 Term Loan                                        | CUSIP: 73767TAB2<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    253076 | PA      | $252127.28    | 0.03%             | 2032-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                                                      | Becle SAB de CV                                                                  | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   1790000 | PA      | $1453999.10   | 0.16%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1507261.19   | 0.16%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $279980.50    | 0.03%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                 | General Electric Co                                                              | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48323.08     | 0.01%             | 2036-08-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   7731600 | PA      | $21616.78     | 0.00%             | 2048-11-10      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A5                               | CUSIP: 12566WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708386 | PA      | $660882.03    | 0.07%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAC2<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $343613.12    | 0.04%             | 2043-01-05      | Variable      | 3.66%                 | 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        |   2230069 | PA      | $761590.28    | 0.08%             | 2047-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Lakeshore Intermediate LLC                                                          | Lakeshore Intermediate LLC Term Loan                                             | CUSIP: 51207KAB5<br>LEI: 9845007F777G13ADC933 | Long             | LON              | CORP              | US        |    497429 | PA      | $461211.47    | 0.05%             | 2028-09-29      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                | Bayer US Finance LLC                                                             | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    345000 | PA      | $349836.90    | 0.04%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2804074.20   | 0.30%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    820000 | PA      | $825330.00    | 0.09%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2019-2 Ltd                                                    | CUSIP: 77341GAU4<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1994050.00   | 0.22%             | 2032-08-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR5 Trust                                             | CUSIP: 74332HAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $1863776.77   | 0.20%             | 2029-08-09      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RCJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8161155 | PA      | $962477.61    | 0.10%             | 2037-06-25      | Floating      | 1.90%                 | No            |                  3 | On Loan: No      |
| AGNC Investment Corp                                                                | AGNC Investment Corp                                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |     25500 | NS      | $225165.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shamrock Residential                                                                | Shamrock Residential 2024-1 DAC                                                  | CUSIP: 000000000<br>LEI: 635400DULOLZBZ1GY715 | Long             | ABS-MBS          | CORP              | IE        |   1075000 | PA      | $1214123.12   | 0.13%             | 2078-12-24      | Floating      | 4.57%                 | No            |                  3 | On Loan: No      |
| MGM RESORTS INTL                                                                    | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    527000 | PA      | $519932.93    | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | Csail 2015-C2 Commercial Mortgage Trust                                          | CUSIP: 12634NAV0<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |   4600905 | PA      | $278.81       | 0.00%             | 2057-06-15      | Variable      | 0.70%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    885000 | PA      | $782994.90    | 0.08%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                        | MH Sub I LLC 2023 Term Loan                                                      | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    807370 | PA      | $765992.36    | 0.08%             | 2028-05-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $166306.00    | 0.02%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1576015.36   | 0.17%             | 2036-10-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                                               | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |    430000 | PA      | $491368.59    | 0.05%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MNN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2230782 | PA      | $1936455.08   | 0.21%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                                                 | 522 Funding CLO 2020-6 Ltd                                                       | CUSIP: 33835ABE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1081785.10   | 0.12%             | 2034-10-23      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                    | VB-S1 Issuer LLC - VBTEL                                                         | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2075000 | PA      | $1957906.51   | 0.21%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                            | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    300882 | PA      | $302385.94    | 0.03%             | 2031-05-01      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-C34                                   | CUSIP: 95000DBG5<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   5498631 | PA      | $56513.83     | 0.01%             | 2049-06-15      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                      | CUSIP: 61764XBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67694 | PA      | $0.31         | 0.00%             | 2048-03-15      | Variable      | 0.32%                 | No            |                  3 | On Loan: No      |
| MODIVCARE INC                                                                       | Modivcare Inc 2024 Term Loan B                                                   | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    797980 | PA      | $548363.54    | 0.06%             | 2031-07-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $118.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                               | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $385425.00    | 0.04%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust 2005-10                                                   | CUSIP: 07387AET8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96495 | PA      | $94066.16     | 0.01%             | 2035-10-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LP                                                   | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $903135.93    | 0.10%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2006-7                                                     | CUSIP: 52520QAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182847 | PA      | $21602.10     | 0.00%             | 2036-11-25      | Floating      | 2.11%                 | No            |                  3 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                              | Pertamina Persero PT                                                             | CUSIP: 69370PAH4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $548814.00    | 0.06%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                                              | Natixis Commercial Mortgage Securities Trust 2018-ALXA                           | CUSIP: 63874GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $82778.96     | 0.01%             | 2043-01-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                          | MajorDrive Holdings IV LLC Term Loan B                                           | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    701761 | PA      | $653908.15    | 0.07%             | 2028-06-01      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Lackawanna Energy Center LLC                                                        | Lackawanna Energy Center LLC Term Loan B2                                        | CUSIP: 50550EAC2<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2029-08-06      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-74T1                                                 | CUSIP: 12668AL78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452443 | PA      | $259238.23    | 0.03%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6358 | PA      | $4685.63      | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $250365.00    | 0.03%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                               | Charter Communications Operating LLC 2024 Term Loan B5                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     61559 | PA      | $61416.41     | 0.01%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings Inc                                                                  | Mativ Holdings Inc Delayed Draw Term Loan A                                      | CUSIP: 80854EAJ7<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |     84299 | PA      | $83456.24     | 0.01%             | 2027-05-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136ARP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419906 | PA      | $15719.09     | 0.00%             | 2039-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2006-7 Trust                                             | CUSIP: 05951KBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604363 | PA      | $546212.47    | 0.06%             | 2036-10-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                                               | FRTKL 2021-SFR1                                                                  | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1779000 | PA      | $1681225.98   | 0.18%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    761000 | PA      | $766722.72    | 0.08%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                          | Fertitta Entertainment LLC 2022 Term Loan B                                      | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    126476 | PA      | $123512.41    | 0.01%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    123000 | PA      | $119008.65    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                   | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1105930.80   | 0.12%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-INV1                                             | CUSIP: 924929AG7<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1754522.00   | 0.19%             | 2070-02-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2020-555                                     | CUSIP: 17328EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1292237.39   | 0.14%             | 2041-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    820000 | PA      | $842591.00    | 0.09%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR10 Trust                                            | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1173925 | PA      | $1115190.65   | 0.12%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H6 Mortgage Trust                                                     | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941318 | PA      | $940219.85    | 0.10%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                       | MHC Trust 2021-MHC2                                                              | CUSIP: 55293AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808000 | PA      | $802487.74    | 0.09%             | 2038-05-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                                           | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    400000 | PA      | $409248.00    | 0.04%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Arbour CLO                                                                          | Arbour Clo VII DAC                                                               | CUSIP: 000000000<br>LEI: 635400S59B1EE8UDJW07 | Long             | ABS-CBDO         | CORP              | IE        |   1350000 | PA      | $1529501.13   | 0.17%             | 2038-12-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1250000 | PA      | $1062712.50   | 0.11%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2723550.76   | 0.29%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-N3                                           | CUSIP: 14686RAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18241529 | PA      | $256439.42    | 0.03%             | 2030-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2019-30HY Mortgage Trust                                            | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $724119.92    | 0.08%             | 2039-07-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    405000 | PA      | $378581.85    | 0.04%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2022-SFR3 Trust                                             | CUSIP: 74331UAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1646000 | PA      | $1636439.70   | 0.18%             | 2039-04-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                                                        | Del Amo Fashion Center Trust 2017-AMO                                            | CUSIP: 24500EAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515000 | PA      | $1402207.19   | 0.15%             | 2035-06-05      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                        | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    905850 | PA      | $819631.22    | 0.09%             | 2028-02-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                | Boston Properties LP                                                             | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     10000 | PA      | $9701.40      | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Series 2014-8R                                                              | CUSIP: 12648VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    938445 | PA      | $807718.10    | 0.09%             | 2036-02-27      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2021-RN3 LLC                                                                | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1322456 | PA      | $1318308.90   | 0.14%             | 2051-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    212000 | PA      | $199114.64    | 0.02%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                              | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $379268.16    | 0.04%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                                                         | Asurion LLC 2024 Term Loan B12                                                   | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    181800 | PA      | $174272.74    | 0.02%             | 2030-09-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                                      | RIDE 2025-SHRE                                                                   | CUSIP: 765692AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2494506.50   | 0.27%             | 2047-02-14      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2006-WF1                                    | CUSIP: 46628SAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600891 | PA      | $426418.80    | 0.05%             | 2036-07-25      | Variable      | 6.91%                 | 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              |  | US        |     73000 | PA      | $67811.16     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2092782 | PA      | $1816662.15   | 0.20%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-CES1                                        | CUSIP: 46658CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532852 | PA      | $537180.89    | 0.06%             | 2054-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust   | CUSIP: 93934FLW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17732 | PA      | $17116.93     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                                | Heartland Dental LLC 2024 Term Loan                                              | CUSIP: 42236WAW7<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    284007 | PA      | $281398.86    | 0.03%             | 2028-04-28      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education Assistance Agency                                     | PHEAA Student Loan Trust 2014-3                                                  | CUSIP: 69340JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14867 | PA      | $14624.90     | 0.00%             | 2040-08-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                      | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1372000 | PA      | $1346206.40   | 0.15%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                                   | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    826000 | PA      | $841892.24    | 0.09%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd                                                 | Dechra Pharmaceuticals Holdings Ltd USD Term Loan B                              | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $198438.00    | 0.02%             | 2032-01-27      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2019-JWDR                                  | CUSIP: 95002NAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728000 | PA      | $706601.24    | 0.08%             | 2031-09-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                       | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $2078950.35   | 0.22%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-1187.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edgewater Generation, L.L.C.                                                        | Edgewater Generation LLC 2024 Term Loan B                                        | CUSIP: 28031FAJ9<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |     90509 | PA      | $90452.52     | 0.01%             | 2030-08-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                       | Valvoline Inc                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350588.00    | 0.04%             | 2031-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    210000 | PA      | $73848.60     | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    447000 | PA      | $428413.74    | 0.05%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    791000 | PA      | $678994.40    | 0.07%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR8 Trust                                             | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488000 | PA      | $1453383.91   | 0.16%             | 2038-10-17      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                             | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1144499.95   | 0.12%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $505410.00    | 0.05%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                                                  | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266607 | PA      | $237633.66    | 0.03%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                                                       | Castle US Holding Corporation USD Term Loan B                                    | CUSIP: 14852DAC5<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |    288331 | PA      | $180380.14    | 0.02%             | 2027-01-29      | Floating      | 8.32%                 | No            |                  3 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $117427.89    | 0.01%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 86359BGF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       684 | PA      | $653.58       | 0.00%             | 2034-02-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2322621.42   | 0.25%             | 2069-11-25      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1204042.44   | 0.13%             | 2058-02-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                           | Bausch & Lomb Corporation Term Loan                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    561384 | PA      | $555736.68    | 0.06%             | 2027-05-10      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                       | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                                     | CUSIP: 64985TEX5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     40000 | PA      | $33958.36     | 0.00%             | 2034-03-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1232445.67   | 0.13%             | 2039-01-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                            | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    185000 | PA      | $209214.78    | 0.02%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                              | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    220000 | PA      | $220862.58    | 0.02%             | 2031-02-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Adagio CLO                                                                          | Adagio IV CLO Ltd                                                                | CUSIP: 000000000<br>LEI: 635400LSWYRCKPZTOJ42 | Long             | ABS-CBDO         | CORP              | IE        |    975000 | PA      | $1090447.00   | 0.12%             | 2034-04-15      | Floating      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                     | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    328000 | PA      | $333769.52    | 0.04%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-18215.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                         | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |    100000 | PA      | $95396.21     | 0.01%             | 2031-07-15      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| SREIT Trust                                                                         | STWD Trust 2021-FLWR                                                             | CUSIP: 78485GAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $436845.95    | 0.05%             | 2036-07-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                | Wingstop Funding LLC                                                             | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1477500 | PA      | $1402713.09   | 0.15%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2022-P2                                           | CUSIP: 14686JAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3050 | PA      | $372742.47    | 0.04%             | 2029-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                                                  | II-VI Inc 2024 1st Lien Term Loan B                                              | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    482082 | PA      | $477663.45    | 0.05%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, INC.                                           | RAMP Series 2006-EFC2 Trust                                                      | CUSIP: 749238AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12616 | PA      | $12490.98     | 0.00%             | 2036-12-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc                                           | Dermatology Intermediate Holdings III Inc 2022 Term Loan B                       | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |    498718 | PA      | $462872.60    | 0.05%             | 2029-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                            | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    490000 | PA      | $542068.63    | 0.06%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                                           | Healthpeak Properties Inc 2024 Term Loan A3                                      | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    223979 | PA      | $218379.74    | 0.02%             | 2029-03-01      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S6 Trust                                                       | CUSIP: 74957VAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59673 | PA      | $52141.69     | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2005-QS14 Trust                                                      | CUSIP: 761118JL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100458 | PA      | $87852.68     | 0.01%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    760000 | PA      | $667971.60    | 0.07%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC Term Loan B                                                 | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    625814 | PA      | $626652.81    | 0.07%             | 2031-09-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CERBA HEALTHCARE SASU                                                               | Cerba Healthcare SACA                                                            | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    385000 | PA      | $326116.17    | 0.04%             | 2028-05-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1348464.88  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2010-C1                                             | CUSIP: 36249KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5051785 | PA      | $577.42       | 0.00%             | 2043-08-10      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                                                                      | AGL CLO 13 Ltd                                                                   | CUSIP: 00120JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599844.00    | 0.06%             | 2034-10-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | C-BASS 2007-CB1 TRUST                                                            | CUSIP: 1248MGAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935343 | PA      | $259333.41    | 0.03%             | 2037-01-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2022-4 LLC                                                                  | CUSIP: 693588AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214237 | PA      | $213818.41    | 0.02%             | 2027-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                       | NYO Commercial Mortgage Trust 2021-1290                                          | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $791112.14    | 0.09%             | 2038-11-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract                                            | Lehman ABS Manufactured Housing Contract Trust 2001-B                            | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278121 | PA      | $280917.79    | 0.03%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    934000 | PA      | $883134.36    | 0.10%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| TWITTER INC                                                                         | Twitter Inc Term Loan                                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1609133 | PA      | $1562266.89   | 0.17%             | 2029-10-26      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2022-4                                        | CUSIP: 268432AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $888170.31    | 0.10%             | 2067-09-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2022-3 LLC                                                                  | CUSIP: 693589AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    818942 | PA      | $818996.66    | 0.09%             | 2027-06-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                     | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249602.50    | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | C-BASS 2006-CB7 TRUST                                                            | CUSIP: 12479DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32162 | PA      | $21584.83     | 0.00%             | 2036-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2017-IV Ltd                                                         | CUSIP: 12551JAN6<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $575361.68    | 0.06%             | 2030-10-24      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    704000 | PA      | $370043.52    | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $225500.00    | 0.02%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTNR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15149357 | PA      | $1242626.89   | 0.13%             | 2054-11-25      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    535000 | PA      | $464460.25    | 0.05%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO Ltd                                                                      | CUSIP: 671025AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4395000 | PA      | $2220793.50   | 0.24%             | 2037-01-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160043 | PA      | $2475.45      | 0.00%             | 2045-10-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP 2024 USD Add-on Term Loan B                                  | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    754376 | PA      | $750170.13    | 0.08%             | 2028-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                                 | LCM 35 Ltd                                                                       | CUSIP: 50202QAQ6<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1685890.00   | 0.18%             | 2034-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                      | CAMB Commercial Mortgage Trust 2019-LIFE                                         | CUSIP: 12482HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1047827.55   | 0.11%             | 2037-12-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2011-C2                                           | CUSIP: 617459AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10412143 | PA      | $38310.44     | 0.00%             | 2044-06-15      | Variable      | 0.53%                 | No            |                  3 | On Loan: No      |
| SUEZ                                                                                | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211777.34    | 0.02%             | 2034-05-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                                  | JP Morgan Alternative Loan Trust 2006-S1                                         | CUSIP: 46627MFV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    859169 | PA      | $760671.84    | 0.08%             | 2036-03-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $249132.00    | 0.03%             | 2032-03-27      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR11 Trust                                            | CUSIP: 74333XAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1203515.75   | 0.13%             | 2039-01-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                                          | Arbour CLO VI DAC                                                                | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1694857.65   | 0.18%             | 2037-11-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                        | Stryker Corp                                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1482272.35   | 0.16%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $121559.20    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    259000 | PA      | $264679.87    | 0.03%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145785.00    | 0.02%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5                       | CUSIP: 61761AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22375483 | PA      | $53.70        | 0.00%             | 2045-08-15      | Variable      | 0.20%                 | No            |                  3 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    798000 | PA      | $781313.82    | 0.08%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 45 Senior Loan Fund                                                       | CUSIP: 26244MBC5<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1299200.50   | 0.14%             | 2030-10-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $962262.00    | 0.10%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    751010 | PA      | $625491.04    | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2016-GC36                                    | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5142159 | PA      | $21440.75     | 0.00%             | 2049-02-10      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2007-S8 Trust                                                       | CUSIP: 76200QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132999 | PA      | $90575.89     | 0.01%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                             | HCA Inc                                                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1267774.20   | 0.14%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                               | Dave & Buster's Inc 2024 1st Lien Term Loan B                                    | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    501805 | PA      | $465973.92    | 0.05%             | 2031-11-01      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-CES1                                        | CUSIP: 46658CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1059234 | PA      | $1064253.03   | 0.11%             | 2054-06-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                                                             | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    818000 | PA      | $707692.70    | 0.08%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    942000 | PA      | $858953.28    | 0.09%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                       | First Horizon Alternative Mortgage Securities Trust 2007-FA2                     | CUSIP: 32053LAD4<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |    705772 | PA      | $222196.74    | 0.02%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |   1300000 | PA      | $1781907.73   | 0.19%             | 2035-05-17      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-CES1                                        | CUSIP: 46658XAE5<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |   1539000 | PA      | $1552013.63   | 0.17%             | 2055-05-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                        | Acrisure LLC 2024 1st Lien Term Loan B1                                          | CUSIP: 00488PAU9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    528526 | PA      | $528031.55    | 0.06%             | 2027-02-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    858826 | PA      | $875305.30    | 0.09%             | 2039-10-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR3 Trust | CUSIP: 93934FQU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5484327 | PA      | $254268.19    | 0.03%             | 2046-05-25      | Fixed         | 1.15%                 | No            |                  3 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                               | Global Switch Finance BV                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    725000 | PA      | $777753.99    | 0.08%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                       | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $226137.35    | 0.02%             | 2031-09-05      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2006-1                                                     | CUSIP: 52520MFB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129478 | PA      | $60154.93     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44, Ltd.                                                | Octagon Investment Partners 44 Ltd                                               | CUSIP: 67577LAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $694537.90    | 0.08%             | 2034-10-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                           | Boxer Parent Company Inc 2024 2nd Lien Term Loan                                 | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    368189 | PA      | $349164.58    | 0.04%             | 2032-07-30      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                                             | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8457591 | PA      | $41464.19     | 0.00%             | 2049-05-10      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                                             | Guggenheim Partners LLC 2024 Term Loan B                                         | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219250 | PA      | $219340.90    | 0.02%             | 2031-11-26      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust 2012-C10                                         | CUSIP: 92890NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39718009 | PA      | $357.46       | 0.00%             | 2045-12-15      | Variable      | 0.42%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38376G3S7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1060527 | PA      | $1210.49      | 0.00%             | 2051-08-16      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QH9 Trust                                                       | CUSIP: 749241AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9668066 | PA      | $294744.53    | 0.03%             | 2037-11-25      | Variable      | 0.71%                 | No            |                  3 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1634000 | PA      | $1574661.94   | 0.17%             | 2030-03-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                    | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    385000 | PA      | $398659.80    | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                                               | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $237669.77    | 0.03%             | 2030-04-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    625000 | PA      | $652787.50    | 0.07%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    770000 | PA      | $786085.30    | 0.08%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              |  | US        |   1040000 | PA      | $1037524.80   | 0.11%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                         | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    763000 | PA      | $659773.73    | 0.07%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS18 Trust                                                      | CUSIP: 74922RAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3457074 | PA      | $441797.08    | 0.05%             | 2036-12-25      | Floating      | 2.11%                 | No            |                  3 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company                                | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    835000 | PA      | $837087.50    | 0.09%             | 2028-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Xerox Holdings Corp                                                                 | Xerox Holdings Corp 2023 Term Loan B                                             | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    696926 | PA      | $649883.43    | 0.07%             | 2029-11-17      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                                                 | Elmwood CLO III Ltd                                                              | CUSIP: 29002JAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $1897056.00   | 0.20%             | 2037-07-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PATHWAY VET ALLIANCE LLC                                                            | Pathway Vet Alliance LLC 2025 Tranche A Term Loan A                              | CUSIP: 000000000<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |     14538 | PA      | $14404.97     | 0.00%             | 2028-06-30      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                              | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                 | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1470298 | PA      | $1455241.98   | 0.16%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    882000 | PA      | $887247.90    | 0.10%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NSM TOP HOLDINGS CORP                                                               | NSM Top Holdings Corp 2024 Term Loan                                             | CUSIP: 42237DAH1<br>LEI: 213800VQP5JZREMJQI78 | Long             | LON              | CORP              | US        |     94987 | PA      | $95145.36     | 0.01%             | 2029-05-14      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                    | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2059099.00   | 0.22%             | 2057-07-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| EFS Cogen Holdings I LLC                                                            | EFS Cogen Holdings I LLC 2020 Term Loan B                                        | CUSIP: 26844HAJ6<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |    350951 | PA      | $351645.40    | 0.04%             | 2031-10-03      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2160000 | PA      | $2051471.45   | 0.22%             | 2038-10-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1405650 | PA      | $1171705.45   | 0.13%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385257.60    | 0.04%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                | LXP Industrial Trust                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    160000 | PA      | $140972.80    | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                                                              | Barracuda Networks Inc 2022 Term Loan                                            | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    543414 | PA      | $455758.76    | 0.05%             | 2029-08-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                       | Vistra Operations Company LLC 1st Lien Term Loan B3                              | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    186847 | PA      | $186432.33    | 0.02%             | 2030-12-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $394564.00    | 0.04%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Securitization Corp.                                    | BCMSC Trust 2000-A                                                               | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142144 | PA      | $11696.58     | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center LLC                                                           | Potomac Energy Center LLC Term Loan                                              | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    318472 | PA      | $320064.44    | 0.03%             | 2026-11-12      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1640638.80   | 0.18%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    733916 | PA      | $676120.39    | 0.07%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1119894 | PA      | $1073939.62   | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                                | Grifols Worldwide Operations USA Inc 2019 USD Term Loan B                        | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87976 | PA      | $86845.10     | 0.01%             | 2027-11-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                                                | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |    754845 | PA      | $838109.78    | 0.09%             | 2031-08-17      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                          | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $92649.05     | 0.01%             | 2032-09-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $10156.00     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-7379.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                    | IndyMac INDX Mortgage Loan Trust 2006-AR3                                        | CUSIP: 45660L5S4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68393 | PA      | $46015.76     | 0.00%             | 2036-03-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-10160.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                     | NAKED JUICE LLC 2025 FLSO TERM LOAN                                              | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    246436 | PA      | $157103.09    | 0.02%             | 2029-01-24      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-34                                                   | CUSIP: 02148AAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1255216 | PA      | $558357.28    | 0.06%             | 2046-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                                               | INTELSAT EMERGENCE SA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     11053 | NS      | $443501.63    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Zayo Group Holdings Inc                                                             | Zayo Group Holdings Inc USD Term Loan                                            | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    500000 | PA      | $466562.50    | 0.05%             | 2027-03-09      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $159633.60    | 0.02%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                                            | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $556138.97    | 0.06%             | 2033-11-21      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2022-7 Mortgage Loan Trust                                                  | CUSIP: 12663GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520000 | PA      | $1511598.81   | 0.16%             | 2067-04-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    305000 | PA      | $141089.95    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Mortgage-Backed Trust 2007-5                                                | CUSIP: 22944BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721705 | PA      | $405100.98    | 0.04%             | 2037-08-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                  | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $334400.00    | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CO                                                            | Great Canadian Gaming Corp                                                       | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $740462.95    | 0.08%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                             | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1475000 | PA      | $1287866.75   | 0.14%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                            | Virgin Media Bristol LLC USD Term Loan N                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    221162 | PA      | $218477.89    | 0.02%             | 2028-01-31      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                                    | EOC Borrower LLC Term Loan B                                                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $495207.50    | 0.05%             | 2032-03-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                               | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $407635.87    | 0.04%             | 2032-09-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTH FIELD LLC                                                                     | South Field LLC 2025 Term Loan C                                                 | CUSIP: 83783XAE6<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     22862 | PA      | $22790.26     | 0.00%             | 2031-08-29      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                           | Gainwell Acquisition Corp Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    938445 | PA      | $875541.15    | 0.09%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1023280.70   | 0.11%             | 2040-01-13      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco CLO Ltd                                                                  | CUSIP: 46091AAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $1437255.00   | 0.16%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                               | AMMC CLO 24 Ltd                                                                  | CUSIP: 00177LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $695819.60    | 0.08%             | 2035-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                                   | Great Canadian Gaming Corporation 2024 Term Loan B                               | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    350000 | PA      | $338275.00    | 0.04%             | 2029-11-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                                                                 | Veritiv Corporation Term Loan B                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    568112 | PA      | $564430.72    | 0.06%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1355582.80   | 0.15%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                 | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $307726.61    | 0.03%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                            | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2451719.05   | 0.26%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384YEE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11446373 | PA      | $995198.27    | 0.11%             | 2054-10-20      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113421 | PA      | $64538.23     | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152980.50    | 0.02%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR3 Trust                                                      | FirstKey Homes 2021-SFR3 Trust                                                   | CUSIP: 33768JAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    944000 | PA      | $904534.76    | 0.10%             | 2038-12-17      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $298500.00    | 0.03%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                    | WFRBS Commercial Mortgage Trust 2014-C22                                         | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209623 | PA      | $42.36        | 0.00%             | 2057-09-15      | Variable      | 0.39%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2006-CW2                                    | CUSIP: 46629BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1347444 | PA      | $795349.32    | 0.09%             | 2036-08-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BLN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2925000 | PA      | $7718.49      | 0.00%             | 2043-10-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4181049 | PA      | $82.37        | 0.00%             | 2048-08-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38378B7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    299493 | PA      | $657.45       | 0.00%             | 2054-04-16      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                       | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                                     | CUSIP: 64985TEY3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    135000 | PA      | $113719.82    | 0.01%             | 2034-03-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2845354 | PA      | $2728156.08   | 0.29%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                                            | Showtime Acquisition LLC 2024 1st Lien Term Loan                                 | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |    300661 | PA      | $301412.60    | 0.03%             | 2031-08-13      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660062.00    | 0.07%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                                       | MASTR Alternative Loan Trust 2005-2                                              | CUSIP: 576434J70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5247 | PA      | $5145.97      | 0.00%             | 2035-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    560000 | PA      | $536939.20    | 0.06%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                                      | BCAP LLC Trust 2007-AA2                                                          | CUSIP: 05530NBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2359999 | PA      | $959981.88    | 0.10%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $695118.90    | 0.08%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL INC                                                                     | Oregon Tool Inc 2025 2nd Lien Term Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    717439 | PA      | $537480.02    | 0.06%             | 2029-10-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                                    | Vista Point Securitization Trust Series 2024-CES2                                | CUSIP: 92841YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006969.10   | 0.11%             | 2054-10-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                         | Capital Street Master Trust                                                      | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1100254.10   | 0.12%             | 2028-10-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2015-C31                                   | CUSIP: 94989WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13334924 | PA      | $13389.60     | 0.00%             | 2048-11-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-13                                                   | CUSIP: 02150MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269498 | PA      | $135744.23    | 0.01%             | 2047-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                               | AMMC CLO 31 Ltd                                                                  | CUSIP: 031929AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986126.00    | 0.11%             | 2038-02-20      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2848366.20   | 0.31%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171810.50    | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2006-CW2                                    | CUSIP: 46629BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256056 | PA      | $151088.35    | 0.02%             | 2036-08-25      | Variable      | 6.34%                 | 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        |    850000 | PA      | $803947.00    | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2008-7                                                    | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10122.21     | 0.00%             | 2083-07-26      | Floating      | 6.47%                 | 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        |    213081 | PA      | $213230.86    | 0.02%             | 2030-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                  | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2734000 | PA      | $2959494.58   | 0.32%             | 2054-07-20      | Fixed         | 11.19%                | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                                     | Allegro CLO XVI Ltd                                                              | CUSIP: 01749FAE0<br>LEI: 213800XPKDKUTQ6UKE25 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005303.00   | 0.11%             | 2037-04-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-183205.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                             | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1433667.69   | 0.15%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                  | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    400000 | PA      | $409212.00    | 0.04%             | 2031-03-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $633022.50    | 0.07%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 1248P8AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25382 | PA      | $25234.17     | 0.00%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQTB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1696653 | PA      | $1584729.64   | 0.17%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2020-BNK25                                                                  | CUSIP: 06539WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815000 | PA      | $1552753.37   | 0.17%             | 2063-01-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2020-VIVA                                           | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1058953.56   | 0.11%             | 2044-03-11      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    733000 | PA      | $707037.14    | 0.08%             | 2028-02-15      | Fixed         | 6.63%                 | 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        |   2000000 | PA      | $1884453.20   | 0.20%             | 2034-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                                | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     83000 | PA      | $80818.76     | 0.01%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                                 | DBGS 2021-W52 Mortgage Trust                                                     | CUSIP: 23308LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1297634.72   | 0.14%             | 2036-10-15      | Floating      | 6.74%                 | 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        |    650000 | PA      | $656734.00    | 0.07%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $139119.00    | 0.02%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust 2006-17                                                          | CUSIP: 52523KAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165503 | PA      | $141835.63    | 0.02%             | 2046-08-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                                         | BXHPP Trust 2021-FILM                                                            | CUSIP: 05609JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1050904.08   | 0.11%             | 2036-08-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2017-C4                                            | CUSIP: 90276RBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7915835 | PA      | $162394.14    | 0.02%             | 2050-10-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                                     | CCRR Parent Inc Term Loan B                                                      | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134519 | PA      | $54704.18     | 0.01%             | 2028-03-06      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                                    | UFC Holdings LLC 2024 Term Loan B                                                | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    281355 | PA      | $281398.70    | 0.03%             | 2031-11-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                            | Live Nation Entertainment Inc                                                    | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353775.25    | 0.04%             | 2026-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                          | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $448139.80    | 0.05%             | 2041-06-14      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK INC                                                                       | Blackrock Inc                                                                    | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    730000 | PA      | $848118.51    | 0.09%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | Eleven Madison Trust 2015-11MD Mortgage Trust                                    | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1114500 | PA      | $1102380.48   | 0.12%             | 2035-09-10      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                                            | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    526000 | PA      | $501793.48    | 0.05%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                              | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    655000 | PA      | $595637.35    | 0.06%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                                     | RingCentral Inc                                                                  | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    336000 | PA      | $353851.68    | 0.04%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                                        | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    560000 | PA      | $586280.80    | 0.06%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | C-BASS Mortgage Loan Trust 2007-CB2                                              | CUSIP: 1248MBAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810787 | PA      | $477389.60    | 0.05%             | 2037-02-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187615.90    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                    | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43198.32     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-10334.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                                                    | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $115716.15    | 0.01%             | 2031-06-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                                                                             | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $338764.22    | 0.04%             | 2038-09-05      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2020-SFR3 Trust                                                             | CUSIP: 001807AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1775000 | PA      | $1761424.09   | 0.19%             | 2037-09-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                           | Nelnet Student Loan Trust 2007-1                                                 | CUSIP: 64032EAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $720669.72    | 0.08%             | 2037-08-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                                      | DTI Holdco Inc 2025 Term Loan B                                                  | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |    272232 | PA      | $268362.48    | 0.03%             | 2029-04-26      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJC54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6674605 | PA      | $669540.97    | 0.07%             | 2055-02-25      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                              | CUSIP: 45006HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370000 | PA      | $1348782.95   | 0.15%             | 2047-03-14      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                 | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    395000 | PA      | $290850.35    | 0.03%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                            | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2242555.25   | 0.24%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                     | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    810000 | PA      | $820011.60    | 0.09%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                      | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1617708.10   | 0.17%             | 2034-09-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| NAPA Management Services Corporation                                                | NAPA Management Services Corporation Term Loan B                                 | CUSIP: 63035HAC3<br>LEI: 549300C5SN85QZ48R870 | Long             | LON              | CORP              | US        |   1384703 | PA      | $1239599.91   | 0.13%             | 2029-02-23      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-46CB                                                 | CUSIP: 12667G6W8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223952 | PA      | $155044.24    | 0.02%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                            | Great Outdoors Group LLC 2025 Term Loan B                                        | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     57771 | PA      | $56629.84     | 0.01%             | 2032-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT Capital Corp                                                                 | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    244000 | PA      | $220095.32    | 0.02%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                                  | Element Materials Technology Group US Holdings Inc 2022 USD Term Loan            | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    248866 | PA      | $248476.16    | 0.03%             | 2029-07-06      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH2                                    | CUSIP: 46630MAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565678 | PA      | $280367.34    | 0.03%             | 2030-10-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust 2005-9                                            | CUSIP: 41161PSP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    894777 | PA      | $0.98         | 0.00%             | 2035-06-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2023-NQM2 Trust                                                             | CUSIP: 74390KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1238979.50   | 0.13%             | 2068-08-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                   | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $944881.10    | 0.10%             | 2039-01-15      | Floating      | 7.67%                 | 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        |    360000 | PA      | $229071.60    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                                   | First Franklin Mortgage Loan Trust Series 2007-FF2                               | CUSIP: 32029GAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    641964 | PA      | $300261.32    | 0.03%             | 2037-03-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2022-2                                                | CUSIP: 92538XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846945 | PA      | $805311.13    | 0.09%             | 2067-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2014-UBS5 Mortgage Trust                                                    | CUSIP: 12592KBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2152598 | PA      | $30.14        | 0.00%             | 2047-09-10      | Variable      | 0.68%                 | No            |                  3 | On Loan: No      |
| ARTERA SERVICES LLC                                                                 | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228021.60    | 0.02%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| bmo sba coof trust                                                                  | BMO SBA COOF Trust 2019-1                                                        | CUSIP: 05588XAA4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1799493 | PA      | $72499.95     | 0.01%             | 2045-10-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2739874 | PA      | $2622919.13   | 0.28%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11375736 | PA      | $13774.88     | 0.00%             | 2049-02-10      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    827000 | PA      | $986062.28    | 0.11%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BGME Trust                                                                          | BGME Trust 2021-VR                                                               | CUSIP: 05551XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1196874.24   | 0.13%             | 2043-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                                                            | BAE Systems Holdings Inc                                                         | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248705.00    | 0.03%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTE66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7346012 | PA      | $7290113.41   | 0.79%             | 2054-12-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| OT MIDCO LTD                                                                        | OT Midco Ltd                                                                     | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $572404.00    | 0.06%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                               | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    510000 | PA      | $436804.80    | 0.05%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                           | Structured Asset Mortgage Investments II Trust 2006-AR2                          | CUSIP: 86359LSM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8152 | PA      | $7316.23      | 0.00%             | 2036-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1087846.25   | 0.12%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2015-1 Ltd                                                     | CUSIP: 69689ACA6<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1287863.20   | 0.14%             | 2034-05-21      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1571592.59   | 0.17%             | 2040-01-13      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504771 | PA      | $484057.92    | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1165639.56   | 0.13%             | 2038-08-17      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                                              | FS Commercial Mortgage Trust 2023-4SZN                                           | CUSIP: 30334RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1024761.10   | 0.11%             | 2039-11-10      | Variable      | 10.76%                | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2022-SFR1 Trust                                                             | CUSIP: 00179WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3123986.67   | 0.34%             | 2039-03-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                            | Madison Park Funding XLVIII Ltd                                                  | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    907971 | PA      | $908738.67    | 0.10%             | 2033-04-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Vault DI Issuer LLC                                                                 | Vault DI Issuer LLC                                                              | CUSIP: 92243JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1635870.05   | 0.18%             | 2046-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381AYA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2091 | PA      | $1987.24      | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                                                | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1469363.64   | 0.16%             | 2064-10-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                            | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    216000 | PA      | $204003.36    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-P1                                           | CUSIP: 14688EAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3100 | PA      | $300753.86    | 0.03%             | 2030-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                      | CFMT 2024-NR1 LLC                                                                | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1511603 | PA      | $1517359.30   | 0.16%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                                | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51341.71     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1827354.25   | 0.20%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                                   | Amspec Parent LLC 2024 Delayed Draw Term Loan                                    | CUSIP: 03218AAC3<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     25030 | PA      | $25029.72     | 0.00%             | 2031-12-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                                   | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |    115000 | PA      | $121643.00    | 0.01%             | 2042-05-17      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                       | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1345862.50   | 0.15%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2025-NPL1 Trust                                                             | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905196 | PA      | $1908037.88   | 0.21%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-22                                                   | CUSIP: 02151BBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235543 | PA      | $85851.13     | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-67CB                                                 | CUSIP: 12668AJ89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55565 | PA      | $41049.48     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                              | Banc of America Alternative Loan Trust 2006-5                                    | CUSIP: 05950BAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1451881 | PA      | $1157533.83   | 0.13%             | 2046-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                                     | TEXAS Commercial Mortgage Trust 2025-TWR                                         | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1319775.92   | 0.14%             | 2042-04-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $378996.00    | 0.04%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-85098.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                              | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2147414.63   | 0.23%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                             | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $154945.75    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                                    | Vista Point Securitization Trust Series 2024-CES2                                | CUSIP: 92841YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $702954.84    | 0.08%             | 2054-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                             | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    525000 | PA      | $600586.93    | 0.06%             | 2033-04-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                      | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    210000 | PA      | $297753.47    | 0.03%             | 2028-01-31      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | CUSIP: 61690FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239776 | PA      | $4.08         | 0.00%             | 2048-04-15      | Variable      | 0.88%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMCP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157928 | PA      | $16017.69     | 0.00%             | 2031-01-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $943081.80    | 0.10%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                                              | Goldentree Loan Management US Clo 17 Ltd                                         | CUSIP: 38139FAJ9<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-CBDO         | CORP              | JE        |    850000 | PA      | $853785.90    | 0.09%             | 2036-07-20      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N3                                           | CUSIP: 14687GAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1500 | PA      | $95698.52     | 0.01%             | 2028-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845226 | PA      | $849860.11    | 0.09%             | 2064-01-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1531000 | PA      | $1424407.03   | 0.15%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-46CB                                                 | CUSIP: 12667G6X6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169226 | PA      | $114901.70    | 0.01%             | 2035-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1935297.00   | 0.21%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                        | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52240.83     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2021-1 Ltd                                                     | CUSIP: 69701UAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2212000 | PA      | $1102653.24   | 0.12%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                | Smithfield Foods Inc                                                             | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5015.70      | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS4                                            | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14261618 | PA      | $82081.31     | 0.01%             | 2049-11-10      | Variable      | 0.68%                 | 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        |   1504091 | PA      | $1488451.28   | 0.16%             | 2038-07-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5436783 | PA      | $638882.85    | 0.07%             | 2037-01-25      | Floating      | 2.20%                 | No            |                  3 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS6 Trust                                                       | CUSIP: 74922EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808106 | PA      | $655892.31    | 0.07%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                             | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281787.00    | 0.03%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                 | Hotwire Funding LLC                                                              | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1538317.50   | 0.17%             | 2054-06-20      | Fixed         | 9.19%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                        | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    200000 | PA      | $233448.77    | 0.03%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2008-5                                                    | CUSIP: 78444YAD7<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |     28935 | PA      | $29071.93     | 0.00%             | 2023-07-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                                                        | WB Commercial Mortgage Trust 2024-HQ                                             | CUSIP: 92943PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1049000 | PA      | $1054189.93   | 0.11%             | 2040-03-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2015-LC20                                  | CUSIP: 94989EAQ0<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $11522.31     | 0.00%             | 2050-04-15      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-RPL4 LLC                                                               | CUSIP: 74448MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1150520.96   | 0.12%             | 2054-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                 | Calpine Corporation 2024 Term Loan B10                                           | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    179916 | PA      | $179399.40    | 0.02%             | 2031-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                                          | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2074050 | PA      | $2037824.02   | 0.22%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BCRED CLO LLC                                                                       | BCRED CLO 2023-1 LLC                                                             | CUSIP: 055978AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1203968.40   | 0.13%             | 2036-01-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                               | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184300.35    | 0.02%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                      | American Rock Salt Company LLC 2024 First Out Term Loan                          | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    111062 | PA      | $111895.40    | 0.01%             | 2028-06-09      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2006-9                                                     | CUSIP: 52521HBT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5513250 | PA      | $340145.47    | 0.04%             | 2037-01-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2024-RN2 LLC                                                                | CUSIP: 69391YAA5<br>LEI: 254900D7MDAANUUXWQ05 | Long             | ABS-O            | CORP              | US        |   1904943 | PA      | $1917539.66   | 0.21%             | 2054-04-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Pacific Bells LLC                                                                   | Pacific Bells LLC 2024 Repriced Term Loan B                                      | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |    498711 | PA      | $497878.52    | 0.05%             | 2028-11-13      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                             | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     58000 | PA      | $52280.04     | 0.01%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847000 | PA      | $864445.66    | 0.09%             | 2057-07-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                     | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    733747 | PA      | $721504.39    | 0.08%             | 2028-12-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $934888.95    | 0.10%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1184001.15   | 0.13%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-5                                                    | CUSIP: 3622ECAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    731165 | PA      | $315059.04    | 0.03%             | 2047-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HFQP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4745971 | PA      | $4700914.75   | 0.51%             | 2054-10-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $294012.00    | 0.03%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MGLD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    721577 | PA      | $572977.83    | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                    | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    892000 | PA      | $935574.20    | 0.10%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2014-CCRE19 Mortgage Trust                                                  | CUSIP: 12592GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $4446.36      | 0.00%             | 2047-08-10      | Variable      | 0.77%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BDPX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1185400 | PA      | $1028999.63   | 0.11%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2005-A8CB                                 | CUSIP: 45660LSX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218806 | PA      | $120481.77    | 0.01%             | 2035-07-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                                                        | Deerfield Dakota Holding LLC 2020 USD Term Loan B                                | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    801595 | PA      | $761880.08    | 0.08%             | 2027-04-09      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUXL 30Y BND JUN25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -10 | NC      | $-35358.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Soundview Home Equity Loan Trust                                                    | Soundview Home Loan Trust 2007-OPT2                                              | CUSIP: 83613DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227975 | PA      | $180016.71    | 0.02%             | 2037-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370000 | PA      | $1437265.77   | 0.16%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2006-A12                                  | CUSIP: 76113XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503301 | PA      | $182471.84    | 0.02%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2495000 | PA      | $56900.47     | 0.01%             | 2047-09-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUDT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1080087 | PA      | $112055.27    | 0.01%             | 2054-11-25      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2023-1                                                | CUSIP: 92539BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1141339.58   | 0.12%             | 2067-12-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding                                                 | Palmer Square European Loan Funding 2024-3 DAC                                   | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |   1400000 | PA      | $1574412.99   | 0.17%             | 2034-05-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                                       | American Home Mortgage Assets Trust 2006-6                                       | CUSIP: 008684AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19001491 | PA      | $164269.79    | 0.02%             | 2046-12-25      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-60673.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                     | NAKED JUICE LLC 2025 FLTO TERM LOAN                                              | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    141951 | PA      | $41875.41     | 0.00%             | 2030-01-24      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Trust                                                                       | CUSIP: 362334NC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2732912 | PA      | $986764.47    | 0.11%             | 2046-03-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2020-B18 Mortgage Trust                                                | CUSIP: 08163ABR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529000 | PA      | $514526.98    | 0.06%             | 2053-07-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                                                 | Mastr Asset Backed Securities Trust 2006-NC2                                     | CUSIP: 55275BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664482 | PA      | $240283.55    | 0.03%             | 2036-08-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $296535.00    | 0.03%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                    | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    525691 | PA      | $507257.71    | 0.05%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      5000 | PA      | $3223.25      | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267082.75    | 0.03%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2020-RPL6 Trust                                                             | CUSIP: 12656HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1574421 | PA      | $1572424.68   | 0.17%             | 2059-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                    | CUSIP: 46652BBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $12488.92     | 0.00%             | 2037-01-16      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38378BT58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    245827 | PA      | $2825.81      | 0.00%             | 2053-01-16      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| US Anesthesia Partners Inc                                                          | US Anesthesia Partners Inc 2021 Term Loan                                        | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    458375 | PA      | $454277.13    | 0.05%             | 2028-10-01      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                  | CUSIP: 01983KAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1735207.01   | 0.19%             | 2055-04-20      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422131.90    | 0.05%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                                                      | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $743333.25    | 0.08%             | 2031-07-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    685000 | PA      | $666477.60    | 0.07%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                                      | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                 | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1147987 | PA      | $1144881.46   | 0.12%             | 2030-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                | Bayer US Finance LLC                                                             | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522835.00    | 0.06%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2006-A16                                  | CUSIP: 76114GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333135 | PA      | $124998.08    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Student Loan Trust 2018-4                                                | CUSIP: 63941NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $797515.31    | 0.09%             | 2067-06-27      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                            | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1411068.20   | 0.15%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    725780 | PA      | $719461.73    | 0.08%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                             | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $427953.20    | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                                            | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $51829.50     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $280912.50    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pathway Vet Alliance LLC                                                            | Pathway Vet Alliance LLC 2021 Term Loan                                          | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |     95759 | PA      | $75130.92     | 0.01%             | 2027-03-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Trust                                                                       | CUSIP: 3622EAAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166316 | PA      | $7592.32      | 0.00%             | 2047-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                              | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    925000 | PA      | $864283.00    | 0.09%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                              | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    500000 | PA      | $555255.35    | 0.06%             | 2035-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Money Management Corporation                                               | AMMC CLO 27 Ltd                                                                  | CUSIP: 00173UAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2940204.00   | 0.32%             | 2037-01-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                                                      | VCAT 2025-NPL1 LLC                                                               | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2032083 | PA      | $2029517.66   | 0.22%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM6 Trust                                                             | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1334527 | PA      | $1219564.08   | 0.13%             | 2066-08-25      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    560000 | PA      | $468563.20    | 0.05%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A2                               | CUSIP: 12566UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206046 | PA      | $182748.18    | 0.02%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                                      | FirstKey Homes 2020-SFR1 Trust                                                   | CUSIP: 33767MAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1688000 | PA      | $1674159.41   | 0.18%             | 2037-08-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14000000 | PA      | $13387822.00  | 1.45%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                                           | Santander Consumer Auto Receivables Trust 2020-B                                 | CUSIP: 802830BD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000 | PA      | $582938.19    | 0.06%             | 2028-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10975000 | PA      | $10967076.05  | 1.18%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                                                          | Aurium Clo XIII DAC                                                              | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |   1775000 | PA      | $1985473.46   | 0.21%             | 2038-04-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                                         | Kedrion SpA                                                                      | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    669000 | PA      | $641430.51    | 0.07%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                                                             | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $424949.00    | 0.05%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                       | NEW YORK ST URBAN DEV CORP REVENUE                                               | CUSIP: 650036EB8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $82791.80     | 0.01%             | 2033-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25918000 | PA      | $25997981.39  | 2.81%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6889580 | PA      | $6848871.10   | 0.74%             | 2055-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                     | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40002.40     | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-5                                                    | CUSIP: 3622ECAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $301923.64    | 0.03%             | 2037-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                | Lockheed Martin Corp                                                             | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54501.70     | 0.01%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10015000 | PA      | $9621.41      | 0.00%             | 2048-07-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1817077.47   | 0.20%             | 2036-06-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Securitization Corp.                                    | BCMSC Trust 1999-B                                                               | CUSIP: 09774XBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997492 | PA      | $72460.90     | 0.01%             | 2012-06-15      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151467.00    | 0.02%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2020-P1                                           | CUSIP: 14687AAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1300 | PA      | $100030.01    | 0.01%             | 2027-09-08      | None          | 0.00%                 | 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        |    687000 | PA      | $683180.28    | 0.07%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $580641.60    | 0.06%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| HSI Asset Loan Obligation                                                           | HSI Asset Loan Obligation Trust 2007-WF1                                         | CUSIP: 40431KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242626 | PA      | $80538.05     | 0.01%             | 2036-12-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                             | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    356000 | PA      | $366423.68    | 0.04%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3496675.00   | 0.38%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                            | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    115000 | PA      | $91599.63     | 0.01%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    996000 | PA      | $883820.52    | 0.10%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAH1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   2015000 | PA      | $2086756.97   | 0.23%             | 2054-04-20      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2014-R5 Trust                                            | CUSIP: 05990PAB1<br>LEI: 549300LENCFK8RITKD65 | Long             | ABS-MBS          | CORP              | US        |    998925 | PA      | $704202.69    | 0.08%             | 2045-09-26      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                                                 | Planet US Buyer LLC 2024 Term Loan B                                             | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |    447896 | PA      | $446160.09    | 0.05%             | 2031-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134KAC4<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $102029.40    | 0.01%             | 2033-04-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                     | 180 Medical Inc                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    269000 | PA      | $251792.07    | 0.03%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443977.60    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                             | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    100167 | PA      | $98883.86     | 0.01%             | 2030-03-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-14925.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $52718.40     | 0.01%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2952100 | PA      | $2756443.36   | 0.30%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                                      | BXSC Commercial Mortgage Trust 2022-WSS                                          | CUSIP: 05610BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1809000 | PA      | $1808447.17   | 0.20%             | 2035-03-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                            | Madison Park Funding XLVI Ltd                                                    | CUSIP: 55822ABC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1462761.00   | 0.16%             | 2034-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    675000 | PA      | $637841.25    | 0.07%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer, LLC                                                             | Ziply Fiber Issuer LLC                                                           | CUSIP: 98979QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $858987.03    | 0.09%             | 2054-04-20      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc                                                              | Michaels Companies Inc 2021 Term Loan B                                          | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    163625 | PA      | $90852.78     | 0.01%             | 2028-04-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                                    | Red Ventures LLC 2024 Term Loan B                                                | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |    258349 | PA      | $251373.53    | 0.03%             | 2030-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                 | General Electric Co                                                              | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57008.55     | 0.01%             | 2026-05-05      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                       | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327596.80    | 0.04%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                      | American Rock Salt Company LLC 2024 First Out Delayed Draw Term Loan             | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    118226 | PA      | $119112.37    | 0.01%             | 2028-06-09      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                                               | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $311090.66    | 0.03%             | 2032-07-07      | Fixed         | 0.82%                 | Yes           |                  2 | On Loan: No      |
| BARDOT CLO LTD                                                                      | Bardot CLO Ltd                                                                   | CUSIP: 06744NBU0<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1185292.80   | 0.13%             | 2032-10-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                                  | AOA 2021-1177 Mortgage Trust                                                     | CUSIP: 00192NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1498053.60   | 0.16%             | 2038-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                            | Duke Energy Progress LLC                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    695000 | PA      | $692685.65    | 0.07%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                                     | CLI Funding VIII LLC                                                             | CUSIP: 12565KAF4<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    241384 | PA      | $216978.60    | 0.02%             | 2047-01-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                          | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    570000 | PA      | $565821.90    | 0.06%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96120.00     | 0.01%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1227390.75   | 0.13%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2005-QS16 Trust                                                      | CUSIP: 761118MG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320501 | PA      | $281756.70    | 0.03%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                   | Japan Tobacco Inc                                                                | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1190000 | PA      | $1206695.70   | 0.13%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                                                               | DK Crown Holdings Inc 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128352 | PA      | $127416.31    | 0.01%             | 2032-03-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QMU51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1742420 | PA      | $1450355.54   | 0.16%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                                                               | Finance Department Government of Sharjah                                         | CUSIP: 38381CAE2<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $208498.00    | 0.02%             | 2032-11-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101194.80    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Mortgage-Backed Trust 2006-7                                                | CUSIP: 22942KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391230 | PA      | $150769.85    | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482837 | PA      | $151853.01    | 0.02%             | 2036-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                                                    | GLOVES BUYER INC 2025 TERM LOAN                                                  | CUSIP: 000000000<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    525012 | PA      | $504274.20    | 0.05%             | 2032-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                           | Banc of America Commercial Mortgage Trust 2015-UBS7                              | CUSIP: 06054AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5057495 | PA      | $1591.09      | 0.00%             | 2048-09-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                            | FHF Issuer Trust 2025-1                                                          | CUSIP: 30340RAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $884180.02    | 0.10%             | 2032-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QO2 Trust                                                       | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502300 | PA      | $149170.02    | 0.02%             | 2047-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2025-1 Ltd                                                    | CUSIP: 77341BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1023220.00   | 0.11%             | 2038-03-31      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                      | Proofpoint Inc 2024 Term Loan                                                    | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    305127 | PA      | $303658.91    | 0.03%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2158997.40   | 0.23%             | 2031-02-11      | Fixed         | 2.57%                 | 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        |    246000 | PA      | $254819.10    | 0.03%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                               | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    576000 | PA      | $600261.12    | 0.06%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2003-A15                                  | CUSIP: 45660NWU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348686 | PA      | $42023.36     | 0.00%             | 2034-02-25      | Floating      | 3.11%                 | No            |                  3 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT JUN25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -724 | NC      | $-1285764.59  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Whetstone Park CLO Ltd                                                              | Whetstone Park CLO Ltd                                                           | CUSIP: 96330AAC0<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |   2180000 | PA      | $987978.18    | 0.11%             | 2035-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc 2025 Repriced Term Loan B                                              | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    124507 | PA      | $124600.23    | 0.01%             | 2031-01-02      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $478884.95    | 0.05%             | 2038-05-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                      | CUSIP: 61765LAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4962506 | PA      | $1032.70      | 0.00%             | 2048-05-15      | Variable      | 0.77%                 | No            |                  3 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                      | CFMT 2024-R1 LLC                                                                 | CUSIP: 12530YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1406619.15   | 0.15%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $163840.25    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                | JetBlue 2020-1 Class A Pass Through Trust                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55369 | PA      | $51094.43     | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38378BQ77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1386287 | PA      | $22994.49     | 0.00%             | 2051-12-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1384596 | PA      | $181680.52    | 0.02%             | 2051-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                               | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6381564 | PA      | $846708.63    | 0.09%             | 2052-03-15      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | CGMS Commercial Mortgage Trust 2017-B1                                           | CUSIP: 17326CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11628000 | PA      | $186386.37    | 0.02%             | 2050-08-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $990.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stratus CLO                                                                         | Stratus CLO 2021-3 Ltd                                                           | CUSIP: 86315XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    975000 | PA      | $146.25       | 0.00%             | 2029-12-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    628198 | PA      | $634833.03    | 0.07%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    510000 | PA      | $439416.00    | 0.05%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                                      | Securitized Asset Backed Receivables LLC Trust 2007-NC1                          | CUSIP: 81378AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817230 | PA      | $390698.11    | 0.04%             | 2036-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2024-NPL4 LLC                                                               | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-O            | CORP              | US        |   1391196 | PA      | $1393610.20   | 0.15%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2023-1 Ltd                                                    | CUSIP: 77341RAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $854934.25    | 0.09%             | 2036-01-20      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                                 | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $683560.80    | 0.07%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1456011.20   | 0.16%             | 2041-10-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust Series 2006-RM2                           | CUSIP: 590216AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3365977 | PA      | $933828.03    | 0.10%             | 2037-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52044.30     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP                   | CUSIP: 46651WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $7252.08      | 0.00%             | 2038-12-05      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                                | Kelso Industries LLC Term Loan                                                   | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95533 | PA      | $94696.60     | 0.01%             | 2029-12-30      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                      | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $781751.20    | 0.08%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                                             | HPS Loan Management 2023-18 Ltd                                                  | CUSIP: 442911AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $853770.60    | 0.09%             | 2036-07-20      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BLWA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19063637 | PA      | $11329.52     | 0.00%             | 2025-08-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1828626 | PA      | $1085232.71   | 0.12%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                                                               | Lonza Finance International NV                                                   | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |    229000 | PA      | $257593.84    | 0.03%             | 2034-09-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                            | MIAMI-DADE CNTY FL AVIATION REVENUE                                              | CUSIP: 59333P6H6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $87253.00     | 0.01%             | 2032-10-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    826000 | PA      | $717463.60    | 0.08%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    580000 | PA      | $522069.60    | 0.06%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                            | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $102782.67    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc                                                     | Advantage Sales & Marketing Inc 2024 Term Loan                                   | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |    500000 | PA      | $442525.00    | 0.05%             | 2027-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1366852.62   | 0.15%             | 2039-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2021-RN2 LLC                                                                | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300841 | PA      | $1291205.08   | 0.14%             | 2051-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2540133.75   | 0.27%             | 2028-02-04      | Fixed         | 2.55%                 | 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        |    403800 | PA      | $406941.56    | 0.04%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1083000 | PA      | $1016460.48   | 0.11%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                           | Banc of America Commercial Mortgage Trust 2015-UBS7                              | CUSIP: 06054AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $1993.90      | 0.00%             | 2048-09-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                           | Bausch & Lomb Corporation 2023 Incremental Term Loan                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    338430 | PA      | $336456.75    | 0.04%             | 2028-09-29      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2015-NXS3                                  | CUSIP: 94989VAG4<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |   8258217 | PA      | $9310.31      | 0.00%             | 2057-09-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                               | VOLT CIII LLC                                                                    | CUSIP: 92873JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477678 | PA      | $477559.48    | 0.05%             | 2051-08-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147000 | PA      | $1130389.26   | 0.12%             | 2041-10-15      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                                    | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     53000 | PA      | $46955.35     | 0.01%             | 2030-02-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1084278.58   | 0.12%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7600000 | PA      | $6591286.20   | 0.71%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                                                         | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-B                        | CUSIP: 59020UBU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3009 | PA      | $2890.28      | 0.00%             | 2029-05-25      | Floating      | 4.94%                 | 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        |    425000 | PA      | $433066.50    | 0.05%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                              | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1748183 | PA      | $1723420.13   | 0.19%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                                                | CELSIUS HOLDINGS INC TERM LOAN                                                   | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    538755 | PA      | $536284.59    | 0.06%             | 2032-04-01      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1022257.80   | 0.11%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Trust 2015-SRCH                                                            | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $2886841.21   | 0.31%             | 2035-08-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NIELSEN CONSUMER INC                                                                | Nielsen Consumer Inc 2025 USD Term Loan                                          | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $499375.00    | 0.05%             | 2028-03-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XPM30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768149 | PA      | $639799.98    | 0.07%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                              | Chemours Company (The) 2023 USD Term Loan B                                      | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    561482 | PA      | $549081.63    | 0.06%             | 2028-08-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-N3                                           | CUSIP: 14686RAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2200 | PA      | $499107.16    | 0.05%             | 2030-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-INV2                                             | CUSIP: 92540NAF0<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $539419.27    | 0.06%             | 2069-08-26      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-HB1                                                | CUSIP: 034936AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1832000 | PA      | $1833145.00   | 0.20%             | 2055-02-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2018-I Ltd                                                          | CUSIP: 12547WAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $217087.23    | 0.02%             | 2038-01-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                    | AmWINS Group Inc 2025 Term Loan B                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    922688 | PA      | $919158.22    | 0.10%             | 2032-01-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| LOAN PARTICIPATION 2                                                                | LOAN PARTICIPATION 2                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1550000.00   | 0.17%             | 2027-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199156.00    | 0.02%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                                                          | GSCG Trust 2019-600C                                                             | CUSIP: 36260TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $3022.43      | 0.00%             | 2034-09-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693490.00    | 0.07%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                         | Visio 2023-1 Trust                                                               | CUSIP: 927958AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $910684.32    | 0.10%             | 2058-03-25      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     58000 | PA      | $56298.28     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    345000 | PA      | $310106.70    | 0.03%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XNVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2244732 | PA      | $1869648.14   | 0.20%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-5CB                                                  | CUSIP: 02150EAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503536 | PA      | $252622.89    | 0.03%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860000 | PA      | $1868379.49   | 0.20%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $360838.72    | 0.04%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                 | Altice Financing SA                                                              | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    809000 | PA      | $699833.54    | 0.08%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                         | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1052817.55   | 0.11%             | 2036-11-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                                           | Healthpeak Properties Inc Term Loan A1                                           | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    110979 | PA      | $108204.36    | 0.01%             | 2027-08-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37960.40     | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                            | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    721875 | PA      | $722123.47    | 0.08%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BLN20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8987464 | PA      | $4395.77      | 0.00%             | 2025-07-25      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-RCF4 LLC                                                               | CUSIP: 74448JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1516612.64   | 0.16%             | 2054-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAN8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $773522.37    | 0.08%             | 2043-01-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1060000 | PA      | $1057180.40   | 0.11%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                        | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8589298 | PA      | $66603.14     | 0.01%             | 2049-08-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                              | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $209341.04    | 0.02%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                       | Modivcare Inc 2025 Incremental Term Loan                                         | CUSIP: 60783LAD2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    271354 | PA      | $211444.22    | 0.02%             | 2026-01-09      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    598645 | PA      | $9568.20      | 0.00%             | 2027-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                                               | Holding d'Infrastructures des Metiers de l'Environnement                         | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231371.12    | 0.02%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    950000 | PA      | $944490.00    | 0.10%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                               | KeySpan Gas East Corp                                                            | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    385000 | PA      | $393681.75    | 0.04%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                                    | Soundview Home Loan Trust 2007-OPT4                                              | CUSIP: 83613AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358270 | PA      | $253805.44    | 0.03%             | 2037-09-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67726.50     | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| AOYUAN NEW SHARES                                                                   | AOYUAN NEW SHARES                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     30741 | NS      | $479.61       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243613 | PA      | $1967.37      | 0.00%             | 2049-05-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38378XMU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4443628 | PA      | $135422.66    | 0.01%             | 2055-02-16      | Variable      | 0.71%                 | 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        |    450000 | PA      | $442818.00    | 0.05%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Bayard Park CLO, Ltd                                                                | Bayard Park CLO Ltd                                                              | CUSIP: 072716AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $1766655.00   | 0.19%             | 2038-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                  | VICI Properties LP                                                               | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     50000 | PA      | $44847.00     | 0.00%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VINO                                           | CUSIP: 05608KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $833415.33    | 0.09%             | 2038-05-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-64CB                                                 | CUSIP: 12668AA62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2988797 | PA      | $422310.13    | 0.05%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWGK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1550111 | PA      | $5.74         | 0.00%             | 2025-05-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51968.52     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                                                            | Advantage Sales & Marketing Inc                                                  | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    239000 | PA      | $192590.98    | 0.02%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                                     | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    382617 | PA      | $374008.11    | 0.04%             | 2031-07-08      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                                                            | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |    335756 | PA      | $329632.24    | 0.04%             | 2031-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PRIORITY HOLDINGS LLC                                                               | Priority Holdings LLC 2024 Term Loan B                                           | CUSIP: 74275TAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345430 | PA      | $345430.49    | 0.04%             | 2031-05-16      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                                                | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |   1199753 | PA      | $1337503.61   | 0.14%             | 2031-08-17      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1570667 | PA      | $1526633.45   | 0.16%             | 2028-08-19      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Trust 2024-3ELV                                                              | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2025166.10   | 0.22%             | 2029-08-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $192964.00    | 0.02%             | 2033-02-02      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust                            | CUSIP: 94983PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5281 | PA      | $5127.27      | 0.00%             | 2036-04-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | CUSIP: 46647TAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3717864 | PA      | $43956.68     | 0.00%             | 2050-03-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                            | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    668000 | PA      | $662395.48    | 0.07%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126035.00    | 0.01%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1788799.50   | 0.19%             | 2040-04-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Pipeline Funding Co LLC                                                             | Pipeline Funding Co LLC                                                          | CUSIP: 724060AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139458 | PA      | $145800.03    | 0.02%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                                   | First Franklin Mortgage Loan Trust 2006-FF13                                     | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    342875 | PA      | $222456.63    | 0.02%             | 2036-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $235588.50    | 0.03%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1724809 | PA      | $1661351.28   | 0.18%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                                                               | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    822000 | PA      | $766819.14    | 0.08%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                        | Sabey Data Center Issuer LLC                                                     | CUSIP: 78520EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175891.05    | 0.02%             | 2048-04-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | AOMT 2024-6                                                                      | CUSIP: 034944AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300713 | PA      | $2261816.49   | 0.24%             | 2067-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31394D6V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       120 | PA      | $119.47       | 0.00%             | 2033-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17700974 | PA      | $244.27       | 0.00%             | 2048-07-15      | Variable      | 0.52%                 | No            |                  3 | On Loan: No      |
| Park Avenue Trust                                                                   | 245 Park Avenue Trust 2017-245P                                                  | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $924032.60    | 0.10%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                              | Arizona Public Service Co                                                        | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143725.05    | 0.02%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust 2006-5                                            | CUSIP: 41161MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2484322 | PA      | $24.84        | 0.00%             | 2046-07-19      | Variable      | 0.07%                 | No            |                  3 | On Loan: No      |
| VNO Mortgage Trust                                                                  | VNDO Trust 2016-350P                                                             | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1026860.90   | 0.11%             | 2035-01-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Arterra Wines Canada Inc                                                            | Arterra Wines Canada Inc 2020 Term Loan                                          | CUSIP: 000000000<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |    498698 | PA      | $489773.72    | 0.05%             | 2027-11-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                             | Bayer US Finance II LLC                                                          | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63064.00     | 0.01%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                    | Altice France SA 2023 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    180699 | PA      | $163397.01    | 0.02%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-5CB                                                  | CUSIP: 02150EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170680 | PA      | $85629.19     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    260000 | PA      | $195868.40    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                                                    | CVC Cordatus Loan Fund XXI DAC                                                   | CUSIP: 000000000<br>LEI: 549300830IXOSQG2RQ34 | Long             | ABS-CBDO         | CORP              | IE        |   1200000 | PA      | $1351888.34   | 0.15%             | 2034-09-22      | Floating      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4714625 | PA      | $1891.27      | 0.00%             | 2048-07-15      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTYZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7065271 | PA      | $616647.97    | 0.07%             | 2054-12-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BUX94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2999971 | PA      | $93979.19     | 0.01%             | 2045-01-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                             | Bayer US Finance II LLC                                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    510000 | PA      | $500442.60    | 0.05%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                                             | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |    160000 | PA      | $179581.28    | 0.02%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2014-UBS3 Mortgage Trust                                                    | CUSIP: 12591YBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144657 | PA      | $3.07         | 0.00%             | 2047-06-10      | Variable      | 0.77%                 | No            |                  3 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                            | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    856000 | PA      | $851822.72    | 0.09%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                               | Banijay Entertainment SAS                                                        | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $358690.50    | 0.04%             | 2029-05-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                                                | Pelican Products Inc 2021 Term Loan                                              | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |    351019 | PA      | $315353.39    | 0.03%             | 2028-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    525000 | PA      | $348080.25    | 0.04%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-SCHATZ FUT JUN25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -19 | NC      | $-15919.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                                    | Altria Group Inc                                                                 | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    490000 | PA      | $495870.20    | 0.05%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1302138.40   | 0.14%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     77000 | PA      | $63016.80     | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                    | CUSIP: 46652BBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $12874.33     | 0.00%             | 2037-01-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1663318.35   | 0.18%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                            | Cloud Software Group Inc 2024 1st Lien Term Loan B                               | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    935405 | PA      | $925517.40    | 0.10%             | 2029-03-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                            | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    418000 | PA      | $396397.76    | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                                                   | OCP Aegis CLO 2023-29 Ltd                                                        | CUSIP: 67118BAW3<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |   1100000 | PA      | $1079043.90   | 0.12%             | 2036-01-20      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                   | Hyatt Hotels Corp                                                                | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    905000 | PA      | $909733.15    | 0.10%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                          | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $480441.00    | 0.05%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                                           | Cast and Crew Payroll LLC 2021 Incremental Term Loan                             | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    225367 | PA      | $216531.23    | 0.02%             | 2028-12-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XXXIX LLC                                                            | J.G. Wentworth XXXIX LLC                                                         | CUSIP: 46620VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275583 | PA      | $249534.84    | 0.03%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                             | Central Garden & Pet Co                                                          | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    575000 | PA      | $527591.25    | 0.06%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                            | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    500000 | PA      | $436360.00    | 0.05%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                                                     | Spin Holdco Inc 2021 Term Loan                                                   | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    229361 | PA      | $188632.09    | 0.02%             | 2028-03-04      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $828456.75    | 0.09%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    897000 | PA      | $853020.09    | 0.09%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111875.45    | 0.01%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                                             | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $503327.01    | 0.05%             | 2035-08-04      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                                            | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $788602.16    | 0.09%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM TRUST 2025-R1                                                                | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2235174 | PA      | $2205892.21   | 0.24%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A3                               | CUSIP: 12567AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165420 | PA      | $150019.35    | 0.02%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                   | Corp. Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $202722.00    | 0.02%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2021-909                                           | CUSIP: 67076XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1053166.10   | 0.11%             | 2043-04-10      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129VAQ6<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1797982.20   | 0.19%             | 2038-07-22      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                       | VALVOLINE INC TERM LOAN B                                                        | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |    659040 | PA      | $658216.25    | 0.07%             | 2032-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                              | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    860000 | PA      | $805630.80    | 0.09%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2430000 | PA      | $2507067.45   | 0.27%             | 2054-11-20      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden XXVI Senior Loan Fund                                                     | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |     19332 | PA      | $19331.92     | 0.00%             | 2029-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $688149.10    | 0.07%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                                         | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    560580 | PA      | $747465.39    | 0.08%             | 2060-04-28      | Floating      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                                 | WEC US Holdings Ltd 2024 Term Loan                                               | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    367264 | PA      | $364395.73    | 0.04%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XNWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3627419 | PA      | $3147689.40   | 0.34%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                                                  | Wells Fargo Alternative Loan 2007-PA2 Trust                                      | CUSIP: 94985FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148969 | PA      | $134649.96    | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                       | JGWPT XXXII LLC                                                                  | CUSIP: 46618AAA2<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |     32420 | PA      | $29494.77     | 0.00%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                                  | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     58000 | PA      | $52364.14     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                            | BCPE Empire Holdings Inc 2025 Term Loan B                                        | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    809350 | PA      | $802372.95    | 0.09%             | 2030-12-11      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $204910.00    | 0.02%             | 2028-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                  | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    885000 | PA      | $1102248.48   | 0.12%             | 2034-07-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    638000 | PA      | $533450.94    | 0.06%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                            | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    356476 | PA      | $353510.31    | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                              | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     30000 | PA      | $28797.60     | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                                | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    565000 | PA      | $575017.59    | 0.06%             | 2030-10-08      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2007-A6                                   | CUSIP: 76114CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138762 | PA      | $71213.28     | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                                                        | TruGreen Limited Partnership 2020 Term Loan                                      | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    669858 | PA      | $636365.52    | 0.07%             | 2027-11-02      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                      | PMT Loan Trust 2024-INV1                                                         | CUSIP: 73015BBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1197416 | PA      | $1199295.45   | 0.13%             | 2059-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164229.45    | 0.02%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                             | Metropolitan Life Global Funding I                                               | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13943.55     | 0.00%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                                | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1174473.00   | 0.13%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                              | Banc of America Alternative Loan Trust 2006-5                                    | CUSIP: 05950BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1451890 | PA      | $180481.00    | 0.02%             | 2046-06-25      | Floating      | 2.25%                 | No            |                  3 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1835000 | PA      | $1749140.35   | 0.19%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                                                       | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    922374 | PA      | $858801.97    | 0.09%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                        | Organon & Co 2024 USD Term Loan                                                  | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    199854 | PA      | $191859.40    | 0.02%             | 2031-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                            | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51844.07     | 0.01%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco CLO Ltd                                                                  | CUSIP: 46091AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $5.00         | 0.00%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3330910 | PA      | $429105.06    | 0.05%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                                | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3864922.40   | 0.42%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199644.75    | 0.02%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                              | Athenahealth Group Inc 2025 Term Loan B                                          | CUSIP: 000000000<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    229048 | PA      | $227509.68    | 0.02%             | 2029-02-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-NQM1                                                                   | CUSIP: 26845DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1301633.84   | 0.14%             | 2069-11-25      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS6 Trust                                                       | CUSIP: 74922EAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123259 | PA      | $100042.10    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141746.20    | 0.02%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                       | NYO Commercial Mortgage Trust 2021-1290                                          | CUSIP: 62955HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1780000 | PA      | $1741277.70   | 0.19%             | 2038-12-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BQYW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6243936 | PA      | $138147.71    | 0.01%             | 2044-06-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL, INC.                                                                   | Oregon Tool Inc 2025 1st Lien Term Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     54649 | PA      | $54837.44     | 0.01%             | 2029-10-15      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| BW Gas & Convenience Holdings LLC                                                   | BW Gas & Convenience Holdings LLC 2021 Term Loan B                               | CUSIP: 05604YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    507435 | PA      | $497841.61    | 0.05%             | 2028-03-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    172000 | PA      | $186764.48    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2008-7                                                    | CUSIP: 78445FAD7<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |      6924 | PA      | $6801.97      | 0.00%             | 2023-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1161805.68   | 0.13%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                                                            | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2089582 | PA      | $2086573.04   | 0.23%             | 2049-09-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BALCAN INNOVATIONS INC                                                              | Balcan Innovations Inc Term Loan B                                               | CUSIP: 000000000<br>LEI: 549300C2CLNRVCUDIH93 | Long             | LON              | CORP              | CA        |    581065 | PA      | $575253.98    | 0.06%             | 2031-10-10      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-INV3                         | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1571283 | PA      | $1595660.10   | 0.17%             | 2054-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust                                                       | CUSIP: 74333HAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1218841.00   | 0.13%             | 2038-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    757525 | PA      | $783895.17    | 0.08%             | 2039-06-25      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| CCI Buyer Inc                                                                       | CCI Buyer Inc Term Loan                                                          | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |    515128 | PA      | $515977.98    | 0.06%             | 2027-12-17      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                          | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1523460.38   | 0.16%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1014786.00   | 0.11%             | 2042-01-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176056 | PA      | $156945.24    | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust Series 2005-1                                                    | CUSIP: 86359DKV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26089 | PA      | $27455.06     | 0.00%             | 2035-07-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                                                               | TCW Central Cash Fund                                                            | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |   6024109 | NS      | $6024109.12   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Schweitzer-Mauduit International Inc                                                | Schweitzer-Mauduit International Inc 2021 Term Loan B                            | CUSIP: 80854EAH1<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |     86097 | PA      | $85666.11     | 0.01%             | 2028-04-20      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    410000 | PA      | $381964.20    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    643466 | PA      | $535783.34    | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                            | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52398.50     | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-7CB                                                  | CUSIP: 12667F4M4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170364 | PA      | $71333.45     | 0.01%             | 2038-03-01      | Floating      | 0.61%                 | No            |                  3 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                              | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     65000 | PA      | $65820.95     | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2025-NPL4 LLC                                                               | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4500022.05   | 0.49%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                                            | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $476820.18    | 0.05%             | 2034-05-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3405699 | PA      | $3267000.86   | 0.35%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | Aimco CLO 14 Ltd                                                                 | CUSIP: 00144FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $462814.10    | 0.05%             | 2034-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX                   | CUSIP: 46637WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49808189 | PA      | $201643.47    | 0.02%             | 2045-06-15      | Variable      | 0.59%                 | No            |                  3 | On Loan: No      |
| Triton Water Holdings, Inc                                                          | Triton Water Holdings Inc 2025 Term Loan B                                       | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    498750 | PA      | $495570.47    | 0.05%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                                               | Jefferies Finance LLC 2024 Term Loan                                             | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |    171646 | PA      | $171860.68    | 0.02%             | 2031-10-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                             | Talen Energy Supply LLC 2023 Term Loan B                                         | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    498731 | PA      | $498107.55    | 0.05%             | 2030-05-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FG7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4850000 | PA      | $14107.68     | 0.00%             | 2046-05-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136A1L60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51595 | PA      | $4094.11      | 0.00%             | 2041-11-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                                  | Oregon Tool Lux LP                                                               | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    549538 | PA      | $285741.90    | 0.03%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                      | CAMB Commercial Mortgage Trust 2019-LIFE                                         | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1033964.88   | 0.11%             | 2037-12-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP INC                                                              | Research Now Group Inc 2024 First Lien First Out Term Loan                       | CUSIP: 76100MAB6<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |    603317 | PA      | $602846.38    | 0.07%             | 2028-07-15      | Floating      | 9.58%                 | 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        |   1333514 | PA      | $1333954.13   | 0.14%             | 2060-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                            | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1256867.80   | 0.14%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52073.03     | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715000 | PA      | $2676256.95   | 0.29%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                              | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2847549.00   | 0.31%             | 2051-11-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO                                                               | Aqueduct European CLO 9 DAC                                                      | CUSIP: 000000000<br>LEI: 254900Q94MU3Y11VO655 | Long             | ABS-CBDO         | CORP              | IE        |   1775000 | PA      | $1982658.32   | 0.21%             | 2038-04-15      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $362274.25    | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| HOA Funding LLC                                                                     | HOA Funding LLC - HOA                                                            | CUSIP: 40390GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    814278 | PA      | $244296.12    | 0.03%             | 2051-08-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                                                 | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAN8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    511541 | PA      | $467839.71    | 0.05%             | 2046-02-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3761882 | PA      | $1636745.39   | 0.18%             | 2036-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLEU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4964648.45   | 0.54%             | 2055-05-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                      | Transocean Inc                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    252000 | PA      | $246453.48    | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-18CB                                                 | CUSIP: 02151NBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293799 | PA      | $173787.01    | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECI MACOLA MAX HOLDING LLC                                                          | ECI Macola Max Holding LLC 2024 Term Loan                                        | CUSIP: 26825UAM3<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |    565808 | PA      | $564676.06    | 0.06%             | 2030-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                            | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $416087.75    | 0.04%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                                             | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340704.00    | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    385000 | PA      | $354157.65    | 0.04%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GVL9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |   1368238 | PA      | $1255355.40   | 0.14%             | 2035-08-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $52798.20     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                      | Air Lease Corp                                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374657.20    | 0.04%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $365366.25    | 0.04%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1026492.27   | 0.11%             | 2038-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                              | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    765000 | PA      | $783490.05    | 0.08%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-RPL3 LLC                                                               | CUSIP: 69381LAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1073227.38   | 0.12%             | 2054-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage and Asset Receiving Corp.                                         | Deutsche Mortgage & Asset Receiving Corp                                         | CUSIP: 25160HAC9<br>LEI: 529900JBPP7HAVCM8C23 | Long             | ABS-MBS          | CORP              | US        |    277766 | PA      | $224838.10    | 0.02%             | 2037-07-27      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJD46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9777145 | PA      | $9743153.87   | 1.05%             | 2055-02-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                                            | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    970000 | PA      | $1076030.58   | 0.12%             | 2044-03-22      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-5                                                    | CUSIP: 3622ECAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1987261 | PA      | $139941.93    | 0.02%             | 2037-05-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413931 | PA      | $270.46       | 0.00%             | 2044-08-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                       | First Horizon Alternative Mortgage Securities Trust 2007-FA1                     | CUSIP: 32053DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535410 | PA      | $188938.41    | 0.02%             | 2037-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2035865.50   | 0.22%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities 2007-7 Trust                              | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1302577 | PA      | $1201876.59   | 0.13%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                      | OPAL BIDCO SAS USD TERM LOAN B                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1145067 | PA      | $1137200.46   | 0.12%             | 2032-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31423XZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7808454 | PA      | $1025011.01   | 0.11%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1243057.13   | 0.13%             | 2039-12-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                                             | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $654712.50    | 0.07%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2022-RN2 LLC                                                                | CUSIP: 69377NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542954 | PA      | $544279.43    | 0.06%             | 2052-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $988321.50    | 0.11%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                                      | Blackhawk Network Holdings Inc 2025 Term Loan B                                  | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    820638 | PA      | $821089.18    | 0.09%             | 2029-03-12      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Securitization Corp.                                    | BCMSC Trust 2000-A                                                               | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1658345 | PA      | $128872.50    | 0.01%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-1                           | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1203111 | PA      | $1191113.21   | 0.13%             | 2033-03-21      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136AT5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223494 | PA      | $4149.11      | 0.00%             | 2039-07-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                              | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236606.30    | 0.03%             | 2026-03-15      | Fixed         | 1.40%                 | 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        |    435000 | PA      | $398394.75    | 0.04%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EagleView Technology Corporation                                                    | EagleView Technology Corporation 2018 Add On Term Loan B                         | CUSIP: 27004GAJ2<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |    751739 | PA      | $734122.00    | 0.08%             | 2025-08-14      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                     | Israel Government International Bond                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    440000 | PA      | $444351.60    | 0.05%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2007-A3                                   | CUSIP: 76113WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465234 | PA      | $210575.30    | 0.02%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1641977 | PA      | $1425527.24   | 0.15%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385EFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14334559 | PA      | $928829.80    | 0.10%             | 2055-03-20      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc                                                    | 8th Avenue Food & Provisions Inc 2018 1st Lien Term Loan                         | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |    436781 | PA      | $414942.39    | 0.04%             | 2025-10-01      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Summit Acquisition Inc                                                              | Summit Acquisition Inc 2024 Term Loan B                                          | CUSIP: 86600DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    647360 | PA      | $647764.84    | 0.07%             | 2031-10-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                                       | NEP Group Inc 2023 Term Loan B                                                   | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    983471 | PA      | $888502.28    | 0.10%             | 2026-08-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122228.47    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2022-II Ltd                                                         | CUSIP: 12567VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    475000 | PA      | $330125.00    | 0.04%             | 2035-04-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GC34                                           | CUSIP: 36250VAF9<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |   4919613 | PA      | $4181.67      | 0.00%             | 2048-10-10      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4895.50      | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                   | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    325000 | PA      | $302110.25    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                                 | Artera Services LLC 2024 Term Loan                                               | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     56542 | PA      | $54051.22     | 0.01%             | 2031-02-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE BUYER INC                                                                 | Charlotte Buyer Inc 2025 Repriced Term Loan B                                    | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    349125 | PA      | $347971.14    | 0.04%             | 2028-02-11      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co                                                          | TCP Sunbelt Acquisition Co 2024 Term Loan B                                      | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |     44888 | PA      | $44999.94     | 0.00%             | 2031-10-24      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1338000 | PA      | $1304006.24   | 0.14%             | 2057-09-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29059.65     | 0.00%             | 2050-12-01      | Fixed         | 3.47%                 | 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        |    330000 | PA      | $340589.70    | 0.04%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513416 | PA      | $294747.00    | 0.03%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92233 | PA      | $82220.98     | 0.01%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2023-INV1                                             | CUSIP: 92539FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1115039.07   | 0.12%             | 2068-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2022-FOX2                                                               | CUSIP: 05610AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886559 | PA      | $876871.51    | 0.09%             | 2039-04-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     63000 | PA      | $55900.53     | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2020 Term Loan B8                                                    | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    320237 | PA      | $318184.38    | 0.03%             | 2026-12-23      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38380Y2X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21731 | PA      | $19841.44     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                                    | Farmers Insurance Exchange                                                       | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269449.35    | 0.03%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2022-NQM7 Trust                                                              | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1222323 | PA      | $1221541.28   | 0.13%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124072.80    | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136AQ5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59937 | PA      | $3.01         | 0.00%             | 2036-04-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    625000 | PA      | $610812.50    | 0.07%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                            | Last Mile Logistics Pan Euro Finance DAC                                         | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |    490928 | PA      | $541129.80    | 0.06%             | 2033-08-17      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1733460 | PA      | $1618302.40   | 0.17%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2006-A5CB                                 | CUSIP: 76112FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209021 | PA      | $79622.54     | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCFA1                                                                               | NCFA1                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350600 | PA      | $1350599.99   | 0.15%             | 2028-06-12      | Fixed         | 2.75%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5071725 | PA      | $664562.23    | 0.07%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1473269.25   | 0.16%             | 2036-10-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38374EP35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181224 | PA      | $14020.84     | 0.00%             | 2033-10-20      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141469.50    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH1                                    | CUSIP: 46630LAG9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-O            | CORP              | US        |      1089 | PA      | $1079.66      | 0.00%             | 2036-11-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | Colt 2024-7 Mortgage Loan Trust                                                  | CUSIP: 19688YAE4<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991011.70    | 0.11%             | 2069-12-26      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                                | Charter Communications Operating LLC 2023 Term Loan B4                           | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    112262 | PA      | $111825.61    | 0.01%             | 2030-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR4                                                   | CUSIP: 74333EAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1496633.15   | 0.16%             | 2038-05-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    956901 | PA      | $830648.07    | 0.09%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc.                                                     | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217521 | PA      | $164684.03    | 0.02%             | 2027-08-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                                    | Getty Images Inc 2025 USD Term Loan B                                            | CUSIP: 37427UAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    700098 | PA      | $693971.99    | 0.07%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| TECHNIMARK HOLDINGS LLC                                                             | Technimark Holdings LLC 2024 Term Loan                                           | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    783940 | PA      | $773654.56    | 0.08%             | 2031-04-14      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2025-RCF1 LLC                                                               | CUSIP: 74390RAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2893498.80   | 0.31%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920000 | PA      | $1954342.92   | 0.21%             | 2042-04-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                                     | Mid-State Capital Corp 2006-1 Trust                                              | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23511 | PA      | $23591.47     | 0.00%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    261000 | PA      | $265778.91    | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Technimark Holdings LLC                                                             | Technimark Holdings LLC 2021 Term Loan                                           | CUSIP: 87854HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    787879 | PA      | $777542.27    | 0.08%             | 2031-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    505000 | PA      | $439486.35    | 0.05%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                             | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    850000 | PA      | $782578.00    | 0.08%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134558.55    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | 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        |    530000 | PA      | $328531.10    | 0.04%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                                                         | Magnite Inc 2025 Repriced Term Loan B                                            | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |    554264 | PA      | $541100.47    | 0.06%             | 2031-02-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                                            | Davide Campari-Milano NV                                                         | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $108761.58    | 0.01%             | 2029-01-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3057093 | PA      | $2854951.60   | 0.31%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313157.00    | 0.03%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                                          | CORNERSTONE GENERATION LLC TERM LOAN B                                           | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    181482 | PA      | $181897.65    | 0.02%             | 2031-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $407236.16    | 0.04%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                                                | Southern Natural Gas Co LLC                                                      | CUSIP: 84346LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $53732.90     | 0.01%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                                     | RAC Bond Co PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $144607.36    | 0.02%             | 2028-11-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                               | American Homes 4 Rent LP                                                         | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    675000 | PA      | $430980.75    | 0.05%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                                                           | ADMI Corp 2023 Term Loan B5                                                      | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     83676 | PA      | $82699.94     | 0.01%             | 2027-12-23      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                                                             | Albion Financing 3 SARL 2025 USD Term Loan B                                     | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     76571 | PA      | $76643.01     | 0.01%             | 2029-08-16      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2006-WF1                                           | CUSIP: 17307G4H8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27412 | PA      | $12662.03     | 0.00%             | 2036-03-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BOBL FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -44 | NC      | $-95643.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2072591.83   | 0.22%             | 2042-03-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $1986730.85   | 0.21%             | 2042-02-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2943987 | PA      | $2822726.42   | 0.30%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137B8G68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14744 | PA      | $1.79         | 0.00%             | 2042-01-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                       | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    389000 | PA      | $387288.40    | 0.04%             | 2032-08-15      | Fixed         | 6.63%                 | 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        |    130000 | PA      | $118485.90    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                    | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $118036.00    | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                            | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    674000 | PA      | $691524.00    | 0.07%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31422MZL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33047524 | PA      | $3615704.11   | 0.39%             | 2052-01-25      | Fixed         | 1.50%                 | No            |                  3 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1983728.80   | 0.21%             | 2041-02-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2007-S1                                                 | CUSIP: 46630RAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353607 | PA      | $130985.78    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                             | Belron Finance 2019 LLC 2024 USD Term Loan B                                     | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342059 | PA      | $341679.51    | 0.04%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                              | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAP1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $182592.00    | 0.02%             | 2030-06-23      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                               | American Airlines Inc 2025 Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    206901 | PA      | $202974.98    | 0.02%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39579.10     | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    825000 | PA      | $1046815.47   | 0.11%             | 2035-02-17      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                                | FirstKey Homes 2022-SFR1 Trust                                                   | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1604020.80   | 0.17%             | 2039-05-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $340560.00    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS4 Trust                                                       | CUSIP: 749228AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252200 | PA      | $204583.69    | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM Trust 2021-R5                                                                | CUSIP: 12592SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681000 | PA      | $446690.58    | 0.05%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                       | JGWPT XXX LLC                                                                    | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32423 | PA      | $30740.23     | 0.00%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Mortgage-Backed Trust 2006-7                                                | CUSIP: 22942KCH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1024153 | PA      | $492409.75    | 0.05%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                           | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    150000 | PA      | $183742.69    | 0.02%             | 2033-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-20                                          | CUSIP: 12544QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198718 | PA      | $87022.55     | 0.01%             | 2038-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                                             | HPS Loan Management 2024-19 Ltd                                                  | CUSIP: 442924AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007034.00   | 0.11%             | 2037-04-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2005-A1                               | CUSIP: 17308FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1295833 | PA      | $1209394.70   | 0.13%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                       | OHIO ST HOSP FAC REVENUE                                                         | CUSIP: 677561LK6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    100000 | PA      | $90335.40     | 0.01%             | 2032-01-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895500.00    | 0.10%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                       | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $195890.24    | 0.02%             | 2032-05-15      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                       | DBSG 2024-ALTA Mortgage Trust                                                    | CUSIP: 239918AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502155.55    | 0.05%             | 2037-06-10      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  11061190 | NS      | $11061189.90  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51816.00     | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1412744.00   | 0.15%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                               | Conseco Finance Securitizations Corp                                             | CUSIP: 20846QDU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1992158 | PA      | $280778.07    | 0.03%             | 2032-05-01      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1167 | NC      | $2634918.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3631212 | PA      | $443708.32    | 0.05%             | 2036-08-25      | Floating      | 1.16%                 | No            |                  3 | On Loan: No      |
| DEUTSCHE ALT-B SECURITIES INC MORTGAGE L                                            | Deutsche Alt-B Securities Inc Mortgage Loan Trust Series 2006-AB2                | CUSIP: 251511AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182910 | PA      | $166996.89    | 0.02%             | 2036-06-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                   | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    950000 | PA      | $897978.00    | 0.10%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1540000 | PA      | $1488912.81   | 0.16%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                    | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $469490.40    | 0.05%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SKYLINE CL A TR 2020 1                                                              | SKYLINE CL A TR 2020 1                                                           | CUSIP: 83084RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417320 | PA      | $389248.99    | 0.04%             | 2038-07-03      | Fixed         | 3.23%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-J1                                                   | CUSIP: 12668BKH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176709 | PA      | $119674.05    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH2                                    | CUSIP: 46630MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368457 | PA      | $182640.46    | 0.02%             | 2037-01-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S10 Trust                                                      | CUSIP: 74958DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578548 | PA      | $465903.56    | 0.05%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2510000 | PA      | $2621747.71   | 0.28%             | 2041-12-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                                            | J&J Ventures Gaming LLC 2025 Repriced Term Loan B                                | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    500000 | PA      | $478907.50    | 0.05%             | 2030-04-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                            | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    150000 | PA      | $145471.50    | 0.02%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | AIMCO CLO Series 2017-A                                                          | CUSIP: 00900DAE2<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $2290410.00   | 0.25%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2012-LC4 Mortgage Trust                                                     | CUSIP: 126192AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    981980 | PA      | $13.45        | 0.00%             | 2044-12-10      | Variable      | 0.43%                 | No            |                  3 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                  | CUSIP: 01983KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469000 | PA      | $505303.41    | 0.05%             | 2053-06-20      | Fixed         | 12.18%                | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98565.60     | 0.01%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                                                     | TMS Issuer Sarl                                                                  | CUSIP: 256834367<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $413660.00    | 0.04%             | 2032-08-23      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2020-SFR2 Trust                                                             | CUSIP: 00178UAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2384774.40   | 0.26%             | 2037-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                                | Kelso Industries LLC Delayed Draw Term Loan                                      | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23867 | PA      | $23657.83     | 0.00%             | 2029-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intrado Corporation                                                                 | Intrado Corporation 2023 Term Loan B                                             | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |    349116 | PA      | $339007.50    | 0.04%             | 2030-01-31      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385ENN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12129709 | PA      | $955605.29    | 0.10%             | 2055-03-20      | Floating      | 0.99%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-7                                           | CUSIP: 12544TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581601 | PA      | $258271.17    | 0.03%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    417000 | PA      | $432779.28    | 0.05%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS4 Trust                                                       | CUSIP: 749228AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312421 | PA      | $253434.57    | 0.03%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2023-2                                         | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1133037.16   | 0.12%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1800726.20   | 0.19%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MNMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1750407 | PA      | $1457933.62   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                  | Morgan Stanley Mortgage Loan Trust 2007-13                                       | CUSIP: 61756HBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173063 | PA      | $90168.87     | 0.01%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267000 | PA      | $1263509.03   | 0.14%             | 2041-08-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5400000 | PA      | $5167581.30   | 0.56%             | 2055-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES6                                                    | CUSIP: 749410AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2333059.28   | 0.25%             | 2044-09-25      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2418151.40   | 0.26%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2009-10                                            | CUSIP: 17316AAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    487190 | PA      | $343776.00    | 0.04%             | 2035-12-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING MASTER ISSUER PLC                                                    | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |   1600000 | PA      | $2124065.62   | 0.23%             | 2032-07-15      | Floating      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                             | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    400000 | PA      | $332908.00    | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                               | VOLT XCII LLC                                                                    | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16040 | PA      | $16041.08     | 0.00%             | 2051-02-27      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                                            | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1127759.26   | 0.12%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | C-BASS 2007-CB1 TRUST                                                            | CUSIP: 1248MGAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1651274 | PA      | $457701.95    | 0.05%             | 2037-01-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38376GBQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    856002 | PA      | $32616.57     | 0.00%             | 2051-09-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                    | Boyd Gaming Corp                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $653408.00    | 0.07%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust 2006-4                                            | CUSIP: 41161PL27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2378792 | PA      | $1185531.69   | 0.13%             | 2046-05-19      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                               | Conseco Finance Securitizations Corp                                             | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3422743 | PA      | $497018.57    | 0.05%             | 2029-09-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548527 | PA      | $28074.75     | 0.00%             | 2052-06-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                               | Hilton Domestic Operating Company Inc 2023 Term Loan B4                          | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    424611 | PA      | $423825.67    | 0.05%             | 2030-11-08      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2021-4 LLC                                                                  | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1574991 | PA      | $1578962.76   | 0.17%             | 2026-04-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9797194 | PA      | $9372834.80   | 1.01%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $387111.15    | 0.04%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    305000 | PA      | $286346.20    | 0.03%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Kamc Holdings Inc                                                                   | KAMC Holdings Inc 2019 Term Loan                                                 | CUSIP: 48238YAC2<br>LEI: 549300XJEBQG5WGJBZ22 | Long             | LON              | CORP              | US        |    493431 | PA      | $473025.61    | 0.05%             | 2026-08-14      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    600000 | PA      | $593304.00    | 0.06%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                           | SUNOCO LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299871.00    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                                                               | Lonza Finance International NV                                                   | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |    210000 | PA      | $241992.84    | 0.03%             | 2036-04-24      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BULR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5498977 | PA      | $5471316.07   | 0.59%             | 2055-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2022-SFR1 Trust                                               | CUSIP: 89616QAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1597838.72   | 0.17%             | 2039-04-17      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                 | NEW YORK NY                                                                      | CUSIP: 64966MYR4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    155000 | PA      | $148252.23    | 0.02%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS15 Trust                                                      | CUSIP: 74922YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687179 | PA      | $593181.23    | 0.06%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                    | Delivery Hero SE 2024 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |   1095591 | PA      | $1097507.93   | 0.12%             | 2029-12-12      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-P3                                           | CUSIP: 14688GAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000 | PA      | $269532.56    | 0.03%             | 2030-08-12      | None          | 0.00%                 | 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        |     60000 | PA      | $52492.80     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                            | Indonesia Government International Bonds                                         | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $194392.00    | 0.02%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                     | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    190368 | PA      | $184539.28    | 0.02%             | 2030-09-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                            | Americold Realty Operating Partnership LP                                        | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |   1120000 | PA      | $1123528.00   | 0.12%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                         | DG Investment Intermediate Holdings 2 Inc 2024 Delayed Draw Term Loan            | CUSIP: 23344MAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46493 | PA      | $45098.27     | 0.00%             | 2028-03-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252679.50    | 0.03%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                          | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1458000 | PA      | $1295870.25   | 0.14%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | Securitized Asset Backed Receivables LLC Trust 2006-CB1                          | CUSIP: 81375WHK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229265 | PA      | $194763.32    | 0.02%             | 2036-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $376900.00    | 0.04%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | GWT 2024-WLF2                                                                    | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522000 | PA      | $521879.47    | 0.06%             | 2041-05-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust 2005-9                                            | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12202 | PA      | $11348.87     | 0.00%             | 2035-06-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                             | Bayer US Finance II LLC                                                          | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253829.55    | 0.03%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                           | Amgen Inc                                                                        | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75671.00     | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust Series 2006-HE6                           | CUSIP: 59023XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738183 | PA      | $233576.88    | 0.03%             | 2037-11-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                             | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598116.00    | 0.06%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                            | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     35000 | PA      | $32144.35     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KESTREL ACQUISITION LLC                                                             | Kestrel Acquisition LLC 2024 Term Loan B                                         | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |    229433 | PA      | $229838.88    | 0.02%             | 2031-11-06      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    115000 | PA      | $87226.35     | 0.01%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust 2006-17                                                          | CUSIP: 52523KAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6853441 | PA      | $137697.96    | 0.01%             | 2046-08-25      | Fixed         | 0.60%                 | No            |                  3 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite Xlii Ltd                                                               | CUSIP: 55955YAE4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $896747.00    | 0.10%             | 2038-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                                    | Farmers Insurance Exchange                                                       | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    135000 | PA      | $110586.60    | 0.01%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                                              | SCIH Salt Holdings Inc 2021 Incremental Term Loan B                              | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498750 | PA      | $494809.88    | 0.05%             | 2029-01-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| HELP AT HOME INC                                                                    | Help At Home Inc 2024 Term Loan B                                                | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |    349125 | PA      | $338761.22    | 0.04%             | 2031-09-24      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                                            | Ryan LLC Term Loan                                                               | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    378430 | PA      | $378004.54    | 0.04%             | 2030-11-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                                    | Modena Buyer LLC Term Loan                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    335756 | PA      | $319388.31    | 0.03%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    110000 | PA      | $109855.90    | 0.01%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                              | Uruguay Government International Bond                                            | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    200000 | PA      | $204042.00    | 0.02%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                 | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185321.90    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                              | Aveanna Healthcare LLC 2021 Term Loan B                                          | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    259772 | PA      | $255551.70    | 0.03%             | 2028-07-17      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    335000 | PA      | $334681.75    | 0.04%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                            | CUSIP: 871044AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401979.80    | 0.04%             | 2054-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S3 Trust                                                       | CUSIP: 76111XP56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384323 | PA      | $311374.12    | 0.03%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust 2004-3                                                    | CUSIP: 07384MQ88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4653 | PA      | $4294.21      | 0.00%             | 2034-07-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2024-NPL3 LLC                                                               | CUSIP: 69391UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230710 | PA      | $1235701.52   | 0.13%             | 2054-04-27      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                        | Sabey Data Center Issuer LLC                                                     | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1325000 | PA      | $1265869.62   | 0.14%             | 2046-06-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                       | Citigroup Inc                                                                    | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    435000 | PA      | $424386.00    | 0.05%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                        | MH Sub I LLC 2024 Term Loan B4                                                   | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    663557 | PA      | $583870.26    | 0.06%             | 2031-12-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                                           | Telenet Financing USD LLC 2020 USD Term Loan AR                                  | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |    500000 | PA      | $489687.50    | 0.05%             | 2028-04-30      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                                            | Proampac PG Borrower LLC 2024 Term Loan                                          | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    145889 | PA      | $143955.59    | 0.02%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                            | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    431000 | PA      | $404885.71    | 0.04%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GC32                                           | CUSIP: 36250PAF2<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |  14565872 | PA      | $224.31       | 0.00%             | 2048-07-10      | Variable      | 0.75%                 | No            |                  3 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                            | Tucson Electric Power Co                                                         | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    305000 | PA      | $287209.35    | 0.03%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226653.75    | 0.02%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                                         | Taurus 2021-1 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |   1464245 | PA      | $1925513.88   | 0.21%             | 2031-05-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3870000 | PA      | $3888594.15   | 0.42%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $936192.25    | 0.10%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJE60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5871761 | PA      | $5838933.90   | 0.63%             | 2055-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US Holdco 2 Inc                                                     | BCPE North Star US HoldCo 2 Inc Term Loan                                        | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |    749727 | PA      | $730518.72    | 0.08%             | 2028-06-09      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3251082 | PA      | $2581564.11   | 0.28%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927000 | PA      | $913121.79    | 0.10%             | 2041-02-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195380.00    | 0.02%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                          | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     63000 | PA      | $51254.28     | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       503 | NC      | $730576.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-86CB                                                 | CUSIP: 12668BFA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    507850 | PA      | $290109.08    | 0.03%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    950000 | PA      | $991059.00    | 0.11%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    635000 | PA      | $548379.65    | 0.06%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS6 Trust                                                       | CUSIP: 74922EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    484205 | PA      | $393000.83    | 0.04%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                                    | Southern Veterinary Partners LLC 2024 1st Lien Term Loan                         | CUSIP: 84410HAN0<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    521588 | PA      | $520612.76    | 0.06%             | 2031-12-04      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-10CB                                                 | CUSIP: 12667GBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1335903 | PA      | $1096834.08   | 0.12%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    920000 | PA      | $891452.40    | 0.10%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    659444 | PA      | $615534.03    | 0.07%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | LONG GILT FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -7 | NC      | $-3276.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                                            | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1244876.97   | 0.13%             | 2031-11-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1355408.60   | 0.15%             | 2042-03-15      | Floating      | 7.51%                 | 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        |    250000 | PA      | $186525.00    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115267.95    | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                                | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $282589.56    | 0.03%             | 2036-01-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2021-11 LLC                                                                 | CUSIP: 69362QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243240 | PA      | $243738.77    | 0.03%             | 2026-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                            | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327236.00    | 0.04%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3160000 | PA      | $67890.07     | 0.01%             | 2047-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                   | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    265000 | PA      | $291469.41    | 0.03%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111975.60    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Plaze Inc                                                                           | Plaze Inc 2020 Incremental Term Loan                                             | CUSIP: 72819QAN2<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |    671141 | PA      | $628117.81    | 0.07%             | 2026-08-03      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    510000 | PA      | $235155.90    | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1777780 | PA      | $143.82       | 0.00%             | 2048-03-10      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-182700.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                            | NRTH 2024-PARK Mortgage Trust                                                    | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701000 | PA      | $697081.83    | 0.08%             | 2039-03-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H6 Mortgage Trust                                                     | CUSIP: 227919AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847187 | PA      | $844887.86    | 0.09%             | 2069-09-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                            | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    695000 | PA      | $646051.15    | 0.07%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560000 | PA      | $1558319.72   | 0.17%             | 2044-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2024-UPTN                                      | CUSIP: 36256SAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1466652.25   | 0.16%             | 2029-10-15      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                              | Cascade MH Asset Trust 2022-MH1                                                  | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1099611 | PA      | $1065475.34   | 0.12%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $411826.80    | 0.04%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QS7 Trust                                                       | CUSIP: 74923WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41438 | PA      | $33522.22     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1351282.40   | 0.15%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2024 Term Loan I                                                   | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    428278 | PA      | $428224.08    | 0.05%             | 2028-08-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                                    | ZipRecruiter Inc                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |     59000 | PA      | $49459.70     | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-13328.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                              | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    747000 | PA      | $754096.50    | 0.08%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $201364.80    | 0.02%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue             | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                   | CUSIP: 64971XQW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $62263.43     | 0.01%             | 2032-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $392520.00    | 0.04%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                               | Jane Street Group LLC 2024 Term Loan B1                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    467444 | PA      | $461668.41    | 0.05%             | 2031-12-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                       | ModivCare Inc                                                                    | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    744450 | PA      | $230779.50    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    760000 | PA      | $673838.80    | 0.07%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                          | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                        | CUSIP: 544445BD0<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |    100000 | PA      | $90405.80     | 0.01%             | 2038-05-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    849149 | PA      | $867152.43    | 0.09%             | 2039-09-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                            | Consolidated Communications Inc                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1343113.83   | 0.15%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                                             | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $284260.51    | 0.03%             | 2032-09-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF NEW                                                            | Public Service Co of New Mexico                                                  | CUSIP: 744542AC5<br>LEI: OFZN1UT56PNG1CGSR346 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39833.60     | 0.00%             | 2025-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151DAE1<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1028860.00   | 0.11%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lackawanna Energy Center LLC                                                        | Lackawanna Energy Center LLC Term Loan C                                         | CUSIP: 50550EAD0<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2029-08-06      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| TCW Private Asset Income Fund                                                       | TCW Private Asset Income Fund                                                    | CUSIP: 87807Y206<br>LEI: 254900JOZ7KOHWZ5ZD02 | Long             | EC               | RF                | US        |    630791 | NS      | $6314213.91   | 0.68%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTLG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12123044 | PA      | $759878.36    | 0.08%             | 2054-07-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD LLC                                                                     | South Field LLC 2025 Term Loan B                                                 | CUSIP: 83783XAD8<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    357633 | PA      | $356517.16    | 0.04%             | 2031-08-29      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811000 | PA      | $830043.74    | 0.09%             | 2041-11-05      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                                          | EZCORP Inc                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1192204.00   | 0.13%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                            | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    735000 | PA      | $787399.19    | 0.09%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58598000 | PA      | $59030617.90  | 6.38%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc 2024 Term Loan B1                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    694344 | PA      | $656734.63    | 0.07%             | 2029-11-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $788332.50    | 0.09%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2537751 | PA      | $2434007.77   | 0.26%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $114658.38    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                          | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234551 | PA      | $1928.69      | 0.00%             | 2049-06-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $515764.25    | 0.06%             | 2041-02-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429194.75    | 0.05%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1284852.90   | 0.14%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP INC                                                              | Research Now Group Inc 2024 First Lien Second Out Term Loan                      | CUSIP: 76100MAC4<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-10-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT JUN25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -183 | NC      | $-273933.22   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-32CB                                                 | CUSIP: 02147XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129528 | PA      | $73993.98     | 0.01%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2003629 | PA      | $1591008.35   | 0.17%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                                              | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    195000 | PA      | $208146.33    | 0.02%             | 2028-05-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ADMI Corp                                                                           | ADMI Corp 2021 Incremental Term Loan B3                                          | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    498708 | PA      | $477512.92    | 0.05%             | 2027-12-23      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                              | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                      | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    498750 | PA      | $492774.98    | 0.05%             | 2032-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                           | Crocs Inc                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    980000 | PA      | $857382.40    | 0.09%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                   | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    550000 | PA      | $625479.05    | 0.07%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-46CB                                                 | CUSIP: 12667G7A5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477376 | PA      | $330492.81    | 0.04%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                           | Pike Corp                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    775000 | PA      | $813912.75    | 0.09%             | 2031-01-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                           | Invitation Homes Operating Partnership LP 2024 Term Loan                         | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |    739444 | PA      | $728352.55    | 0.08%             | 2028-09-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                               | AMMC CLO 24 Ltd                                                                  | CUSIP: 00177MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986168.00    | 0.11%             | 2035-01-20      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                             | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    840000 | PA      | $845451.60    | 0.09%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7525000 | PA      | $6257549.20   | 0.68%             | 2054-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARCLINE FM HOLDINGS LLC                                                             | Arcline FM Holdings LLC 2024 Term Loan                                           | CUSIP: 03960DAG8<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |    349123 | PA      | $348613.09    | 0.04%             | 2028-06-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                                           | Healthpeak Properties Inc Term Loan A2                                           | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    110979 | PA      | $108204.36    | 0.01%             | 2027-02-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                           | DG Investment Intermediate Holdings 2 Inc 2021 Term Loan                         | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    575392 | PA      | $574960.76    | 0.06%             | 2028-03-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Trust                                                   | Nationstar Home Equity Loan Trust 2007-C                                         | CUSIP: 63860KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14131 | PA      | $13638.64     | 0.00%             | 2037-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CINEWORLD WARRANTS WTS                                                              | CINEWORLD WARRANTS WTS                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    152713 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8325000 | PA      | $8165272.39   | 0.88%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                            | ELO SACA                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $315766.22    | 0.03%             | 2029-03-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                                   | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    803000 | PA      | $794239.27    | 0.09%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASP Dream Acquisition Co LLC                                                        | ASP Dream Acquisition Co LLC Term Loan B                                         | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |   1128750 | PA      | $1083599.57   | 0.12%             | 2028-12-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                 | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260569.20    | 0.03%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                                            | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     74000 | PA      | $55463.74     | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152281.50    | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2020-VIV2                                           | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $993114.65    | 0.11%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** TCW ETF Trust

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer