# EDGAR Filing Document

**Accession Number:** 0000088525
**File Stem:** 0000913181-25-000328
**Filing Date:** 2025-12
**Character Count:** 361747
**Document Hash:** c1ef060003ae9b029c3542b0e308c9b7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000913181-25-000328.hdr.sgml**: 20251201

**ACCESSION NUMBER**: 0000913181-25-000328

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251201

**DATE AS OF CHANGE**: 20251201

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GUGGENHEIM FUNDS TRUST
- **CENTRAL INDEX KEY:** 0000088525

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01136
- **FILM NUMBER:** 251538198

**BUSINESS ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850
- **BUSINESS PHONE:** 301-296-5100

**MAIL ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SECURITY EQUITY FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Guggenheim Limited Duration Fund (Series ID: S000043985)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000136507 | A-Class             | GILDX           |
| C000136508 | C-Class             | GILFX           |
| C000136509 | Institutional Class | GILHX           |
| C000152100 | R6                  | GIKRX           |
| C000155965 | P                   | GILPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-01136

- **c. CIK number of Registrant:** 0000088525

- **d. LEI of Registrant:** 54930033G24U3UGWK691

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

  - **Street Address 1:** 702 King Farm Blvd., Suite 200

  - **City:** Rockville

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

  - **Telephone number:** 301-296-5100

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

- **a. Name of Series:** Guggenheim Limited Duration Fund

- **b. EDGAR series identifier (if any):** S000043985

- **c. LEI of Series:** 549300HOV4IT1OMUDR80

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7838478818.02

**Total Liabilities:** $2355484096.40

**Net Assets:** $5482994721.62

**Delayed Delivery Securities:** $2148701057.96

**Cash Not Reported:** $16348444.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 80906.24814250 | **1-Year:** 670485.81850650 | **5-Year:** 700008.02777310 | **10-Year:** 83145.71959130 | **30-Year:** 3079.02273340

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

- **3-Month:** 12778.40467490 | **1-Year:** 24357.90509030 | **5-Year:** 41779.30317450 | **10-Year:** 5681.36833180 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000136507 | -0.05%               | 0.99%                | 0.39%                |
| Class ID C000152100 | 0.02%                | 0.97%                | 0.41%                |
| Class ID C000136508 | -0.11%               | 0.92%                | 0.33%                |
| Class ID C000155965 | -0.01%               | 0.95%                | 0.43%                |
| Class ID C000136509 | 0.01%                | 0.97%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $110784.13               | $-13820686.96                              |
| Month 2  | $3818540.04              | $27842447.82                               |
| Month 3  | $9071593.96              | $-5190837.59                               |

**Designated Index Information**

- **Index Name:** Portfolio (ExDerivative)

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                          | Title                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Capital Automotive Reit                       | CARS-DB4, LP                                                                          | CUSIP: 12510HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     880095 | PA      | $817035.12    | 0.01%             | 2050-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | CDX.NA.HY.43.V1 (25-35%)                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              |  | US        |   -5085000 | OU      | $-790044.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                              | BAT Capital Corp.                                                                     | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $4247942.01   | 0.08%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                     | Jabil, Inc.                                                                           | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3749028.02   | 0.07%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                              | NTT Finance Corp.                                                                     | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1600000 | PA      | $1615820.99   | 0.03%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                          | OneMain Finance Corp.                                                                 | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18162.68     | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                            | CAL Funding IV Ltd.                                                                   | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    2146875 | PA      | $2047079.23   | 0.04%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| JACOBS HOLDING AG                             | Cognita Ltd.                                                                          | CUSIP: N/A<br>LEI: 894500YKKF2CXAP6DR25       | Long             | LON              | CORP              | GB        |    1500000 | PA      | $1774600.75   | 0.03%             | 2029-04-25      | Variable      | 5.73%                 | No            |                  3 | On Loan: No      |
| POLARIS INC                                   | Polaris, Inc.                                                                         | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $9235455.59   | 0.17%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                      | Vantage Data Centers LLC                                                              | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   19350000 | PA      | $19448001.95  | 0.35%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding Ltd.                                                                     | CUSIP: 12550TBA2<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-O            | CORP              | KY        |    5000000 | PA      | $5006724.50   | 0.09%             | 2034-04-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                      | BXMT Ltd.                                                                             | CUSIP: 05608XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4500000 | PA      | $4483406.70   | 0.08%             | 2037-11-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                              | VB-S1 Issuer LLC - VBTEL                                                              | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4023610.40   | 0.07%             | 2054-05-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                      | Penske Truck Leasing Company Lp / PTL Finance Corp.                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4884328.81   | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3142GSFG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9619269 | PA      | $9952404.24   | 0.18%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                         | CURRENCY CONTRACT - Rec USD / Deliver EUR                                             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              |  | US        |    -183000 | NC      | $126.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                               | HGI CRE CLO Ltd.                                                                      | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     155964 | PA      | $155810.58    | 0.00%             | 2036-09-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 1-Year/2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -35665000 | NC      | $-85266.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  -10000000 | OU      | $-10041.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                | Castlelake Aircraft Structured Trust                                                  | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13760082 | PA      | $13854949.95  | 0.25%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                      | Jackson National Life Global Funding                                                  | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $13854352.56  | 0.25%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                           | TransDigm, Inc.                                                                       | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |    6650000 | PA      | $6642020.00   | 0.12%             | 2030-03-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Nomura Global Financial Products, Inc.        | CURRENCY CONTRACT - Rec USD / Deliver EUR                                             | CUSIP: N/A<br>LEI: 0Z3VO5H2G7GRS05BHJ91       | N/A              | DFE              |  | US        |  -16363000 | NC      | $7076.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  260000000 | OU      | $1785154.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PS HOLDINGS INDEPENDENT VOTING COMPANY LTD    | Pershing Square Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | DBT              | CORP              | GG        |   25600000 | PA      | $22822755.84  | 0.42%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                | BRAVO Residential Funding Trust                                                       | CUSIP: 10569MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2642151 | PA      | $2662497.92   | 0.05%             | 2064-12-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        | -181100000 | OU      | $-5025845.55  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                | QTS Good News Facility                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   11450000 | PA      | $11448129.18  | 0.21%             | 2028-10-09      | Variable      | 7.09%                 | No            |                  3 | On Loan: No      |
| SOFTBANK CORP                                 | SoftBank Corp.                                                                        | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   14000000 | PA      | $14106804.60  | 0.26%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                           | Hotwire Funding LLC                                                                   | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    2380000 | PA      | $2420262.46   | 0.04%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust                 | Nomura Resecuritization Trust                                                         | CUSIP: 65540WCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134433 | PA      | $131577.36    | 0.00%             | 2036-03-26      | Floating      | 1.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays plc                                                                          | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   13650000 | PA      | $13674112.86  | 0.25%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust                                    | CUSIP: 61690AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6673916 | PA      | $128.14       | 0.00%             | 2047-12-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                   | Uniform MBS 30 Year                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   26670000 | PA      | $27218468.55  | 0.50%             | 2026-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 38 Ltd                            | Elmwood CLO 38 Ltd.                                                                   | CUSIP: 289908AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $998299.90    | 0.02%             | 2038-04-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                      | Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp. | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5844000 | PA      | $5953189.88   | 0.11%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                       | American National Group, Inc.                                                         | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   13075000 | PA      | $13182390.99  | 0.24%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                          | LHOME Mortgage Trust 2025-RTL3                                                        | CUSIP: 50205YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7900000 | PA      | $7921029.80   | 0.14%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                       | SBA Communications Corp.                                                              | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    3472000 | PA      | $3247402.22   | 0.06%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                 | New Residential Mortgage Loan Trust                                                   | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     331561 | PA      | $329956.59    | 0.01%             | 2057-06-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                      | United Wholesale Mortgage LLC                                                         | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    7120000 | PA      | $7117448.19   | 0.13%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                               | United States Treasury Inflation Indexed Bonds                                        | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5498657 | PA      | $5413637.55   | 0.10%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OWS Structured Asset Trust                    | OSAT Trust                                                                            | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32371672 | PA      | $32384309.50  | 0.59%             | 2065-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                  | ING Groep N.V.                                                                        | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    9800000 | PA      | $9673637.92   | 0.18%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust                                                             | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12959810 | PA      | $13036279.75  | 0.24%             | 2065-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                      | Minerals Technologies, Inc.                                                           | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88200.50     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEAM BLUE FINCO SARL                          | Team.Blue Finco SARL                                                                  | CUSIP: N/A<br>LEI: 549300DR8PIYMOZ4YU85       | Long             | LON              | CORP              | LU        |     550000 | PA      | $548971.50    | 0.01%             | 2032-07-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                   | UPX HIL Issuer Trust                                                                  | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1923292 | PA      | $1931487.54   | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORP                  | Concentra Health Services, Inc.                                                       | CUSIP: N/A<br>LEI: 984500GB84105F75DE32       | Long             | LON              | CORP              | US        |     398000 | PA      | $399245.74    | 0.01%             | 2031-07-28      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                 | New Residential Mortgage Loan Trust                                                   | CUSIP: 64828GAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     936338 | PA      | $888155.95    | 0.02%             | 2059-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp.                                                                 | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7617955.35   | 0.14%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                   | RCKT Mortgage Trust 2025-CES8                                                         | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    8944789 | PA      | $8995470.10   | 0.16%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                      | Mill City Securities Ltd.                                                             | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1834633 | PA      | $1729141.18   | 0.03%             | 2069-08-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES IV                         | Blue Owl IV                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2472000 | PA      | $2472000.00   | 0.05%             | 2045-09-04      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| Chase Mortgage Finance Corpora                | Chase Home Lending Mortgage Trust                                                     | CUSIP: 161935AE1<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |   19784826 | PA      | $19904318.31  | 0.36%             | 2056-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                              | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4351813.87   | 0.08%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                | Provident Funding Mortgage Trust                                                      | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5961103 | PA      | $5992641.70   | 0.11%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization T                | Station Place Securitization Trust                                                    | CUSIP: 85779EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2825000 | PA      | $2825000.00   | 0.05%             | 2025-11-17      | Floating      | 5.45%                 | No            |                  3 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp.                                                                          | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   25825000 | PA      | $25812329.22  | 0.47%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                    | Morgan Stanley ABS Capital I Incorporated Trust                                       | CUSIP: 617538AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2937280 | PA      | $1464694.10   | 0.03%             | 2036-12-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                      | BENCHMARK Mortgage Trust                                                              | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   81181546 | PA      | $610728.77    | 0.01%             | 2051-02-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC Trust                                                                            | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9067951 | PA      | $9031171.33   | 0.16%             | 2060-12-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                           | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     190000 | PA      | $187378.23    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                      | Santander UK Group Holdings plc                                                       | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    8700000 | PA      | $8798872.63   | 0.16%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                   | HOMES 2025-NQM4 Trust                                                                 | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7760428 | PA      | $7789423.00   | 0.14%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                  | AGL CLO 42 Ltd.                                                                       | CUSIP: 00791YAE8<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-O            | CORP              | KY        |   10000000 | PA      | $10037405.00  | 0.18%             | 2038-07-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3137HMCN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12337402 | PA      | $12351058.77  | 0.23%             | 2051-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3136BWZA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27561972 | PA      | $27900775.17  | 0.51%             | 2051-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust                                                             | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129159 | PA      | $127636.10    | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                  | Cedar Fair LP                                                                         | CUSIP: N/A<br>LEI: 549300TUVLNQQ6BVKH61       | Long             | LON              | CORP              | US        |    2338412 | PA      | $2321458.97   | 0.04%             | 2031-05-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                               | United States Treasury Inflation Indexed Bonds                                        | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56048654 | PA      | $57852554.00  | 1.06%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust                                                            | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |    5306068 | PA      | $5346079.62   | 0.10%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                            | BSPRT Issuer Ltd.                                                                     | CUSIP: 05601HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5000000 | PA      | $4957172.00   | 0.09%             | 2036-03-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| DOGWOOD TERM LOANS                            | Dogwood State Bank                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   21249460 | PA      | $21371223.86  | 0.39%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| EAGLE POINT HOLDINGS BORROWER LLC             | Eagle Point Holdings Borrower, LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -880667 | PA      | $-0.01        | -0.00%            | 2028-03-31      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -25475000 | NC      | $-43597.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE POINT HOLDINGS BORROWER LLC             | Eagle Point Holdings Borrower, LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2600000 | PA      | $2600000.00   | 0.05%             | 2028-03-31      | Variable      | 8.06%                 | No            |                  3 | On Loan: No      |
| TPG Real Estate Finance                       | TRTX Issuer Ltd.                                                                      | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    9250000 | PA      | $9234729.18   | 0.17%             | 2042-09-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Guggenheim Partners Investment Management LLC | Guggenheim Ultra Short Duration Fund - Institutional Class                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |    3438830 | NS      | $34629015.59  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                       | WEX, Inc.                                                                             | CUSIP: N/A<br>LEI: T9M5IGROL1TL1G5OV478       | Long             | LON              | CORP              | US        |     398997 | PA      | $397126.19    | 0.01%             | 2032-03-05      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 37 Senior Loan Fund                                                            | CUSIP: 26249YAE1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-O            | CORP              | KY        |     448198 | PA      | $2036.12      | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                               | HGI CRE CLO Ltd.                                                                      | CUSIP: 40390JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $1998057.00   | 0.04%             | 2036-09-17      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                     | MidCap Funding XLVI Trust                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6400000.00   | 0.12%             | 2028-04-15      | Variable      | 6.72%                 | No            |                  3 | On Loan: No      |
| BILLIKEN BUYER INC                            | Eyecare Partners LLC                                                                  | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |     100810 | PA      | $101364.79    | 0.00%             | 2028-08-31      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3137HMA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14313666 | PA      | $14451068.76  | 0.26%             | 2053-04-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                     | GATX Corp.                                                                            | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2882222.30   | 0.05%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                | JPMDB Commercial Mortgage Securities Trust                                            | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5979953 | PA      | $16912.50     | 0.00%             | 2049-06-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| DELTA PARENT HOLDINGS INC                     | Kroll, Inc.                                                                           | CUSIP: N/A<br>LEI: 549300FDREJLOIGXY104       | Long             | LON              | CORP              | US        |    5650000 | PA      | $5627929.69   | 0.10%             | 2032-09-12      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM LLC                                                                              | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1801541 | PA      | $1802525.41   | 0.03%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Copper River CLO Ltd                          | Copper River CLO Ltd.                                                                 | CUSIP: 217563AC9<br>LEI: 5493005HHHXVM8NBWY47 | Long             | ABS-O            | CORP              | KY        |     500000 | PA      | $50.00        | 0.00%             | 2021-01-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| O-I GLASS INC                                 | O-I Glass, Inc.                                                                       | CUSIP: N/A<br>LEI: V2UQUCDZJ9WY98W8QU33       | Long             | LON              | CORP              | US        |    3000000 | PA      | $2992500.00   | 0.05%             | 2032-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3136BWY91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13889807 | PA      | $13905291.26  | 0.25%             | 2052-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                      | Penske Truck Leasing Company LP / PTL Finance Corp.                                   | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5475000 | PA      | $5473355.20   | 0.10%             | 2026-01-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LUX NEWCO                                     | Froneri US, Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2299321 | PA      | $2280650.14   | 0.04%             | 2031-09-30      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                 | KDAC Aviation Finance Ltd.                                                            | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2699071 | PA      | $2678908.52   | 0.05%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | 1-Year/2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -35665000 | NC      | $-85266.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                           | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      75000 | PA      | $67971.17     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                | Provident Funding Mortgage Trust 2025-4                                               | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24900000 | PA      | $24892032.00  | 0.45%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                      | Terraform Global Operating, LP                                                        | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4541857.84   | 0.08%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                | Soundview Home Loan Trust                                                             | CUSIP: 83611MGU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     170238 | PA      | $169389.71    | 0.00%             | 2035-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | CURRENCY CONTRACT - Rec USD / Deliver EUR                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |    -438000 | NC      | $-531.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX Trust                                                                             | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1605377 | PA      | $1601595.64   | 0.03%             | 2062-09-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| THL Credit Lake Shore MM CLO I                | THL Credit Lake Shore MM CLO I Ltd.                                                   | CUSIP: 510800AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   41367656 | PA      | $41491568.78  | 0.76%             | 2033-04-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                          | Carpenter Technology Corp.                                                            | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1147438.85   | 0.02%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                        | Foreign Exchange USD/JPY                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |   -7559000 | NC      | $-1003.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                            | BSPRT 2025-FL12 Issuer LLC                                                            | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9100000 | PA      | $9083705.54   | 0.17%             | 2043-01-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| THL Credit Lake Shore MM CLO I                | THL Credit Lake Shore MM CLO I Ltd.                                                   | CUSIP: 510800AL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6250000 | PA      | $6267661.25   | 0.11%             | 2033-04-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                | Avis Budget Rental Car Funding AESOP LLC                                              | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    2750000 | PA      | $2799583.60   | 0.05%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | Credit Suisse Mortgage Capital Certificates                                           | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3314230 | PA      | $3298100.63   | 0.06%             | 2061-02-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                | VDCM Commercial Mortgage Trust 2025-AZ                                                | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7350000 | PA      | $7424099.03   | 0.14%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 9-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |   79857500 | NC      | $1007837.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                     | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | CA        |  -25475000 | NC      | $-82942.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 37 Senior Loan Fund                                                            | CUSIP: 26249MAS6<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-O            | CORP              | KY        |     500000 | PA      | $501252.30    | 0.01%             | 2031-01-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae                                                                            | CUSIP: 38384EJU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8292365 | PA      | $8361046.96   | 0.15%             | 2045-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                       | Darling Global Finance B.V.                                                           | CUSIP: N/A<br>LEI: L1N0SPPKS7EXZYUMZ898       | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2430408.31   | 0.04%             | 2032-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                  | Ginkgo Bioworks Holdings, Inc.                                                        | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               |  | US        |      19663 | NS      | $143.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   45273065 | PA      | $44921519.19  | 0.82%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX Trust                                                                             | CUSIP: 673913AB5<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |    3750737 | PA      | $3776491.94   | 0.07%             | 2064-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                         | Foreign Exchange EUR/USD                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   35774000 | NC      | $61124.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  -37500000 | OU      | $-766705.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | 1-Year/2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -35665000 | NC      | $-89790.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA                                    | Air Canada                                                                            | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    4550000 | PA      | $4508706.02   | 0.08%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                   | Foreign Exchange USD/JPY                                                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   12668000 | NC      | $163111.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WWTHC II INC                                  | World Wide Technology Holding Company LLC                                             | CUSIP: N/A<br>LEI: 213800MTFQARCZL1PY64       | Long             | LON              | CORP              | US        |    2586967 | PA      | $2590201.13   | 0.05%             | 2030-03-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| DELTA PARENT HOLDINGS INC                     | Kroll, Inc.                                                                           | CUSIP: N/A<br>LEI: 549300FDREJLOIGXY104       | Short            | LON              | CORP              | US        |    -550000 | PA      | $-2148.44     | -0.00%            | 2032-09-03      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| FS Rialto Issuer Ltd                          | FS Rialto 2025-FL10 Issuer LLC                                                        | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6350000 | PA      | $6354800.60   | 0.12%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2025-7                                                     | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    8915188 | PA      | $8943923.66   | 0.16%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                        | Sequoia Mortgage Trust                                                                | CUSIP: 81743CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1663530 | PA      | $1670405.08   | 0.03%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                | PMT Loan Trust 2025-INV8                                                              | CUSIP: 73015EAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27759462 | PA      | $27969740.31  | 0.51%             | 2056-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                            | TIF Funding II LLC                                                                    | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11407000 | PA      | $10404888.21  | 0.19%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3137HMX47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27818289 | PA      | $27890658.15  | 0.51%             | 2053-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                     | Qorvo, Inc.                                                                           | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     963000 | PA      | $943962.84    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae                                                                            | CUSIP: 38381NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21510408 | PA      | $21731418.77  | 0.40%             | 2052-03-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                | Bear Stearns Asset-Backed Securities I Trust                                          | CUSIP: 07389MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     902266 | PA      | $895869.20    | 0.02%             | 2036-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                        | Match Group Holdings II LLC                                                           | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4690620.50   | 0.09%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                        | Sequoia Mortgage Trust                                                                | CUSIP: 81749YAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4873642 | PA      | $4898843.68   | 0.09%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                               | CLI Funding IX LLC                                                                    | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |    8381417 | PA      | $8496301.60   | 0.15%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                         | QTS Issuer ABS II LLC                                                                 | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5050000 | PA      | $5032936.05   | 0.09%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                 | New Residential Mortgage Loan Trust                                                   | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1228782 | PA      | $1201513.15   | 0.02%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                | Castlelake Aircraft Structured Trust                                                  | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     530415 | PA      | $527144.41    | 0.01%             | 2046-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                | EFMT 2025-CES4                                                                        | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |   16641622 | PA      | $16768496.56  | 0.31%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| PMH NEWCO LP                                  | Project Onyx                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    4577985 | PA      | $4561151.99   | 0.08%             | 2030-06-26      | Variable      | 6.89%                 | No            |                  3 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                      | Aspen Insurance Holdings Ltd.                                                         | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    1600000 | PA      | $1674611.14   | 0.03%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT HOLDINGS BORROWER LLC             | Eagle Point Holdings Borrower, LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     880667 | PA      | $880667.00    | 0.02%             | 2028-03-31      | Variable      | 8.06%                 | No            |                  3 | On Loan: No      |
| The Toronto-Dominion Bank                     | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -25475000 | NC      | $-34488.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                       | GA Global Funding Trust                                                               | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4659416.11   | 0.08%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                     | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -25475000 | NC      | $-84863.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                   | FIGRE Trust                                                                           | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4423699 | PA      | $4486914.14   | 0.08%             | 2055-01-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                      | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                            | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3828759.50   | 0.07%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                | Soundview Home Loan Trust                                                             | CUSIP: 83612CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4450121 | PA      | $4340276.93   | 0.08%             | 2036-07-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| AMC EAST COMM LLC                             | AMC East Communities LLC                                                              | CUSIP: 00164TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1090378 | PA      | $1103603.29   | 0.02%             | 2028-01-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BRP INC                                       | Bombardier Recreational Products, Inc.                                                | CUSIP: N/A<br>LEI: 549300DZZJW11IMTMJ24       | Long             | LON              | CORP              | CA        |    4011394 | PA      | $4013920.73   | 0.07%             | 2031-01-22      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                 | New Residential Mortgage Loan Trust                                                   | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    3165458 | PA      | $3196592.73   | 0.06%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Newstar Fairfield Fund CLO LTD                | NewStar Fairfield Fund CLO Ltd.                                                       | CUSIP: 65252BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     166994 | PA      | $167332.54    | 0.00%             | 2030-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                   | PRKCM Trust                                                                           | CUSIP: 69377TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1329144 | PA      | $1330852.03   | 0.02%             | 2057-08-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC                                | DK Crown Holdings, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1247500 | PA      | $1245167.18   | 0.02%             | 2032-03-04      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                         | Foreign Exchange EUR/USD                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   48259000 | NC      | $121.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale S.A.                                                                 | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10500000 | PA      | $10434845.30  | 0.19%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                | Asset-Backed Securities Corporation Home Equity Loan Trust Series AEG                 | CUSIP: 04541GVL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1768103 | PA      | $1735429.08   | 0.03%             | 2036-01-25      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | 1-Year/2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -25475000 | NC      | $-73807.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                        | Standard Chartered plc                                                                | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   10600000 | PA      | $10820141.12  | 0.20%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                | WaMu Asset-Backed Certificates WaMu Series                                            | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3397108 | PA      | $1221492.17   | 0.02%             | 2037-04-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                         | Level 3 Financing, Inc.                                                               | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2277000 | PA      | $2080608.75   | 0.04%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Government National Mortgage Association                                              | CUSIP: 38385CQG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   14468927 | PA      | $14417648.16  | 0.26%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                           | FS KKR Capital Corp.                                                                  | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7190056.60   | 0.13%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                | GreenSky Home Improvement Issuer Trust 2025-2                                         | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3800000 | PA      | $3834004.30   | 0.07%             | 2060-06-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                        | GSAA Home Equity Trust                                                                | CUSIP: 362334BS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2020612 | PA      | $970601.45    | 0.02%             | 2036-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                | JPMDB Commercial Mortgage Securities Trust                                            | CUSIP: 46590TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2813655 | PA      | $20421.51     | 0.00%             | 2050-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                    | PacifiCorp                                                                            | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2895262.37   | 0.05%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                 | GS Mortgage-Backed Securities Trust 2025-HE1                                          | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |   15771506 | PA      | $15815918.64  | 0.29%             | 2055-10-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                  | Assurant, Inc.                                                                        | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     350000 | PA      | $354099.54    | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                              | CoStar Group, Inc.                                                                    | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   15280000 | PA      | $13988514.08  | 0.26%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                   | Legacy Mortgage Asset Trust                                                           | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13644061 | PA      | $13651861.52  | 0.25%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                     | Foreign Exchange USD/JPY                                                              | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |     954000 | NC      | $28112.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                   | Enviri Corp.                                                                          | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2405331.07   | 0.04%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -25475000 | NC      | $-63555.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                   | FIGRE Trust                                                                           | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4601272 | PA      | $4659304.41   | 0.08%             | 2054-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  425000000 | OU      | $1462263.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                            | CNO Global Funding                                                                    | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $8761759.64   | 0.16%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                        | Switch ABS Issuer LLC                                                                 | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11450000 | PA      | $11343703.93  | 0.21%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                 | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   13850000 | PA      | $14071472.58  | 0.26%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                             | Imperial Fund Mortgage Trust                                                          | CUSIP: 45276PAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9924149 | PA      | $9370578.02   | 0.17%             | 2067-03-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Cerberus                                      | Cerberus Loan Funding 52 LLC                                                          | CUSIP: 15675MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20100000 | PA      | $20169761.07  | 0.37%             | 2037-10-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                      | Jefferies Finance LLC / JFIN Company-Issuer Corp.                                     | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6376819.02   | 0.12%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                         | Foreign Exchange EUR/USD                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   46135000 | NC      | $81022.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  532000000 | OU      | $655477.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                   | Skechers                                                                              | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | LON              | CORP              | US        |    1600000 | PA      | $1883043.68   | 0.03%             | 2032-09-12      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                 | GS Mortgage-Backed Securities Trust                                                   | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1298240 | PA      | $1230885.28   | 0.02%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | U.S. Treasury Notes                                                                   | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15700000 | PA      | $15711039.14  | 0.29%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA INC                            | Outfront Media Capital LLC                                                            | CUSIP: N/A<br>LEI: 5493005WC7J0FDMW0610       | Long             | LON              | CORP              | US        |    4200000 | PA      | $4197396.00   | 0.08%             | 2032-09-16      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                | CFMT LLC                                                                              | CUSIP: 12530GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1048387 | PA      | $1032738.83   | 0.02%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CORPAY INC                                    | Corpay, Inc.                                                                          | CUSIP: N/A<br>LEI: 549300FKKKZCXLK48427       | Long             | LON              | CORP              | US        |    4764000 | PA      | $4755091.32   | 0.09%             | 2028-04-28      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| ARAMARK                                       | Aramark Services, Inc.                                                                | CUSIP: N/A<br>LEI: 42YMHYH0XMHJEXDUB065       | Long             | LON              | CORP              | US        |    2587589 | PA      | $2590279.92   | 0.05%             | 2030-06-24      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                              | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14977144.25  | 0.27%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                        | Option Care Health, Inc.                                                              | CUSIP: N/A<br>LEI: 549300DI3Q5ACSYJRI17       | Long             | LON              | CORP              | US        |    1800000 | PA      | $1796994.00   | 0.03%             | 2032-09-16      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                      | BXMT Ltd.                                                                             | CUSIP: 12434LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   14310000 | PA      | $14138686.40  | 0.26%             | 2038-02-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                              | OWL Rock Clo XXII LLC                                                                 | CUSIP: 69121AAA4<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-O            | CORP              | US        |   20300000 | PA      | $20328275.87  | 0.37%             | 2037-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                           | SkyMiles IP Ltd.                                                                      | CUSIP: N/A<br>LEI: 2549008L7P4I8VB90936       | Long             | LON              | CORP              | KY        |   13600000 | PA      | $13601768.00  | 0.25%             | 2028-10-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                              | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1996332.14   | 0.04%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3137HMCR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9818180 | PA      | $9831552.03   | 0.18%             | 2052-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                   | LG Energy Solution Ltd.                                                               | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    4550000 | PA      | $4656121.02   | 0.08%             | 2029-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                       | PRA Health Sciences, Inc.                                                             | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   10280000 | PA      | $10138173.42  | 0.18%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                   | Uniform MBS 30 Year                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   46170000 | PA      | $46536635.97  | 0.85%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS INTERNATIONAL INC                     | Clarios Global, LP                                                                    | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | CA        |    2250000 | PA      | $2652600.99   | 0.05%             | 2032-01-28      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                | Golub Capital Partners CLO 16M-R3                                                     | CUSIP: 38181EAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   15600000 | PA      | $15626123.76  | 0.28%             | 2039-08-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                | IXIS Real Estate Capital Trust                                                        | CUSIP: 45071KDE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4317576 | PA      | $2243748.47   | 0.04%             | 2036-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7686198.29   | 0.14%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                   | RCKT Mortgage Trust 2025-CES6                                                         | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   14696449 | PA      | $14843562.09  | 0.27%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                   | HOMES 2025-AFC3 Trust                                                                 | CUSIP: 43762AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16400000 | PA      | $16333885.86  | 0.30%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                            | CNO Global Funding                                                                    | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   13100000 | PA      | $13439627.59  | 0.25%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                          | FS Rialto Issuer LLC                                                                  | CUSIP: 30340KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1650000 | PA      | $1642553.88   | 0.03%             | 2042-08-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -25475000 | NC      | $-43750.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX Trust                                                                             | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |   13566326 | PA      | $13703158.60  | 0.25%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HLEND CLO LLC                                 | Hlend CLO LLC                                                                         | CUSIP: 403961AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5306701.32   | 0.10%             | 2037-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                         | Foreign Exchange EUR/USD                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   48259000 | NC      | $121.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                      | Plains All American Pipeline Limited Partnership / PAA Finance Corp.                  | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14825000 | PA      | $14856556.64  | 0.27%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                      | Equitable Financial Life Global Funding                                               | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11329256.40  | 0.21%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust 2025-HE1                                                    | CUSIP: 89183LAD7<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-MBS          | CORP              | US        |    3834000 | PA      | $3835278.26   | 0.07%             | 2065-07-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                  | Barclays Mortgage Loan Trust 2023-NQM1                                                | CUSIP: 066940AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1149273 | PA      | $1156374.06   | 0.02%             | 2063-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                              | NTT Finance Corp.                                                                     | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $5052386.55   | 0.09%             | 2028-07-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                | Wells Fargo Commercial Mortgage Trust                                                 | CUSIP: 95000PAH7<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |   22499251 | PA      | $119534.02    | 0.00%             | 2049-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                              | Berry Global, Inc.                                                                    | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $11648773.75  | 0.21%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                      | MSCI, Inc.                                                                            | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     379000 | PA      | $363135.21    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                               | SBA Tower Trust                                                                       | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5723000 | PA      | $5555902.71   | 0.10%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                        | Alt-2 Structured Trust                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    7632335 | PA      | $7096669.84   | 0.13%             | 2031-05-14      | Floating      | 2.95%                 | No            |                  3 | On Loan: No      |
| PLAYTIKA HOLDING UK II LTD                    | Playtika Holding Corp.                                                                | CUSIP: N/A<br>LEI: 254900E35Z4TKA4UFG64       | Long             | LON              | CORP              | US        |    6024089 | PA      | $5925052.59   | 0.11%             | 2028-03-13      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| BCRED CLO LLC                                 | BCRED CLO LLC                                                                         | CUSIP: 05556FAC7<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-O            | CORP              | KY        |    7400000 | PA      | $7446864.94   | 0.14%             | 2037-04-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                             | Newell Brands, Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3467781.10   | 0.06%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup, Inc.                                                                       | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   15000000 | NS      | $14861428.50  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                | Greystone CRE Notes 2025-FL4 LLC                                                      | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22750000 | PA      | $22758579.03  | 0.42%             | 2043-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                | Wells Fargo Commercial Mortgage Trust                                                 | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12944512 | PA      | $194616.85    | 0.00%             | 2050-12-15      | Variable      | 0.98%                 | No            |                  3 | On Loan: No      |
| UBS Commercial Mortgage Trust                 | UBS Commercial Mortgage Trust                                                         | CUSIP: 90276CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20611150 | PA      | $289083.74    | 0.01%             | 2050-08-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                         | Pinnacle West Capital Corp.                                                           | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4266793.65   | 0.08%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                          | ServiceMaster Funding LLC                                                             | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8676130 | PA      | $8174939.47   | 0.15%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                  | AGL CLO 39 Ltd.                                                                       | CUSIP: 00121XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3300000 | PA      | $3309932.67   | 0.06%             | 2038-04-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3136BWU53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25876741 | PA      | $25894199.67  | 0.47%             | 2053-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                        | Service Experts Issuer 2025-1 LLC                                                     | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3128564 | PA      | $3139330.47   | 0.06%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group plc                                                                     | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6350000 | PA      | $6376385.14   | 0.12%             | 2029-05-23      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                          | FirstKey Homes Trust                                                                  | CUSIP: 33767JBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5050000 | PA      | $5028959.18   | 0.09%             | 2037-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                | JPMDB Commercial Mortgage Securities Trust                                            | CUSIP: 46646RAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30344902 | PA      | $138485.03    | 0.00%             | 2049-12-15      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  220000000 | OU      | $1052343.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -25475000 | NC      | $-63737.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merit                                         | MHP                                                                                   | CUSIP: 55293DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6400000 | PA      | $6400000.00   | 0.12%             | 2039-01-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                            | Subway Funding LLC                                                                    | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8833250 | PA      | $8955195.67   | 0.16%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING I BV                             | Peer Holding III BV                                                                   | CUSIP: N/A<br>LEI: 7245002S0K5Q59JCVQ03       | Long             | LON              | CORP              | NL        |    6000000 | PA      | $6000000.00   | 0.11%             | 2032-09-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                | Domino's Pizza Master Issuer LLC                                                      | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1692000 | PA      | $1680753.11   | 0.03%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                      | Madison Park Funding LXXI Ltd.                                                        | CUSIP: 55817DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5550000 | PA      | $5541675.00   | 0.10%             | 2038-04-23      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                | HarborView Mortgage Loan Trust                                                        | CUSIP: 41162DAF6<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    1291683 | PA      | $1139800.56   | 0.02%             | 2038-01-19      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                          | Cross 2025-H6 Mortgage Trust                                                          | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11943481 | PA      | $11974460.34  | 0.22%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                      | Angel Oak Mortgage Trust                                                              | CUSIP: 034932AB9<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |    1089498 | PA      | $1098326.56   | 0.02%             | 2069-10-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                 | CGMS Commercial Mortgage Trust                                                        | CUSIP: 17326CBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18982823 | PA      | $189600.43    | 0.00%             | 2050-08-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                   | Foreign Exchange USD/JPY                                                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    2305000 | NC      | $4874.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                             | KREF                                                                                  | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-O            | CORP              | KY        |   10700000 | PA      | $10641991.02  | 0.19%             | 2039-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust                                                            | CUSIP: 92540TAA8<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |    1174491 | PA      | $1185266.30   | 0.02%             | 2070-01-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| PMH SPV - C LLC                               | Project Onyx                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |     614318 | PA      | $612354.98    | 0.01%             | 2028-01-26      | Variable      | 7.09%                 | No            |                  3 | On Loan: No      |
| STARWOOD PROPERTY TRUST                       | Starwood Property Trust, Inc.                                                         | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9002606.49   | 0.16%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup, Inc.                                                                       | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10005405.80  | 0.18%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FERDINAND FFP ULTIMATE HOLDINGS LP            | Focus Financial Partners LLC                                                          | CUSIP: N/A<br>LEI: 5493007L0E0VKRC2CP39       | Long             | LON              | CORP              | US        |    4837814 | PA      | $4838297.85   | 0.09%             | 2031-09-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                     | 1-Year/2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -40760000 | NC      | $-111205.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                         | Foreign Exchange EUR/USD                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   14478000 | NC      | $42.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treman Park CLO Ltd                           | Treman Park CLO Ltd.                                                                  | CUSIP: 89473MAD4<br>LEI: 549300E4DX3Q8L455K94 | Long             | ABS-O            | CORP              | KY        |     325901 | PA      | $915.78       | 0.00%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREATIVE PLANNING HOLDCO LLC                  | CPI Holdco B LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2600000 | PA      | $2596750.00   | 0.05%             | 2031-05-17      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                    | MILE Trust 2025-STNE                                                                  | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13850000 | PA      | $13854328.13  | 0.25%             | 2042-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                   | Foreign Exchange USD/JPY                                                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   10134000 | NC      | $130484.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                | CSAIL Commercial Mortgage Trust                                                       | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    5126843 | PA      | $4499.32      | 0.00%             | 2049-01-15      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                         | Foreign Exchange USD/JPY                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |    2238000 | NC      | $28816.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                | STWD Ltd.                                                                             | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2187000 | PA      | $2184040.11   | 0.04%             | 2038-04-18      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                | BRAVO Residential Funding Trust                                                       | CUSIP: 10569NAE1<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |    1790937 | PA      | $1801915.33   | 0.03%             | 2064-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy, Inc.                                                                      | CUSIP: N/A<br>LEI: 5E2UPK5SW04M13XY7I38       | Long             | LON              | CORP              | US        |    6982278 | PA      | $6980113.97   | 0.13%             | 2031-04-16      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                         | Foreign Exchange EUR/USD                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   35774000 | NC      | $61124.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA INC                                     | IQVIA, Inc.                                                                           | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2293596.80   | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK LTD                                | Virgin Media Bristol LLC                                                              | CUSIP: N/A<br>LEI: 213800ZRKYXK2SHQOW75       | Long             | LON              | CORP              | GB        |     600000 | PA      | $591060.00    | 0.01%             | 2031-03-02      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust                                                             | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1216248 | PA      | $1202955.63   | 0.02%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  -45000000 | OU      | $341224.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                | Bank of America Merrill Lynch Commercial Mortgage Trust                               | CUSIP: 06054MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9215877 | PA      | $10594.57     | 0.00%             | 2049-07-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                | Credit-Based Asset Servicing and Securitization LLC                                   | CUSIP: 12498NAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     868044 | PA      | $841310.58    | 0.02%             | 2036-12-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm                | American Home Mortgage Investment Trust                                               | CUSIP: 026929AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4692950 | PA      | $3980527.49   | 0.07%             | 2046-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                     | 9-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |   79857500 | NC      | $1007837.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                              | NTT Finance Corp.                                                                     | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    7598000 | PA      | $7478867.39   | 0.14%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -25475000 | NC      | $-74977.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                              | UWM Holdings LLC                                                                      | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $152592.47    | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | VOYA CLO                                                                              | CUSIP: 92915UAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4500000 | PA      | $4509294.30   | 0.08%             | 2030-06-07      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Guggenheim Partners Investment Management LLC | Guggenheim Strategy Fund II                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |     606221 | NS      | $15082787.11  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                     | ONEOK, Inc.                                                                           | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13992153.56  | 0.26%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LL                | Aligned Data Centers Issuer LLC                                                       | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11150000 | PA      | $10883259.67  | 0.20%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                       | Nationwide Building Society                                                           | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    9300000 | PA      | $9375985.09   | 0.17%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                | Banc of America Funding Trust                                                         | CUSIP: 05990TAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     740963 | PA      | $739091.45    | 0.01%             | 2037-04-29      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                | STWD 2021-FL2 Ltd.                                                                    | CUSIP: 78486BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     550000 | PA      | $549723.74    | 0.01%             | 2038-04-18      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                | Ellington Financial Mortgage Trust                                                    | CUSIP: 31573WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     579818 | PA      | $546118.51    | 0.01%             | 2065-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                 | UBS Commercial Mortgage Trust                                                         | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8020520 | PA      | $129067.01    | 0.00%             | 2050-11-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| GCAT                                          | GCAT Trust                                                                            | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2120843 | PA      | $2145714.04   | 0.04%             | 2059-06-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| VIRTU FINANCIAL INC                           | Virtu Financial                                                                       | CUSIP: N/A<br>LEI: 549300FRO9M476YHHY64       | Long             | LON              | CORP              | US        |    2100000 | PA      | $2100000.00   | 0.04%             | 2031-06-21      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 1-Year/2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -40760000 | NC      | $-88964.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                      | Graphic Packaging International LLC                                                   | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6394046.17   | 0.12%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                          | Falcon Aerospace Ltd.                                                                 | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     550837 | PA      | $542583.61    | 0.01%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                         | Level 3 Financing, Inc.                                                               | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1848484.00   | 0.03%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Trust                                                                              | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7800000 | PA      | $7807312.50   | 0.14%             | 2041-06-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC                       | Trinity Acquisition plc                                                               | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |     881000 | PA      | $881259.22    | 0.02%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                | Wells Fargo Commercial Mortgage Trust                                                 | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21151226 | PA      | $224541.41    | 0.00%             | 2050-07-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| SAMSONITE GROUP SA                            | Samsonite IP Holdings SARL                                                            | CUSIP: N/A<br>LEI: 222100XV7DJLCY8IA009       | Long             | LON              | CORP              | LU        |    2572089 | PA      | $2573709.66   | 0.05%             | 2030-06-21      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                             | Upbound Group, Inc.                                                                   | CUSIP: N/A<br>LEI: 529900QUHE15UQNCCJ63       | Long             | LON              | CORP              | US        |    2069976 | PA      | $2064801.40   | 0.04%             | 2032-08-12      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                   | Skechers                                                                              | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | LON              | CORP              | US        |    3050000 | PA      | $3062718.50   | 0.06%             | 2032-06-28      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX Trust                                                                             | CUSIP: 67448YAD6<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |    1365047 | PA      | $1377773.97   | 0.03%             | 2064-12-01      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                         | PennyMac Financial Services, Inc.                                                     | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2601219.30   | 0.05%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                | Avis Budget Rental Car Funding AESOP LLC                                              | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    5675000 | PA      | $5566158.61   | 0.10%             | 2027-08-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                 | GS Mortgage-Backed Securities Trust 2025-NQM3                                         | CUSIP: 36274TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8352268 | PA      | $8361205.55   | 0.15%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                   | Legacy Mortgage Asset Trust                                                           | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16741789 | PA      | $16740373.93  | 0.31%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                 | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14356772.64  | 0.26%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                       | GA Global Funding Trust                                                               | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9919562.60   | 0.18%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust                                                              | CUSIP: 46658UAE1<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |    5842459 | PA      | $5925363.84   | 0.11%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                 | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4771516.17   | 0.09%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust                                                            | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |    2295470 | PA      | $2326574.52   | 0.04%             | 2069-06-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                   | FIGRE Trust                                                                           | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300381 | PA      | $1325879.43   | 0.02%             | 2054-07-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | Foreign Exchange EUR/USD                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              |  | US        |    2790000 | NC      | $8.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments, Inc.                                                                 | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2199000 | PA      | $2088355.29   | 0.04%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                     | Danone S.A.                                                                           | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    6952000 | PA      | $6868886.13   | 0.13%             | 2026-11-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                | NCR Voyix Corp.                                                                       | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     636000 | PA      | $625773.31    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust                                                             | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2809997 | PA      | $2815055.75   | 0.05%             | 2064-10-27      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                              | Owl Rock CLO IV Ltd.                                                                  | CUSIP: 691200AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   24250000 | PA      | $24361436.03  | 0.44%             | 2033-08-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                            | F&G Global Funding                                                                    | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7024782.24   | 0.13%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                | AASET MT-1 Ltd.                                                                       | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7364754 | PA      | $7440044.97   | 0.14%             | 2050-02-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  -75000000 | OU      | $-1060726.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BRP INC                                       | Bombardier Recreational Products, Inc.                                                | CUSIP: N/A<br>LEI: 549300DZZJW11IMTMJ24       | Long             | LON              | CORP              | CA        |    4550000 | PA      | $4551410.50   | 0.08%             | 2029-12-13      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                      | Colonial Pipeline                                                                     | CUSIP: N/A<br>LEI: 549300Y8RLCD6IQXIT35       | Long             | LON              | CORP              | US        |    2625000 | PA      | $2608173.75   | 0.05%             | 2032-07-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                              | Owl Rock CLO VII LLC                                                                  | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13550000 | PA      | $13482250.00  | 0.25%             | 2038-04-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                               | CLI Funding VIII LLC                                                                  | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    9426340 | PA      | $8709796.57   | 0.16%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                | Alternative Loan Trust                                                                | CUSIP: 02151DAC8<br>LEI: 549300TXT201GGLA0F48 | Long             | ABS-MBS          | CORP              | US        |    1733209 | PA      | $1596237.83   | 0.03%             | 2047-09-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | U.S. Treasury Notes                                                                   | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90000000 | PA      | $90386719.20  | 1.65%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -25475000 | NC      | $-84863.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                          | FirstKey Homes Trust                                                                  | CUSIP: 33767JBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3185746.56   | 0.06%             | 2037-10-19      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                      | Viper Energy Partners LLC                                                             | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5541011.30   | 0.10%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                      | Lincoln Financial Global Funding                                                      | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    8750000 | PA      | $8839867.75   | 0.16%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                   | FIGRE Trust                                                                           | CUSIP: 316922AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4896387 | PA      | $4960728.82   | 0.09%             | 2055-06-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                | TeamSystem SpA                                                                        | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    1100000 | PA      | $1293115.10   | 0.02%             | 2032-07-01      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                | BRAVO Residential Funding Trust 2025-NQM7                                             | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   12972368 | PA      | $13073584.78  | 0.24%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                | CVR Energy, Inc.                                                                      | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     473000 | PA      | $465728.33    | 0.01%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                      | Capital One Financial Corp.                                                           | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9819922.37   | 0.18%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM LLC                                                                              | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11176624 | PA      | $11253639.38  | 0.21%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                | QTS Good News Facility                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    6718917 | PA      | $6718916.74   | 0.12%             | 2028-10-09      | Variable      | 7.34%                 | No            |                  3 | On Loan: No      |
| SBA COMMUNICATIONS CORP                       | SBA Senior Finance II LLC                                                             | CUSIP: N/A<br>LEI: 549300PVT2ADFWMYEW87       | Long             | LON              | CORP              | US        |     738750 | PA      | $740929.31    | 0.01%             | 2031-01-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                         | CURRENCY CONTRACT - Rec USD / Deliver EUR                                             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              |  | US        |   -1130000 | NC      | $5558.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                | Ginnie Mae                                                                            | CUSIP: 38384EJQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1172121 | PA      | $1176596.84   | 0.02%             | 2047-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3136BXHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27899321 | PA      | $27952845.73  | 0.51%             | 2053-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer L                | CMFT Net Lease Master Issuer LLC                                                      | CUSIP: 12575AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2308843.50   | 0.04%             | 2051-07-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman CLO 32R Ltd.                                                         | CUSIP: 64135XAC5<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-O            | CORP              | KY        |   10020000 | PA      | $10047358.61  | 0.18%             | 2039-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                            | Tricon Residential Trust                                                              | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4990330 | PA      | $5005991.82   | 0.09%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                      | Cooperatieve Rabobank UA                                                              | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $9729271.00   | 0.18%             | 2027-12-15      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust 2025-FIX1                                                   | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-MBS          | CORP              | US        |   14300000 | PA      | $14292678.40  | 0.26%             | 2045-07-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                      | Eagle Funding Luxco SARL                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    7000000 | PA      | $7101920.00   | 0.13%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                | QTS Corp.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9997632.20   | 0.18%             | 2030-08-21      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                      | Penske Truck Leasing Company LP / PTL Finance Corp.                                   | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $499265.24    | 0.01%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                   | RCKT Mortgage Trust                                                                   | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4339438 | PA      | $4397098.31   | 0.08%             | 2044-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup, Inc.                                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    5000000 | NS      | $5152785.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                              | Altria Group, Inc.                                                                    | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10038714.00  | 0.18%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                               | United States Treasury Inflation Indexed Bonds                                        | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25705603 | PA      | $25803748.53  | 0.47%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2415286 | PA      | $2405129.62   | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     361000 | PA      | $357870.86    | 0.01%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                    | Entain Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |    3840000 | PA      | $3832473.60   | 0.07%             | 2032-07-30      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                      | Angel Oak Mortgage Trust                                                              | CUSIP: 03465JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2125831 | PA      | $1811826.92   | 0.03%             | 2066-09-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Cerberus                                      | Cerberus Loan Funding XL LLC                                                          | CUSIP: 15675AAA7<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-O            | CORP              | US        |   16500000 | PA      | $16561170.45  | 0.30%             | 2035-03-22      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                         | Foreign Exchange EUR/USD                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   16940000 | NC      | $49.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus                                      | Cerberus Loan Funding XL LLC                                                          | CUSIP: 15675AAC3<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3251801.48   | 0.06%             | 2035-03-22      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                       | American National Group, Inc.                                                         | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4508778.75   | 0.08%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                       | NYMT Loan Trust 2025-CP1                                                              | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |    9302896 | PA      | $8921818.05   | 0.16%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                          | Falcon Aerospace Ltd.                                                                 | CUSIP: 30605YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      49010 | PA      | $48862.51     | 0.00%             | 2042-02-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                      | Lincoln Financial Global Funding                                                      | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15090424.20  | 0.28%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HV EIGHT LLC                                  | HV Eight LLC                                                                          | CUSIP: N/A<br>LEI: 54930017K50RHBRFUJ56       | Long             | ABS-O            | CORP              | US        |    9467545 | PA      | $11086633.04  | 0.20%             | 2027-12-31      | Variable      | 5.48%                 | No            |                  3 | On Loan: No      |
| QORVO INC                                     | Qorvo, Inc.                                                                           | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1102538.76   | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Direct Lending CLO LLC                | Carlyle Direct Lending CLO LLC                                                        | CUSIP: 14310QAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5150000 | PA      | $5162875.00   | 0.09%             | 2036-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments, Inc.                                                                 | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   28801000 | PA      | $26655102.00  | 0.49%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                       | Corebridge Global Funding                                                             | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $7336514.40   | 0.13%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                              | BAT Capital Corp.                                                                     | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     527000 | PA      | $521609.37    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 9-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -79857500 | NC      | $-281418.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                 | Citigroup Commercial Mortgage Trust                                                   | CUSIP: 17291CBW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5793006 | PA      | $32198.69     | 0.00%             | 2049-08-10      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| PMH NEWCO LP                                  | Project Onyx I                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    7439226 | PA      | $7411871.98   | 0.14%             | 2027-01-26      | Variable      | 6.89%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                   | BNP Paribas S.A.                                                                      | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   21350000 | PA      | $21155066.39  | 0.39%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| UBS AG                                        | Foreign Exchange USD/JPY                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |    7559000 | NC      | $15986.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                | DBJPM Mortgage Trust                                                                  | CUSIP: 23312JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42595932 | PA      | $486053.66    | 0.01%             | 2050-06-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                            | Freddie Mac Seasoned Credit Risk Transfer Trust                                       | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1593848 | PA      | $1282648.89   | 0.02%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                       | Nationwide Building Society                                                           | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   11300000 | PA      | $11093012.93  | 0.20%             | 2028-02-16      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                   | Ares Direct Lending CLO 6 LLC                                                         | CUSIP: 039960AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27000000 | PA      | $27000000.00  | 0.49%             | 2037-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchor Mortgage Trust                         | Anchor Mortgage Trust                                                                 | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2211023.10   | 0.04%             | 2040-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                   | FIGRE Trust                                                                           | CUSIP: 31684FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2204744 | PA      | $2228879.71   | 0.04%             | 2054-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                          | Smithfield Foods, Inc.                                                                | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     350000 | PA      | $347611.42    | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                      | BXMT Ltd.                                                                             | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $1994060.20   | 0.04%             | 2038-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX Trust                                                                             | CUSIP: 673913AC3<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |    5055341 | PA      | $5094583.93   | 0.09%             | 2064-10-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                        | Choice Hotels International, Inc.                                                     | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $6880959.46   | 0.13%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                | LoanCore Issuer Ltd.                                                                  | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    7900000 | PA      | $7887427.15   | 0.14%             | 2036-07-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust                                                             | CUSIP: 89181XAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     692549 | PA      | $697691.15    | 0.01%             | 2063-07-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                        | Switch ABS Issuer LLC                                                                 | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5450000 | PA      | $5477514.87   | 0.10%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FIN AUTH REV                | California Public Finance Authority Revenue Bonds                                     | CUSIP: 13057EED2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3145000 | PA      | $3065141.53   | 0.06%             | 2026-10-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                          | Kaiser Aluminum Corp.                                                                 | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5784000 | PA      | $5719228.80   | 0.10%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                            | Lightning A                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    6400000 | PA      | $6049163.01   | 0.11%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| UBS AG                                        | Foreign Exchange USD/JPY                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |  -25196000 | NC      | $-3344.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BILLIKEN BUYER INC                            | Eyecare Partners LLC                                                                  | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |     361302 | PA      | $227103.37    | 0.00%             | 2028-11-30      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |   60000000 | OU      | $957540.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                      | BRSP Ltd.                                                                             | CUSIP: 05591XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   10000000 | PA      | $9985945.00   | 0.18%             | 2038-08-19      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                       | Brighthouse Financial Global Funding                                                  | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   34500000 | PA      | $35078859.63  | 0.64%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC        | Citadel Securities, LP                                                                | CUSIP: N/A<br>LEI: 549300NV5RXBUS3X7L47       | Long             | LON              | CORP              | US        |    7283089 | PA      | $7294960.49   | 0.13%             | 2031-10-31      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman CLO 32R Ltd.                                                         | CUSIP: 64135XAA9<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $1001794.60   | 0.02%             | 2039-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                        | Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series          | CUSIP: 040104ND9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     522152 | PA      | $516849.61    | 0.01%             | 2035-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                | Rocket Companies, Inc.                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6850000 | PA      | $7030292.00   | 0.13%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SAZERAC CO INC                                | Sazerac Co Inc.                                                                       | CUSIP: N/A<br>LEI: 9QU0CG1O4LSOB6IFK895       | Long             | LON              | CORP              | US        |    2300000 | PA      | $2312788.00   | 0.04%             | 2032-07-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  185800000 | OU      | $-346360.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                     | 1-Year/2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -40760000 | NC      | $-88964.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                              | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15281779 | PA      | $15392173.14  | 0.28%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                      | BXMT Ltd.                                                                             | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4009058 | PA      | $3990992.66   | 0.07%             | 2038-02-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                              | LG Energy Solution Ltd.                                                               | CUSIP: 50205MAC3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    9650000 | PA      | $9795011.61   | 0.18%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3137HMWT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32403947 | PA      | $32421807.75  | 0.59%             | 2052-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                | BRAVO Residential Funding Trust                                                       | CUSIP: 10569JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     580272 | PA      | $578735.98    | 0.01%             | 2062-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                      | Horace Mann Educators Corp.                                                           | CUSIP: 440327AK0<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $4419684.54   | 0.08%             | 2025-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                       | MPLX, LP                                                                              | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14084498.82  | 0.26%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 1-Year/2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -35665000 | NC      | $-89790.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                | BRAVO Residential Funding Trust 2025-CES2                                             | CUSIP: 10568RAA1<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-MBS          | CORP              | US        |    4750276 | PA      | $4747194.09   | 0.09%             | 2055-07-26      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                | Wells Fargo Commercial Mortgage Trust                                                 | CUSIP: 95000CBE2<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |    3607689 | PA      | $123.38       | 0.00%             | 2059-01-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                      | Compass Minerals International, Inc.                                                  | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    5498000 | PA      | $5746383.15   | 0.10%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Commercial Mortgage Trust                                                          | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200059 | PA      | $2204183.86   | 0.04%             | 2039-08-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| JACOBS HOLDING AG                             | Cognita Ltd.                                                                          | CUSIP: N/A<br>LEI: 894500YKKF2CXAP6DR25       | Long             | LON              | CORP              | GB        |    2344125 | PA      | $2349985.31   | 0.04%             | 2031-10-27      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -25475000 | NC      | $-34488.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                | Golub Capital Partners CLO 54M L.P                                                    | CUSIP: 38181GAA3<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-O            | CORP              | KY        |   42500000 | PA      | $42499294.50  | 0.78%             | 2037-08-05      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                             | CURRENCY CONTRACT - Rec USD / Deliver GBP                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |    -999000 | NC      | $13262.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                | JP Morgan Chase Commercial Mortgage Securities Trust                                  | CUSIP: 46654EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10200000 | PA      | $9190065.36   | 0.17%             | 2038-06-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                            | Meade Pipeline Co. LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2450000 | PA      | $2446937.50   | 0.04%             | 2032-09-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                      | Cerberus Loan Funding XLIV LLC                                                        | CUSIP: 15674DAA2<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-O            | CORP              | US        |   20000000 | PA      | $20320680.00  | 0.37%             | 2036-01-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                             | Newell Brands, Inc.                                                                   | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1548000 | PA      | $1569108.53   | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | CDX.NA.HY.44.V1                                                                       | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DCR              |  | US        |  -28550000 | OU      | $-2282244.18  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                   | Legacy Mortgage Asset Trust                                                           | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3808682 | PA      | $3808231.50   | 0.07%             | 2067-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                   | Foreign Exchange USD/JPY                                                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    4055000 | NC      | $119493.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                | Compass Datacenters Issuer II LLC                                                     | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5500000 | PA      | $5568765.40   | 0.10%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                        | Old Republic International Corp.                                                      | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     700000 | PA      | $697385.20    | 0.01%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                       | NYMT Loan Trust 2025-INV2                                                             | CUSIP: 62957JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9990507.10   | 0.18%             | 2060-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                | BRAVO Residential Funding Trust                                                       | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7793416 | PA      | $7857937.67   | 0.14%             | 2063-12-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust 2025-HE1                                                    | CUSIP: 89183LAB1<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10003343.00  | 0.18%             | 2065-07-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                   | RCKT Mortgage Trust                                                                   | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2552977 | PA      | $2582810.91   | 0.05%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                   | FIGRE Trust 2025-PF2                                                                  | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10200000 | PA      | $10190391.60  | 0.19%             | 2055-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                              | Triton Container International Ltd.                                                   | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    1800000 | PA      | $1777352.36   | 0.03%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                          | Wingstop Funding LLC                                                                  | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7742100 | PA      | $7474232.63   | 0.14%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                        | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $5069315.00   | 0.09%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE S.A.                                                                             | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    8200000 | PA      | $8480025.74   | 0.15%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PARTNERS II LLC                | Venture Global Calcasieu Pass LLC                                                     | CUSIP: N/A<br>LEI: 549300GKHS6RS20NLH85       | Long             | LON              | CORP              | US        |     312176 | PA      | $311982.69    | 0.01%             | 2026-08-19      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                | Golub Capital Partners CLO 16M-R3                                                     | CUSIP: 38181EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    9000000 | PA      | $8853455.70   | 0.16%             | 2039-08-09      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                   | Uniform MBS 30 Year                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   48860000 | PA      | $49904871.10  | 0.91%             | 2025-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                        | Mizuho Financial Group, Inc.                                                          | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   13800000 | PA      | $13962444.49  | 0.25%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                   | RCKT Mortgage Trust                                                                   | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |    6889107 | PA      | $6983565.21   | 0.13%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                           | United Airlines, Inc.                                                                 | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    8125000 | PA      | $8112520.89   | 0.15%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer Ltd                              | BSPDF Issuer LLC                                                                      | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13650000 | PA      | $13647499.32  | 0.25%             | 2042-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                | Bear Stearns Asset-Backed Securities I Trust                                          | CUSIP: 07389MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     841169 | PA      | $835693.28    | 0.02%             | 2036-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                 | Fortress Credit Opportunities IX CLO Ltd.                                             | CUSIP: 34961JBC7<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-O            | CORP              | KY        |   11500000 | PA      | $11528482.05  | 0.21%             | 2033-10-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM 2025-5 LLC                                                                       | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3544348 | PA      | $3547672.85   | 0.06%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3136BWU38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29000114 | PA      | $29016713.16  | 0.53%             | 2054-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                      | Sabine Pass Liquefaction LLC                                                          | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301814.04    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guggenheim Partners Investment Management LLC | Guggenheim Strategy Fund III                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |     704487 | NS      | $17576949.68  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton Container Finance LLC                  | Triton Container Finance IX LLC                                                       | CUSIP: 89679QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13685000 | PA      | $13851432.86  | 0.25%             | 2050-06-20      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -25475000 | NC      | $-42545.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                | Stack Infrastructure Issuer LLC                                                       | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    2750000 | PA      | $2711447.20   | 0.05%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                | Wells Fargo Commercial Mortgage Trust                                                 | CUSIP: 95000TBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7733304 | PA      | $103019.99    | 0.00%             | 2050-03-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization T                | Station Place Securitization Trust                                                    | CUSIP: 857942AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8775000 | PA      | $8775000.00   | 0.16%             | 2026-07-12      | Floating      | 5.87%                 | No            |                  3 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                        | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   18200000 | PA      | $18397916.26  | 0.34%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust                                                          | CUSIP: 36253PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10706644 | PA      | $142731.34    | 0.00%             | 2050-05-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  -34100000 | OU      | $-829982.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                             | CURRENCY CONTRACT - Rec USD / Deliver EUR                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |    -223000 | NC      | $-1748.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust                                    | CUSIP: 61767EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21964362 | PA      | $235497.50    | 0.00%             | 2052-11-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                      | United Wholesale Mortgage LLC                                                         | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     275000 | PA      | $271219.82    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                 | Valvoline, Inc.                                                                       | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    7434000 | PA      | $6816284.78   | 0.12%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                | QTS Good News Facility                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    4731083 | PA      | $0.05         | 0.00%             | 2028-10-09      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                      | Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp. | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4882463.38   | 0.09%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                   | FIGRE Trust                                                                           | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2623139 | PA      | $2690347.58   | 0.05%             | 2054-05-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                | Textainer Marine Containers VII Ltd.                                                  | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    7156667 | PA      | $6667706.02   | 0.12%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Novastar Home Equity Loan                     | NovaStar Mortgage Funding Trust Series                                                | CUSIP: 66989EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3948492 | PA      | $3893022.80   | 0.07%             | 2037-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | 9-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -79857500 | NC      | $-281418.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                           | CDW LLC / CDW Finance Corp.                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22350000 | PA      | $21925930.21  | 0.40%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM LLC                                                                              | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3789000 | PA      | $3686955.12   | 0.07%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                      | Fortitude Global Funding                                                              | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   17750000 | PA      | $17761210.19  | 0.32%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cerberus                                      | Cerberus Loan Funding XLVIII LLC                                                      | CUSIP: 15675JAC4<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-O            | CORP              | US        |    4250000 | PA      | $4270964.83   | 0.08%             | 2036-10-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| G & W INTERMEDIATE HOLDINGS LLG               | Genesee & Wyoming, Inc.                                                               | CUSIP: N/A<br>LEI: G617XSG94Z7G0RMW3L02       | Long             | LON              | CORP              | US        |    3568115 | PA      | $3552843.08   | 0.06%             | 2031-04-10      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                      | Performance Food Group, Inc.                                                          | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99752.71     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                           | Avantor Funding, Inc.                                                                 | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $8508637.38   | 0.16%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                  | CD Commercial Mortgage Trust                                                          | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12765157 | PA      | $163599.53    | 0.00%             | 2050-05-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                       | Capital Automotive REIT                                                               | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5206667 | PA      | $5201186.13   | 0.09%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KKR CORE HOLDING COMPANY LLC                  | KKR Core Holding Company LLC                                                          | CUSIP: N/A<br>LEI: 5493007DXHDGV3QWWI42       | Long             | ABS-O            | CORP              | US        |   15811603 | PA      | $14683394.24  | 0.27%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                      | Clarios Global Limited Partnership / Clarios US Finance Co.                           | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3347333.84   | 0.06%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                   | BXHPP Trust                                                                           | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8250000 | PA      | $7536797.40   | 0.14%             | 2036-08-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                  | Vontier Corp.                                                                         | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $6952612.99   | 0.13%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                      | Mill City Securities Ltd.                                                             | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2645476 | PA      | $2470213.12   | 0.05%             | 2069-11-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                            | Freddie Mac Seasoned Credit Risk Transfer Trust                                       | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2785186 | PA      | $2220011.70   | 0.04%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                               | Gen Digital, Inc.                                                                     | CUSIP: N/A<br>LEI: YF6ZV0M6AU4FY94MK914       | Long             | LON              | CORP              | US        |     400000 | PA      | $398100.00    | 0.01%             | 2032-02-13      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| EVERCORE INC                                  | Evercore, Inc.                                                                        | CUSIP: N/A<br>LEI: 529900P6KLPT95DW3W58       | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5021336.90   | 0.09%             | 2030-07-24      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| BrightSpire Capital, Inc                      | BRSP Ltd.                                                                             | CUSIP: 05591XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6400000 | PA      | $6384720.00   | 0.12%             | 2038-08-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                | Avis Budget Rental Car Funding AESOP LLC                                              | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3791667 | PA      | $3771456.33   | 0.07%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust                                                            | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4532588 | PA      | $3951481.13   | 0.07%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3137HJ6S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7108818 | PA      | $7188737.20   | 0.13%             | 2051-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                | GreenSky Home Improvement Issuer Trust 2025-1                                         | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5213000 | PA      | $5285476.86   | 0.10%             | 2060-03-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Cerberus                                      | Cerberus Loan Funding XXXII, LP                                                       | CUSIP: 15674LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4000000 | PA      | $3990598.00   | 0.07%             | 2033-04-22      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                      | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     250000 | PA      | $163713.75    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                    | SERVPRO Master Issuer LLC                                                             | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6267625 | PA      | $6206907.38   | 0.11%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES IV                         | Blue Owl IV                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2678000 | PA      | $2678000.00   | 0.05%             | 2045-09-04      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                       | Corebridge Global Funding                                                             | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9605697.29   | 0.18%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                      | Angel Oak Mortgage Trust                                                              | CUSIP: 034943AA8<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-MBS          | CORP              | US        |    4248587 | PA      | $4299616.01   | 0.08%             | 2069-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain, Inc.                                                                   | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    7360000 | PA      | $7324604.29   | 0.13%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                          | FirstKey Homes Trust                                                                  | CUSIP: 33767JAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3950000 | PA      | $3930656.85   | 0.07%             | 2037-10-19      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                          | QTS Issuer ABS I LLC                                                                  | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15100000 | PA      | $15422341.21  | 0.28%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                | Castlelake Aircraft Structured Trust                                                  | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2003859 | PA      | $2034747.10   | 0.04%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust                                                              | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1839340 | PA      | $1853699.39   | 0.03%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                    | Morgan Stanley ABS Capital I Incorporated Trust                                       | CUSIP: 617538AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4100056 | PA      | $2044282.59   | 0.04%             | 2036-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| GCAT                                          | GCAT 2025-NQM2 Trust                                                                  | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12341433 | PA      | $12458257.09  | 0.23%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                   | Uniform MBS 15 Year                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |  306408014 | PA      | $306048290.99 | 5.58%             | 2025-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                           | SG Residential Mortgage Trust                                                         | CUSIP: 78433QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1567917 | PA      | $1439517.78   | 0.03%             | 2062-03-27      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                | AASET Ltd.                                                                            | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4045488 | PA      | $4125239.22   | 0.08%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                 | Citigroup Mortgage Loan Trust, Inc.                                                   | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11231213 | PA      | $11261840.19  | 0.21%             | 2062-09-25      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3137HJWE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25697858 | PA      | $26069176.87  | 0.48%             | 2053-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                | MF1 Multifamily Housing Mortgage Loan Trust                                           | CUSIP: 55283TAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6000000 | PA      | $5987610.00   | 0.11%             | 2036-07-16      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO                        | HPS Private Credit CLO 2025-3 LLC                                                     | CUSIP: 40445YAA2<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-O            | CORP              | US        |   13500000 | PA      | $13547277.00  | 0.25%             | 2037-07-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                            | Subway Funding LLC                                                                    | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7146000 | PA      | $7145769.18   | 0.13%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Commercial Mortgage Trust                                                          | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11410000 | PA      | $11395737.50  | 0.21%             | 2039-02-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX Trust                                                                             | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |   13949131 | PA      | $14087341.54  | 0.26%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                            | Tricon Residential Trust                                                              | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8754750 | PA      | $8771507.17   | 0.16%             | 2042-03-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| STOLTHAVEN HOUSTON INC                        | Stolthaven Houston, Inc.                                                              | CUSIP: N/A<br>LEI: 549300HOCLTLXOR6FB90       | Long             | DBT              | CORP              | US        |    4704000 | PA      | $4804015.55   | 0.09%             | 2031-07-17      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3133KQKJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15530010 | PA      | $15526533.12  | 0.28%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                      | Cerberus Loan Funding 50 LLC                                                          | CUSIP: 15673UAC1<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-O            | CORP              | US        |    2250000 | PA      | $2262573.45   | 0.04%             | 2037-07-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Li                | Sapphire Aviation Finance II Ltd.                                                     | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4060504 | PA      | $3878837.01   | 0.07%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UBS AG                                        | Foreign Exchange USD/JPY                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |   25196000 | NC      | $53287.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX Trust                                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    2362529 | PA      | $2395377.46   | 0.04%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                   | Uniform MBS 15 Year                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |  323191986 | PA      | $322724327.20 | 5.89%             | 2025-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                 | Citigroup Commercial Mortgage Trust                                                   | CUSIP: 17290XAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2409234 | PA      | $905.39       | 0.00%             | 2049-04-10      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                          | FS Rialto                                                                             | CUSIP: 30323CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    7500000 | PA      | $7485363.75   | 0.14%             | 2036-11-16      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                              | Berry Global, Inc.                                                                    | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2643231.38   | 0.05%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITADEL ENTERPRISE AMERICAS LLC               | Ceamer Finance LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    2123479 | PA      | $2182138.36   | 0.04%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| CML - CBS STUDIOS                             | CBS Studio Center                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9928341.60   | 0.18%             | 2026-01-09      | Variable      | 7.17%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley ReRemic Trust                  | Morgan Stanley Re-REMIC Trust                                                         | CUSIP: 61759HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31686 | PA      | $30722.25     | 0.00%             | 2036-06-26      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                              | Eldridge CLO 2025-1 Ltd.                                                              | CUSIP: 284913AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5000000 | PA      | $5000000.00   | 0.09%             | 2038-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                | Textainer Marine Containers VII Ltd.                                                  | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    2566336 | PA      | $2413946.29   | 0.04%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6904715 | PA      | $6877046.92   | 0.13%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Datix Bidco Ltd.                              | Datix Bidco Ltd.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -293000 | PA      | $0.00         | 0.00%             | 2031-04-25      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Inc                    | Morgan Stanley ABS Capital I Incorporated Trust                                       | CUSIP: 61753KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1475089 | PA      | $623086.89    | 0.01%             | 2037-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                    | MFRA Trust                                                                            | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270296 | PA      | $261454.43    | 0.00%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | 1-Year/2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -25475000 | NC      | $-53690.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust                                                            | CUSIP: 92540TAB6<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |    2348982 | PA      | $2367011.01   | 0.04%             | 2070-01-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| PMH SPV - C LLC                               | Project Onyx II                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    1954632 | PA      | $1948387.41   | 0.04%             | 2027-01-26      | Variable      | 7.09%                 | No            |                  3 | On Loan: No      |
| DATIX BIDCO LIMITED                           | Datix Bidco Ltd.                                                                      | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |     968800 | PA      | $1302973.65   | 0.02%             | 2031-04-30      | Variable      | 9.21%                 | No            |                  3 | On Loan: No      |
| BELVOIR LAND LLC                              | Belvoir Land LLC                                                                      | CUSIP: 081331AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150516 | PA      | $150646.35    | 0.00%             | 2025-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| STRATEGIC PARTNERS FUND VIII LP               | Strategic Partners Fund VIII, LP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | KY        |    2372330 | PA      | $2359657.42   | 0.04%             | 2026-03-10      | Variable      | 6.92%                 | No            |                  3 | On Loan: No      |
| VONTIER CORP                                  | Vontier Corp.                                                                         | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3709900.08   | 0.07%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Commercial Mortgage Trust                                                          | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24220703 | PA      | $24145013.43  | 0.44%             | 2036-09-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                   | Foreign Exchange EUR/USD                                                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   20302000 | NC      | $34688.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BDS Ltd                                       | BDS 2025-FL15 LLC                                                                     | CUSIP: 05556EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10500000 | PA      | $10508978.55  | 0.19%             | 2043-03-19      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                | Structured Asset Securities Corporation Mortgage Loan Trust                           | CUSIP: 86365DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6796933 | PA      | $6611098.44   | 0.12%             | 2037-11-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3136BWB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28251095 | PA      | $28284176.66  | 0.52%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC Trust                                                                            | CUSIP: 12654PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2964790 | PA      | $2921908.51   | 0.05%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| SIGNATURE AVIATION US HOLDCO LP               | Brown Group Holding LLC                                                               | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |     985025 | PA      | $986630.72    | 0.02%             | 2031-07-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                 | Life Mortgage Trust                                                                   | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4900000 | PA      | $4869375.00   | 0.09%             | 2038-03-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                   | HOMES 2025-AFC2 Trust                                                                 | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14740896 | PA      | $14844803.29  | 0.27%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                            | Macquarie Bank Ltd.                                                                   | CUSIP: 55608PBT0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    7100000 | PA      | $7263954.98   | 0.13%             | 2027-07-02      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| WOMENS CARE HOLDINGS INC                      | Women's Care Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4455496 | PA      | $4043362.81   | 0.07%             | 2028-01-15      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                   | Extended Stay America Trust                                                           | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3373104 | PA      | $3373104.04   | 0.06%             | 2038-07-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                | HarborView Mortgage Loan Trust                                                        | CUSIP: 41162NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1636737 | PA      | $1532681.46   | 0.03%             | 2047-01-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                          | LHOME Mortgage Trust                                                                  | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |   20200000 | PA      | $20278222.48  | 0.37%             | 2039-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3136BUPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18207198 | PA      | $18390979.31  | 0.34%             | 2050-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |   75000000 | OU      | $24611.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORT CARSON FAMILY HSG LLC CO                 | Fort Carson Family Housing LLC Revenue Bonds                                          | CUSIP: 347075AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5855000 | PA      | $6158523.20   | 0.11%             | 2029-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| Obsidian Issuer LLC                           | Obsidian Issuer LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    7150000 | PA      | $7150000.00   | 0.13%             | 2055-05-15      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| LGENERGYSOLUTION                              | LG Energy Solution Ltd.                                                               | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    1000000 | PA      | $1018662.38   | 0.02%             | 2028-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                | Securitized Asset Backed Receivables LLC Trust                                        | CUSIP: 81377JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12392598 | PA      | $2616094.77   | 0.05%             | 2036-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers CLO 47 Ltd.                                            | CUSIP: 64135DAL9<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-O            | CORP              | KY        |   14350000 | PA      | $14350000.00  | 0.26%             | 2035-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                          | GCAT Trust                                                                            | CUSIP: 36831DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12255327 | PA      | $12467187.28  | 0.23%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                             | Hyatt Hotels Corp.                                                                    | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4493354.95   | 0.08%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -25475000 | NC      | $-41990.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINSEO PLC                                   | Trinseo Materials Operating S.C.A.                                                    | CUSIP: N/A<br>LEI: 549300WNMXD3KV7LO256       | Long             | LON              | CORP              | LU        |   10628250 | PA      | $3044993.63   | 0.06%             | 2028-05-03      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| GCAT                                          | GCAT Trust                                                                            | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7508894 | PA      | $7482273.75   | 0.14%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                            | F&G Global Funding                                                                    | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $13970707.98  | 0.25%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                         | DB Master Finance LLC                                                                 | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    2820000 | PA      | $2809899.04   | 0.05%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX Trust                                                                             | CUSIP: 67120VAB1<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |    3427144 | PA      | $3453208.02   | 0.06%             | 2064-11-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                       | GA Global Funding Trust                                                               | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7241088.56   | 0.13%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2025-NQM13 Trust                                                                  | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |   12261408 | PA      | $12365506.07  | 0.23%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust                                                            | CUSIP: 92538HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4964500 | PA      | $4245763.74   | 0.08%             | 2066-07-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley IXIS Real Estat                | Morgan Stanley IXIS Real Estate Capital Trust                                         | CUSIP: 617463AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3578205 | PA      | $1140142.53   | 0.02%             | 2036-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                     | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | CA        |  -25475000 | NC      | $-36335.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus                                      | Cerberus Loan Funding XXXII, LP                                                       | CUSIP: 15674LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   13912412 | PA      | $13950722.97  | 0.25%             | 2033-04-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| PFP III                                       | PFP 2025-12 Ltd.                                                                      | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   16002000 | PA      | $16007202.25  | 0.29%             | 2042-12-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                       | CF Hippolyta Issuer LLC                                                               | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5748930 | PA      | $4441158.88   | 0.08%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                | BRAVO Residential Funding Trust Series 2025-NQM8                                      | CUSIP: 10571JAC0<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-MBS          | CORP              | US        |    4998689 | PA      | $5000566.84   | 0.09%             | 2065-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                | Vista Point Securitization Trust                                                      | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2518016 | PA      | $2529456.06   | 0.05%             | 2055-01-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                               | CLI Funding VI LLC                                                                    | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    8809667 | PA      | $8268906.42   | 0.15%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                              | DT Midstream, Inc.                                                                    | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8488278.11   | 0.15%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                    | ATLX Trust                                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9216278 | PA      | $8883611.49   | 0.16%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                   | RCKT Mortgage Trust 2025-CES7                                                         | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    4837746 | PA      | $4881983.13   | 0.09%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                            | Thunderbird A                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    6400000 | PA      | $6049163.01   | 0.11%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| HF SINCLAIR CORP                              | HF Sinclair Corp.                                                                     | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5666898.58   | 0.10%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC HOLDINGS LP                       | Arsenal AIC Parent LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2984962 | PA      | $2980305.87   | 0.05%             | 2030-08-19      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                       | NYMT Loan Trust 2025-INV2                                                             | CUSIP: 62957JAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $349711.45    | 0.01%             | 2060-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                          | Cross Mortgage Trust                                                                  | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2552346 | PA      | $2566807.93   | 0.05%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| GCAT                                          | GCAT 2025-NQM4 Trust                                                                  | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21609159 | PA      | $21796162.09  | 0.40%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                 | Anchorage Credit Funding 4 Ltd.                                                       | CUSIP: 03329TAG9<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-O            | CORP              | KY        |   24650000 | PA      | $23318547.51  | 0.43%             | 2039-04-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                | Ellington Financial Mortgage Trust                                                    | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1670915 | PA      | $1417907.16   | 0.03%             | 2066-06-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                 | New Residential Mortgage Loan Trust                                                   | CUSIP: 64828CAG4<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |    3673690 | PA      | $3508129.55   | 0.06%             | 2058-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                | CSAIL Commercial Mortgage Trust                                                       | CUSIP: 22945DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17305184 | PA      | $453760.95    | 0.01%             | 2052-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Parliament CLO Ltd                            | Parliament CLO II Ltd.                                                                | CUSIP: 701631AC7<br>LEI: 5493009BTB3REE8RVW84 | Long             | ABS-O            | CORP              | KY        |     500000 | PA      | $503775.70    | 0.01%             | 2032-08-20      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                   | Southern Co.                                                                          | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     701000 | PA      | $691651.74    | 0.01%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                        | VICI Properties Limited Partnership / VICI Note Company, Inc.                         | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8614310.66   | 0.16%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | U.S. Treasury Notes                                                                   | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $50269531.00  | 0.92%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                              | COLT Mortgage Loan Trust                                                              | CUSIP: 19685WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1076495.10   | 0.02%             | 2066-08-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                      | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                              | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     833500 | PA      | $832483.25    | 0.02%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parliament CLO Ltd                            | Parliament CLO II Ltd.                                                                | CUSIP: 701631AB9<br>LEI: 5493009BTB3REE8RVW84 | Long             | ABS-O            | CORP              | KY        |   13254183 | PA      | $13255734.01  | 0.24%             | 2032-08-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                      | BXMT Ltd.                                                                             | CUSIP: 05608XAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $1975867.60   | 0.04%             | 2037-11-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -25475000 | NC      | $-36834.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3137HMHR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26470436 | PA      | $26502763.84  | 0.48%             | 2051-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | CDX.NA.IG.45.V1                                                                       | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DCR              |  | US        |  -56800000 | OU      | $-1285609.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONT RANGE TOPCO INC                         | Zayo Group Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 529900Z6OTS7RT0V0I47       | Long             | LON              | CORP              | US        |    1097847 | PA      | $1080698.30   | 0.02%             | 2027-03-09      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                         | Level 3 Financing, Inc.                                                               | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    5070000 | PA      | $4426584.05   | 0.08%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 9-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |   79857500 | NC      | $1007837.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne                | Oak Street Investment Grade Net Lease Fund Series                                     | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35329602 | PA      | $33729538.08  | 0.62%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                   | Bell Telephone Company of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    3360000 | PA      | $3485764.80   | 0.06%             | 2055-09-15      | Variable      | 6.88%                 | 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        |    3250000 | PA      | $2932318.51   | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                        | Brookfield Finance, Inc.                                                              | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    1400000 | PA      | $1390003.48   | 0.03%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| First NLC Trust                               | First NLC Trust                                                                       | CUSIP: 32113JCG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1306152 | PA      | $1286823.64   | 0.02%             | 2036-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                              | TKO Group Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 549300JEOTH7UMZ3C491       | Long             | LON              | CORP              | US        |    1500000 | PA      | $1501635.00   | 0.03%             | 2031-11-21      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2105314.80   | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                  | CD Mortgage Trust                                                                     | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11007233 | PA      | $140953.12    | 0.00%             | 2050-11-13      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                        | Sequoia Mortgage Trust                                                                | CUSIP: 81743EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5826074 | PA      | $5914976.09   | 0.11%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                   | Harsco Corporation                                                                    | CUSIP: N/A<br>LEI: KAO98FK89NPNNPQGUZ43       | Long             | LON              | CORP              | US        |    4002812 | PA      | $3989482.88   | 0.07%             | 2028-06-09      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                          | AEGON Funding Company LLC                                                             | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35612144.05  | 0.65%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                       | Blue Stream Issuer LLC                                                                | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3610000 | PA      | $3651206.71   | 0.07%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                               | Sealed Air Corp.                                                                      | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   16450000 | PA      | $15939913.30  | 0.29%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                   | Legacy Mortgage Asset Trust                                                           | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5914259 | PA      | $5909647.28   | 0.11%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO                         | BCC Middle Market CLO 2019-1 LLC                                                      | CUSIP: 05550GAU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   20750000 | PA      | $20778178.50  | 0.38%             | 2036-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                       | BDS Ltd.                                                                              | CUSIP: 05493NAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5000000 | PA      | $4991647.50   | 0.09%             | 2038-11-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | U.S. Treasury Notes                                                                   | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  115100000 | PA      | $115778910.44 | 2.11%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                 | GS Mortgage-Backed Securities Trust                                                   | CUSIP: 36262PAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8977813 | PA      | $8329946.60   | 0.15%             | 2052-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  -49200000 | OU      | $172835.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                        | AS Mileage Plan IP Ltd.                                                               | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    6720000 | PA      | $6723510.80   | 0.12%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                | JPMDB Commercial Mortgage Securities Trust                                            | CUSIP: 46591ABC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28287730 | PA      | $345611.00    | 0.01%             | 2051-06-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE S.A.                                                                             | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    9500000 | PA      | $9496160.39   | 0.17%             | 2026-10-06      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                          | ACE Securities Corporation Home Equity Loan Trust Series                              | CUSIP: 004421MG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380270 | PA      | $372482.73    | 0.01%             | 2035-04-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  -17000000 | OU      | $-483151.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                      | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                            | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10578914.60  | 0.19%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | CDX.NA.HY.43.V1 (15-25%)                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              |  | US        |   -5085000 | OU      | $-435342.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                | PMT Loan Trust 2025-INV7                                                              | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3685969 | PA      | $3748604.11   | 0.07%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                        | Taco Bell Funding LLC                                                                 | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18421875 | PA      | $17790214.70  | 0.32%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3136BWWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24355506 | PA      | $24402721.50  | 0.45%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization T                | Station Place Securitization Trust Series 2025-SP1                                    | CUSIP: 85772TAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10600000 | PA      | $10600000.00  | 0.19%             | 2026-07-02      | Floating      | 5.57%                 | No            |                  3 | On Loan: No      |
| Altde Trust                                   | ALTDE Trust                                                                           | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4665523 | PA      | $4774844.32   | 0.09%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale S.A.                                                                 | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   18000000 | PA      | $17621106.12  | 0.32%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                 | First Franklin Mortgage Loan Trust                                                    | CUSIP: 32027NMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63407 | PA      | $62966.52     | 0.00%             | 2034-07-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                | Structured Asset Investment Loan Trust                                                | CUSIP: 863587AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     377963 | PA      | $372265.70    | 0.01%             | 2036-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp.                                                            | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6163867.00   | 0.11%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                      | Cerberus Loan Funding 50 LLC                                                          | CUSIP: 15673UAA5<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-O            | CORP              | US        |   11500000 | PA      | $11575686.10  | 0.21%             | 2037-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | U.S. Treasury Notes                                                                   | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $50410156.00  | 0.92%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARBOURVEST STRUCTURED SOLUTIONS IV LP        | HarbourVest Partners LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    6050000 | PA      | $6050000.00   | 0.11%             | 2030-09-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 1-Year/2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -25475000 | NC      | $-73807.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                            | Credit Agricole S.A.                                                                  | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   17950000 | PA      | $17760943.60  | 0.32%             | 2027-01-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM                                                                                  | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7360216 | PA      | $7376883.17   | 0.13%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                        | Sequoia Mortgage Trust                                                                | CUSIP: 81743GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11363404 | PA      | $11423459.18  | 0.21%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust                                                              | CUSIP: 46592WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14431156 | PA      | $13493669.46  | 0.25%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                      | Slam Ltd.                                                                             | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4703648 | PA      | $4824034.04   | 0.09%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LL                | Gilead Aviation LLC                                                                   | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5120561 | PA      | $5225310.52   | 0.10%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| WHITEWATER MATTERHORN HOLDINGS LLC            | Whitewater Matterhorn Holdings LLC                                                    | CUSIP: N/A<br>LEI: 2138009J7G187M6C4Q91       | Long             | LON              | CORP              | US        |    2390000 | PA      | $2387394.90   | 0.04%             | 2032-05-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                      | Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.           | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2293395.78   | 0.04%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                           | Datix Bidco Ltd.                                                                      | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Short            | LON              | CORP              | US        |    -246050 | PA      | $0.00         | 0.00%             | 2030-10-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                   | Fortress Credit BSL XV Ltd.                                                           | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-O            | CORP              | JE        |   15000000 | PA      | $15016953.00  | 0.27%             | 2033-10-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                          | FS Rialto                                                                             | CUSIP: 30319YAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3237206.05   | 0.06%             | 2038-05-16      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust                                                            | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |   11455084 | PA      | $11516260.64  | 0.21%             | 2070-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3136BQRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4907120 | PA      | $5004364.87   | 0.09%             | 2049-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                          | Weir Group plc                                                                        | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    5410000 | PA      | $5323712.50   | 0.10%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                | Bank of America Merrill Lynch Commercial Mortgage Trust                               | CUSIP: 06427DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27836781 | PA      | $232100.30    | 0.00%             | 2050-02-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                         | Williams Scotsman, Inc.                                                               | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   13592000 | PA      | $13363514.40  | 0.24%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PFP III                                       | PFP 2025-12 Ltd.                                                                      | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3600000 | PA      | $3594520.80   | 0.07%             | 2042-12-18      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                           | COMM Mortgage Trust                                                                   | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34938956 | PA      | $328712.68    | 0.01%             | 2051-05-10      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3137HLKN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20557221 | PA      | $20824311.15  | 0.38%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                | JP Morgan Chase Commercial Mortgage Securities Trust                                  | CUSIP: 46590MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26402436 | PA      | $102631.55    | 0.00%             | 2049-08-15      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX Trust                                                                             | CUSIP: 673911AD5<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |    1707733 | PA      | $1721463.66   | 0.03%             | 2064-11-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  -12500000 | OU      | $-378086.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GATX CORP                                     | GATX Corp.                                                                            | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196400.31    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                           | Macquarie Group Ltd.                                                                  | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   16750000 | PA      | $16324022.04  | 0.30%             | 2027-09-23      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS                       | Fontainbleau Vegas                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6000000.00   | 0.11%             | 2028-01-31      | Fixed         | 9.87%                 | No            |                  3 | On Loan: No      |
| Owl Rock CLO Ltd                              | Owl Rock CLO IV Ltd.                                                                  | CUSIP: 691200AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3650000 | PA      | $3640968.44   | 0.07%             | 2033-08-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                   | Ares Direct Lending CLO 6 LLC                                                         | CUSIP: 039960AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14000000 | PA      | $14000000.00  | 0.26%             | 2037-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                         | Jane Street Group LLC                                                                 | CUSIP: N/A<br>LEI: 5493002N1IVX6KHGYO08       | Long             | LON              | CORP              | US        |   12389981 | PA      | $12286772.21  | 0.22%             | 2031-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX Trust                                                                             | CUSIP: 67119DAB4<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |    2055601 | PA      | $2080016.74   | 0.04%             | 2064-01-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                      | Jackson National Life Global Funding                                                  | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6798830.45   | 0.12%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                              | COLT Mortgage Loan Trust                                                              | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |    1514953 | PA      | $1531470.80   | 0.03%             | 2069-04-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                        | Navigator 2025-1 Aviation Ltd.                                                        | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4050000 | PA      | $4062927.60   | 0.07%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  150000000 | OU      | $554952.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                | Textainer Marine Containers VII Ltd.                                                  | CUSIP: 88315LAE8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |    2796531 | PA      | $2690300.41   | 0.05%             | 2045-08-21      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 37 Senior Loan Fund                                                            | CUSIP: 26249MAQ0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-O            | CORP              | KY        |     551802 | PA      | $552094.40    | 0.01%             | 2031-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CITADEL ENTERPRISE AMERICAS LLC               | Ceamer Finance LLC                                                                    | CUSIP: N/A<br>LEI: 549300KGM6NOF0Q0GA88       | Long             | ABS-O            | CORP              | US        |    1874464 | PA      | $1810506.92   | 0.03%             | 2031-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| BUCKEYE GP LLC                                | Buckeye Partners, LP                                                                  | CUSIP: N/A<br>LEI: 549300C1PQJLVEIUBK50       | Long             | LON              | CORP              | US        |    5081441 | PA      | $5083270.56   | 0.09%             | 2032-11-22      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                     | Flutter Entertainment plc                                                             | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |   11000000 | PA      | $10978660.00  | 0.20%             | 2032-06-04      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2025-NQM16 Trust                                                                  | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |   13650000 | PA      | $13643434.35  | 0.25%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy, Inc.                                                                      | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    9096000 | PA      | $9019500.91   | 0.16%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC Trust                                                                            | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6368103 | PA      | $5624396.10   | 0.10%             | 2066-10-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                            | Royalty Pharma plc                                                                    | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4920598.66   | 0.09%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization T                | Station Place Securitization Trust Series 2025-SP2                                    | CUSIP: 857936AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28000000 | PA      | $28000000.00  | 0.51%             | 2026-09-25      | Floating      | 5.31%                 | No            |                  3 | On Loan: No      |
| LABORATORY CORP OF AMER                       | Laboratory Corporation of America Holdings                                            | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   10571000 | PA      | $10393644.20  | 0.19%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| HLEND CLO LLC                                 | Hlend CLO LLC                                                                         | CUSIP: 43367AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10550000 | PA      | $10514477.10  | 0.19%             | 2037-08-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 1-Year/2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -40760000 | NC      | $-111205.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                               | SBA Tower Trust                                                                       | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1146156.12   | 0.02%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP (US)                             | Deloitte LLP                                                                          | CUSIP: N/A<br>LEI: 549300FJV7IV1ZHGAV28       | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4394870.78   | 0.08%             | 2027-05-07      | Fixed         | 3.46%                 | No            |                  3 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                        | Mutual of Omaha Companies Global Funding                                              | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15326023.65  | 0.28%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                          | American National Global Funding                                                      | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11150000 | PA      | $11370021.72  | 0.21%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                      | First American Financial Corp.                                                        | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    7860000 | PA      | $7597954.83   | 0.14%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                | Castlelake Aircraft Securitization Trust                                              | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1222671 | PA      | $1206773.24   | 0.02%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                      | STORE Master Funding LLC                                                              | CUSIP: 86190BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6802311 | PA      | $6434246.88   | 0.12%             | 2051-06-20      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                    | SERVPRO Master Issuer LLC                                                             | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1182000 | PA      | $1221310.25   | 0.02%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM LLC                                                                              | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12356060 | PA      | $12374000.13  | 0.23%             | 2030-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                          | Cross 2025-H1 Mortgage Trust                                                          | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20439337 | PA      | $20647701.60  | 0.38%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                      | Madison Park Funding LXV Ltd.                                                         | CUSIP: 55823FAF2<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-O            | CORP              | KY        |    6000000 | PA      | $6035461.20   | 0.11%             | 2038-07-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                | BRAVO                                                                                 | CUSIP: 05613JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2878772 | PA      | $2892918.58   | 0.05%             | 2064-08-01      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3136BWL61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28952057 | PA      | $29009804.87  | 0.53%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                | AASET                                                                                 | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100344 | PA      | $1124160.28   | 0.02%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                    | Morgan Stanley ABS Capital I Incorporated Trust                                       | CUSIP: 61753EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2312061 | PA      | $1058900.15   | 0.02%             | 2037-01-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                  | Triton Container Finance VIII LLC                                                     | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25008750 | PA      | $23091999.37  | 0.42%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                              | COLT Mortgage Loan Trust                                                              | CUSIP: 12674LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8195935 | PA      | $8240962.10   | 0.15%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| GCAT                                          | GCAT Trust                                                                            | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13171355 | PA      | $13286591.31  | 0.24%             | 2070-05-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -25475000 | NC      | $-65025.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                          | OneMain Finance Corp.                                                                 | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $6890124.40   | 0.13%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                          | FirstKey Homes Trust                                                                  | CUSIP: 33767JBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4900000 | PA      | $4880433.81   | 0.09%             | 2037-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                              | AMC Networks, Inc.                                                                    | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5220.00      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                             | GXO Logistics, Inc.                                                                   | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15752403.90  | 0.29%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                  | Hunt Companies, Inc.                                                                  | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3168571.58   | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                               | United States Treasury Inflation Indexed Bonds                                        | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23453503 | PA      | $23180876.86  | 0.42%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust                                                            | CUSIP: 92540RAE4<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |    1867138 | PA      | $1878066.76   | 0.03%             | 2069-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                      | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    1698000 | PA      | $1698000.00   | 0.03%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Cerberus                                      | Cerberus Loan Funding 51 LLC                                                          | CUSIP: 15675QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28000000 | PA      | $28097199.20  | 0.51%             | 2037-10-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| GCAT                                          | GCAT 2025-NQM1 Trust                                                                  | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4359671 | PA      | $4384903.15   | 0.08%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                 | Parkland Corp.                                                                        | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $79932.58     | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                      | Citadel Securities Global Holdings LLC                                                | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1950080.33   | 0.04%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                  | CD Mortgage Trust                                                                     | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5418205 | PA      | $18385.60     | 0.00%             | 2049-08-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                        | BP Capital Markets plc                                                                | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | US        |    6280000 | PA      | $6235612.96   | 0.11%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                              | ABN AMRO Bank N.V.                                                                    | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   14000000 | PA      | $13724464.46  | 0.25%             | 2027-06-16      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                            | Tricon Residential 2025-SFR2 Trust                                                    | CUSIP: 89617FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2843689.24   | 0.05%             | 2044-08-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 1-Year/2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -25475000 | NC      | $-53690.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14621851.05  | 0.27%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                        | Reliance Standard Life Global Funding II                                              | CUSIP: 75951ACY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20850000 | PA      | $20896137.51  | 0.38%             | 2026-02-02      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                    | SERVPRO Master Issuer LLC                                                             | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11585750 | PA      | $10915995.17  | 0.20%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                   | 9-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -79857500 | NC      | $-281418.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                              | UWM Holdings LLC                                                                      | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10947611.07  | 0.20%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WHITEWATER WHISTLER HOLDINGS LLC              | Whitewater Whistler Holdings LLC                                                      | CUSIP: N/A<br>LEI: 549300FRGKJP12ZORL46       | Long             | LON              | CORP              | US        |    1550000 | PA      | $1545350.00   | 0.03%             | 2030-02-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                    | Navigator Aircraft ABS Ltd.                                                           | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2257419 | PA      | $2141157.05   | 0.04%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3137HMEB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23189242 | PA      | $23107444.29  | 0.42%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                     | 9-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -79857500 | NC      | $-281418.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                              | Berry Global, Inc.                                                                    | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    5165000 | PA      | $5165728.27   | 0.09%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                      | Microchip Technology, Inc.                                                            | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11248918.89  | 0.21%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer L                | CMFT Net Lease Master Issuer LLC                                                      | CUSIP: 12575AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2783481.90   | 0.05%             | 2051-07-20      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss                | New Economy Assets Phase 1 Sponsor LLC                                                | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2085367.00   | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                               | Alumina Pty Ltd.                                                                      | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    4200000 | PA      | $4295322.57   | 0.08%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                         | Foreign Exchange EUR/USD                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   40885000 | NC      | $68715.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM LLC                                                                              | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7238745 | PA      | $7246266.68   | 0.13%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                               | CLI Funding VI LLC                                                                    | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     989306 | PA      | $925795.23    | 0.02%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Bank                                          | BANK                                                                                  | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11447621 | PA      | $116566.54    | 0.00%             | 2060-07-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                | Vista Point Securitization Trust                                                      | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10904175 | PA      | $10974881.93  | 0.20%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                        | Taco Bell Funding LLC                                                                 | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10350000 | PA      | $10371621.15  | 0.19%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                      | Apollo Management Holdings, LP                                                        | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    7115000 | PA      | $7108107.20   | 0.13%             | 2026-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                | Greystone Commercial Real Estate Notes                                                | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2200000 | PA      | $2193875.64   | 0.04%             | 2039-07-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                            | CrossCountry Intermediate HoldCo LLC                                                  | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5720974.29   | 0.10%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                            | AASET Trust                                                                           | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7693868 | PA      | $7376392.40   | 0.13%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                | BBCMS Mortgage Trust                                                                  | CUSIP: 05491UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28515695 | PA      | $527454.81    | 0.01%             | 2051-12-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX Trust                                                                             | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |    2033705 | PA      | $2050784.14   | 0.04%             | 2064-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC                            | LG Electronics, Inc.                                                                  | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |   11000000 | PA      | $11202426.73  | 0.20%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  190000000 | OU      | $1243071.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM CORP                                      | SLM Corp.                                                                             | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12096000 | PA      | $11849790.76  | 0.22%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC BELLS LLC                             | Pacific Bells LLC                                                                     | CUSIP: N/A<br>LEI: 549300VGOQXINYVBJF37       | Long             | LON              | CORP              | US        |    1536731 | PA      | $1541848.01   | 0.03%             | 2028-11-13      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX Trust                                                                             | CUSIP: 67448YAE4<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |    1365047 | PA      | $1374786.15   | 0.03%             | 2064-12-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust                                                            | CUSIP: 92538MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2213906 | PA      | $1949902.94   | 0.04%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                               | United States Treasury Inflation Indexed Bonds                                        | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19913886 | PA      | $19758163.20  | 0.36%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                    | Minerals Technologies, Inc.                                                           | CUSIP: N/A<br>LEI: 549300D3I1QU67GP6403       | Long             | LON              | CORP              | US        |    3473750 | PA      | $3473750.00   | 0.06%             | 2031-11-26      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                              | VB-S1 Issuer LLC - VBTEL                                                              | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9250000 | PA      | $9097684.88   | 0.17%             | 2052-02-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| STRATEGIC PARTNERS FUND VIII LP               | Strategic Partners Fund VIII, LP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   13937441 | PA      | $13865969.00  | 0.25%             | 2026-03-10      | Variable      | 6.92%                 | No            |                  3 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                      | Element Fleet Management Corp.                                                        | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    9925000 | PA      | $10112173.29  | 0.18%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization T                | Station Place Securitization Trust                                                    | CUSIP: 85773HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5675000 | PA      | $5675000.00   | 0.10%             | 2025-11-17      | Floating      | 5.45%                 | No            |                  3 | On Loan: No      |
| Cerberus                                      | Cerberus Loan Funding XLVIII LLC                                                      | CUSIP: 15675JAA8<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3271358.68   | 0.06%             | 2036-10-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                | Residential Mortgage Loan Trust                                                       | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110439 | PA      | $109542.44    | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                            | Tricon Residential Trust                                                              | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3300000 | PA      | $3287319.09   | 0.06%             | 2041-04-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                   | Uniform MBS 30 Year                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   31040000 | PA      | $27262990.72  | 0.50%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                   | HOMES Trust                                                                           | CUSIP: 437920AC5<br>LEI: 254900GDF2MBHUV58Z95 | Long             | ABS-MBS          | CORP              | US        |    3193013 | PA      | $3216874.39   | 0.06%             | 2059-10-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                   | Foreign Exchange USD/JPY                                                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   -2305000 | NC      | $-305.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                    | Morgan Stanley Capital I Incorporated Trust                                           | CUSIP: 617451DR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     462602 | PA      | $450653.12    | 0.01%             | 2036-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                      | Encore Capital Group, Inc.                                                            | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2692142.76   | 0.05%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                | VOC Escrow Ltd.                                                                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    6850000 | PA      | $6831363.89   | 0.12%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                              | Enstar Group Ltd.                                                                     | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    7300000 | PA      | $7368005.34   | 0.13%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                      | Cheniere Energy Partners, LP                                                          | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8672132.60   | 0.16%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  -57500000 | OU      | $-1621104.40  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                | Fannie Mae-Aces                                                                       | CUSIP: 3136B9J32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5880993 | PA      | $476684.44    | 0.01%             | 2035-03-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                             | Arbys Funding LLC                                                                     | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6887500 | PA      | $6651021.13   | 0.12%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3142GSN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9859616 | PA      | $10180998.03  | 0.19%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | 9-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |   79857500 | NC      | $1007837.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes US Treasury C                | Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares              | CUSIP: 60934N682<br>LEI: 25490003NTA1P9CI5X97 | Long             | STIV             | RF                | US        |       4565 | NS      | $4565.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust                          | FirstKey Homes Trust                                                                  | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3901866.00   | 0.07%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings plc                                                                     | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $7168995.19   | 0.13%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Home Equity Loan Trust                        | Home Equity Loan Trust                                                                | CUSIP: 43710XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7904415 | PA      | $7671657.46   | 0.14%             | 2037-04-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                          | STAR 2025-SFR6 Trust                                                                  | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27000000 | PA      | $27056300.40  | 0.49%             | 2042-08-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                   | Starwood Property Mortgage LLC                                                        | CUSIP: N/A<br>LEI: 5493008SB15CNJRIOK13       | Long             | LON              | CORP              | US        |    1498500 | PA      | $1497570.93   | 0.03%             | 2030-01-02      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                | PMT Loan Trust 2025-INV7                                                              | CUSIP: 73015FAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1939984 | PA      | $1951691.58   | 0.04%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                         | LoanCore                                                                              | CUSIP: 53947FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2450000 | PA      | $2439925.36   | 0.04%             | 2042-08-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust                                                             | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3049637 | PA      | $3002071.55   | 0.05%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                | AASET Trust                                                                           | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6238894 | PA      | $6440745.63   | 0.12%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                 | Citigroup Mortgage Loan Trust, Inc.                                                   | CUSIP: 17307G4E5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3131448 | PA      | $1494973.51   | 0.03%             | 2036-03-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust                                                            | CUSIP: 92539LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2837414 | PA      | $2494349.28   | 0.05%             | 2066-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                              | Eldridge CLO 2025-1 Ltd.                                                              | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8000000 | PA      | $8000000.00   | 0.15%             | 2038-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                              | OWL Rock Clo XXI LLC                                                                  | CUSIP: 69120UAA1<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-O            | CORP              | US        |   22750000 | PA      | $22778730.98  | 0.42%             | 2034-07-24      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                | Golub Capital Partners Clo 49M Ltd.                                                   | CUSIP: 38181HAC7<br>LEI: 254900NUVOJAHAT10W61 | Long             | ABS-O            | CORP              | KY        |   20000000 | PA      | $20030032.00  | 0.37%             | 2038-07-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| AL GCX HOLDINGS LLC                           | AL GCX Holdings LLC                                                                   | CUSIP: N/A<br>LEI: 2549009G4C2J89LNWS21       | Long             | LON              | CORP              | US        |    1460936 | PA      | $1457284.02   | 0.03%             | 2029-05-17      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                        | BP Capital Markets plc                                                                | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    2675000 | PA      | $2770633.93   | 0.05%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                      | American Airlines Class AA Pass Through Trust                                         | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1346154 | PA      | $1294129.62   | 0.02%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                       | Capital Automotive REIT                                                               | CUSIP: 12510HAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1957083 | PA      | $1908128.07   | 0.03%             | 2050-02-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                             | Newell Brands, Inc.                                                                   | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5341566.80   | 0.10%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Obligations C                | Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares              | CUSIP: N/A<br>LEI: 549300MKKM9KT7BF6329       | Long             | STIV             | RF                | US        |   71573462 | NS      | $71573461.68  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Mortgage Residential                 | Starwood Mortgage Residential Trust                                                   | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     224299 | PA      | $212729.40    | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                | Alternative Loan Trust                                                                | CUSIP: 126680AB3<br>LEI: 549300QTQ6MX6ER06N64 | Long             | ABS-MBS          | CORP              | US        |    3643478 | PA      | $3358689.23   | 0.06%             | 2047-05-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                           | Datix Bidco Ltd.                                                                      | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |     275000 | PA      | $275000.00    | 0.01%             | 2031-04-30      | Variable      | 9.29%                 | No            |                  3 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                      | Element Fleet Management Corp.                                                        | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    4400000 | PA      | $4456933.76   | 0.08%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                | Stack Infrastructure Issuer LLC                                                       | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    6750000 | PA      | $6721874.10   | 0.12%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                      | Madison Park Funding XLVIII Ltd.                                                      | CUSIP: 55821UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   22000000 | PA      | $22016277.80  | 0.40%             | 2033-04-19      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                           | Silgan Holdings, Inc.                                                                 | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $12401975.25  | 0.23%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                      | STORE Master Funding LLC                                                              | CUSIP: 86212FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2103421.72   | 0.04%             | 2055-10-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                               | Lehman XS Trust Series                                                                | CUSIP: 52522DAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1007764 | PA      | $897127.01    | 0.02%             | 2046-11-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays plc                                                                          | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    9150000 | PA      | $9286006.06   | 0.17%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                       | Algonquin Power & Utilities Corp.                                                     | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    8200000 | PA      | $8258975.38   | 0.15%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                             | Brown & Brown, Inc.                                                                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1160979.65   | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3132DPSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32352214 | PA      | $32935323.15  | 0.60%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                      | American Airlines Class AA Pass Through Trust                                         | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2174005 | PA      | $2096149.16   | 0.04%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                        | Diageo Investment Corp.                                                               | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2331162.25   | 0.04%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                       | National Bank of Canada                                                               | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    4650000 | PA      | $4696276.52   | 0.09%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                               | AREIT Ltd.                                                                            | CUSIP: 00193DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3998760.80   | 0.07%             | 2030-01-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                     | Block, Inc.                                                                           | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7648184.38   | 0.14%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                       | NYMT Loan Trust 2025-INV2                                                             | CUSIP: 62957JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2150000 | PA      | $2147908.72   | 0.04%             | 2060-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                   | Equinix, Inc.                                                                         | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     700000 | PA      | $658109.66    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                         | U.S. Secured Overnight Financing Rate                                                 | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        | -121000000 | OU      | $-5368840.18  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                       | XPO, Inc.                                                                             | CUSIP: N/A<br>LEI: 54930096DB9LCLPN7H13       | Long             | LON              | CORP              | US        |    4550000 | PA      | $4582487.00   | 0.08%             | 2028-05-24      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                         | Foreign Exchange EUR/USD                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   33781000 | NC      | $99.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co.                                                                     | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   12100000 | NS      | $11982490.85  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SPS Servicer Advance Receivabl                | SPS Servicer Advance Receivables Trust                                                | CUSIP: 78472JAE3<br>LEI: 549300W6RZ3B25O0SH56 | Long             | ABS-MBS          | CORP              | US        |    3750000 | PA      | $3740840.25   | 0.07%             | 2055-11-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| JCP Direct Lending CLO LLC                    | JCP Direct Lending CLO 2023-1 LLC                                                     | CUSIP: 46656TAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   13000000 | PA      | $13032602.70  | 0.24%             | 2037-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale S.A.                                                                 | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $9818507.20   | 0.18%             | 2027-06-09      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                | Structured Asset Securities Corporation Mortgage Loan Trust                           | CUSIP: 86359RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300929 | PA      | $294211.06    | 0.01%             | 2036-12-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| RS IVY HOLDCO INC                             | ITT Holdings LLC                                                                      | CUSIP: N/A<br>LEI: 549300TH2PHOLK31LB42       | Long             | LON              | CORP              | US        |   10144098 | PA      | $10140953.40  | 0.18%             | 2030-10-11      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                | Long Beach Mortgage Loan Trust                                                        | CUSIP: 54251UAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2210041 | PA      | $563280.48    | 0.01%             | 2036-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae                                                                            | CUSIP: 3136BXGK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14173503 | PA      | $14058636.69  | 0.26%             | 2055-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                    | Charter Communications Operating LLC                                                  | CUSIP: N/A<br>LEI: 549300TPZNMN50BJ3745       | Long             | LON              | CORP              | US        |      99746 | PA      | $99600.56     | 0.00%             | 2030-12-07      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| RWC Commercial Mortgage Securi                | RWC Commercial Mortgage 2025-1 Trust                                                  | CUSIP: 78348LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5300000 | PA      | $5293244.09   | 0.10%             | 2040-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                           | CDW LLC / CDW Finance Corp.                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810000 | PA      | $775802.71    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                     | CIM TRUST                                                                             | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3418652 | PA      | $3399907.28   | 0.06%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| OBRA CAPITAL INC                              | Obra Longevity                                                                        | CUSIP: N/A<br>LEI: 2549001PDYPC4244EX25       | Long             | ABS-O            | CORP              | US        |    5850000 | PA      | $6152984.08   | 0.11%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac                                                                           | CUSIP: 3132DQLU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17288885 | PA      | $17284957.09  | 0.32%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | 6-Month/5-Year Interest Rate Swap                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -25475000 | NC      | $-82026.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                | Saluda Grade Alternative Mortgage Trust 2025-LOC4                                     | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13030313 | PA      | $13052163.11  | 0.24%             | 2055-06-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC Trust                                                                            | CUSIP: 126401AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1106624 | PA      | $1057333.86   | 0.02%             | 2065-05-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC Trust                                                                            | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9446554 | PA      | $9402944.95   | 0.17%             | 2061-07-27      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** Guggenheim Funds Trust

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** CFO