# EDGAR Filing Document

**Accession Number:** 0001066602
**File Stem:** 0000940400-26-023056
**Filing Date:** 2026-6
**Character Count:** 750572
**Document Hash:** 34b7d07edc61827d61c28324d1ff8a11
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-023056.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-023056

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08895
- **FILM NUMBER:** 261048975

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**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:** $2478474219.35

**Total Liabilities:** $478792975.05

**Net Assets:** $1999681244.30

**Delayed Delivery Securities:** $1106293.75

**Stand-by Commitments:** $118644552.51

**Cash Not Reported:** $19998646.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -742.32608000 | **1-Year:** 26827.50533000 | **5-Year:** 185884.47868000 | **10-Year:** 74967.84003000 | **30-Year:** 11589.27845000

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

- **3-Month:** 704.39415000 | **1-Year:** 67625.58139000 | **5-Year:** 114294.74403000 | **10-Year:** 19276.80482000 | **30-Year:** 1795.79677000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119024 | 0.31%                | 0.46%                | -0.99%               |
| Class ID C000119021 | 0.33%                | 0.39%                | -1.09%               |
| Class ID C000119020 | 0.29%                | 0.55%                | -1.12%               |
| Class ID C000159021 | 0.31%                | 0.57%                | -1.09%               |
| Class ID C000119023 | 0.38%                | 0.43%                | -1.04%               |
| Class ID C000119022 | 0.31%                | 0.46%                | -0.99%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6257772.30              | $-6158597.37                               |
| Month 2  | $1461887.71              | $3561039.90                                |
| Month 3  | $-5196215.65             | $-22396791.95                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                                   | Title                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Crown Americas LLC                                                                                     | CCK 5.875 06/01/33                                          | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     390000 | PA      | $390180.61    | 0.02%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -57675000 | NC      | $-2930.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA GENERATI 10/15/2031                                                                              | ALPHA GENERATI 10/15/2031                                   | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |     216700 | PA      | $216388.60    | 0.01%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Pmtt4                                                                                                  | LSS 2017-PM1 XIO                                            | CUSIP: 693458AG6<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | ABS-O            | CORP              | US        |  922695792 | PA      | $5671395.82   | 0.28%             | 2048-10-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3222 SN                                                 | CUSIP: 31397ATU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     709699 | PA      | $57284.60     | 0.00%             | 2036-09-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Ed 08/06/2031                                                                              | McGraw-Hill Ed 08/06/2031                                   | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |     617771 | PA      | $617963.31    | 0.03%             | 2031-08-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                                                 | NYC 2025-3BP A                                              | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2982476.10   | 0.15%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                              | CWALT 2007-2CB 2A1                                          | CUSIP: 02149HAR1<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |     110024 | PA      | $41642.38     | 0.00%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                         | MEX 6.125 02/09/38                                          | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1750000 | PA      | $1713293.75   | 0.09%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ4                                                           | GSMBS 2021-PJ4 B3                                           | CUSIP: 36264PBJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3479544 | PA      | $2905475.14   | 0.15%             | 2051-09-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                               | OUT 4.625 03/15/30 144A                                     | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     455000 | PA      | $439268.83    | 0.02%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REDWOOD FUNDING TRUST 2025-3                                                                           | RFT 2025-3 A                                                | CUSIP: 75806GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3115275 | PA      | $3144872.76   | 0.16%             | 2056-12-28      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2015-A                                                                   | CMLTI 2015-A B2                                             | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      83323 | PA      | $82741.53     | 0.00%             | 2058-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                                   | NCLH 6.75 02/01/32 144A                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2915000 | PA      | $2895010.97   | 0.14%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS (US) INC                                                                    | GFLCN 5.5 02/01/34 144A                                     | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $417369.51    | 0.02%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Janus Henderso 03/26/2033                                                                              | Janus Henderso 03/26/2033                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1300000 | PA      | $1300000.00   | 0.07%             | 2033-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST 2025-MHIL2                                                               | MHP 2025-MHIL2 D                                            | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1494318.15   | 0.07%             | 2040-09-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Lstar Commercial Mortgage Trust 2017-5                                                                 | LNSTR 2017-5 X                                              | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8494762 | PA      | $24565.15     | 0.00%             | 2050-03-11      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                             | LHX 4.4 06/15/28 *                                          | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1590520.10   | 0.08%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2021-74 AI                                              | CUSIP: 3136BJL78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   15723033 | PA      | $2611537.67   | 0.13%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hillenbrand In 01/22/2033                                                                              | Hillenbrand In 01/22/2033                                   | CUSIP: 54913EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     442536 | PA      | $437003.87    | 0.02%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $444683.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                         | MEX 7.375 05/13/55                                          | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     656000 | PA      | $690302.24    | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Scientific Games Lottery                                                                               | Scientific Games Lottery Term Loan B 300 2029-04-01         | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |     648865 | PA      | $640044.55    | 0.03%             | 2029-04-04      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                               | ST 3.75 02/15/31 144A                                       | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     590000 | PA      | $547673.52    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 4.25 01/15/34 144A                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $102770.83    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| JP MORGAN MORTGAGE TRUST 2024-6                                                                        | JPMMT 2024-6 B3                                             | CUSIP: 46657YBB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2407213 | PA      | $2510705.80   | 0.13%             | 2054-12-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP 06/12/2030                                                                                  | KUEHG CORP 06/12/2030                                       | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     308804 | PA      | $277538.00    | 0.01%             | 2030-06-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                  | AAL 7.25 02/15/28 144A                                      | CUSIP: 023771T32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $528393.26    | 0.03%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 4.25 02/15/29 144A                                     | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2916368.44   | 0.15%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Chamberlai 07/22/2032                                                                              | The Chamberlai 07/22/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1457675 | PA      | $1445261.82   | 0.07%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                                | VENLNG 9.5 02/01/29 144A                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3326533.16   | 0.17%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                                 | GFLCN 4.375 08/15/29 144A                                   | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     305000 | PA      | $296961.09    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC                                                                                      | SONIC 2020-1A A2I                                           | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1841125 | PA      | $1823800.79   | 0.09%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BradyPLUS (fka BradyIFS)                                                                               | BradyPLUS (fka BradyIFS) Term Loan B 350 2032-12-01         | CUSIP: 10480UAD3<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     325000 | PA      | $320531.25    | 0.02%             | 2032-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion, LLC 09/19/2030                                                                                | Asurion, LLC 09/19/2030                                     | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     471438 | PA      | $466870.21    | 0.02%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -8000000 | PA      | $-7698501.12  | -0.38%            | 2056-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 20 LTD                                                                                   | BALLY 2022-20A BR3                                          | CUSIP: 05876CBM4<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6951364.00   | 0.35%             | 2036-10-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3688 BI                                                 | CUSIP: 3137A0MC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     294229 | PA      | $39771.92     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Hldgs                                                                                  | Mister Car Wash Hldgs                                       | CUSIP: 60646CAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     128607 | PA      | $127320.54    | 0.01%             | 2031-03-27      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BELFOR HOLDING 11/01/2030                                                                              | BELFOR HOLDING 11/01/2030                                   | CUSIP: 07768YAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     403166 | PA      | $404677.76    | 0.02%             | 2030-11-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| LS GROUP OPCO 04/23/2031                                                                               | LS GROUP OPCO 04/23/2031                                    | CUSIP: 50220KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1971699 | PA      | $1969234.53   | 0.10%             | 2031-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3                                                           | GSMBS 2021-GR3 B4                                           | CUSIP: 36263TBM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     896238 | PA      | $748579.86    | 0.04%             | 2052-04-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| API ESCROW CORP                                                                                        | APG 4.75 10/15/29 144A                                      | CUSIP: 00185PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $276083.43    | 0.01%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 MORTGAGE TRUST                                                                          | COMM 2017-COR2 B                                            | CUSIP: 12595EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1456354.65   | 0.07%             | 2050-09-12      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| HLTN COMMERCIAL MORTGAGE TRUST 2024-DPLO                                                               | HLTN 2024-DPLO A                                            | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1001201.30   | 0.05%             | 2041-06-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DH0059                                                   | CUSIP: 3618K8B47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     134790 | PA      | $140770.05    | 0.01%             | 2064-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ1                                                           | GSMBS 2020-PJ1 A1                                           | CUSIP: 36258FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     204254 | PA      | $184950.77    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2007-AB1                                          | DBALT 2007-AB1 A1                                           | CUSIP: 25151WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     306380 | PA      | $217335.37    | 0.01%             | 2037-04-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-148 IB                                             | CUSIP: 3136ABNT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     211752 | PA      | $3146.86      | 0.00%             | 2028-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                   | CLF 6.875 11/01/29 144A                                     | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3076800.66   | 0.15%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Allison Transm 11/06/2032                                                                              | Allison Transm 11/06/2032                                   | CUSIP: 01973KAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     395000 | PA      | $397151.17    | 0.02%             | 2033-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                                    | AXL 7.75 10/15/33 144A                                      | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2771351.49   | 0.14%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2002-13 SR                                              | CUSIP: 31392B5J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      31090 | PA      | $908.58       | 0.00%             | 2032-03-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                                                       | SUN 4.5 04/30/30                                            | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     835000 | PA      | $805456.70    | 0.04%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2266 S                                                  | CUSIP: 3133TQHK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |        592 | PA      | $27.45        | 0.00%             | 2030-11-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN TRUST SERIES 2007-1                                                            | NHELI 2007-1 2A4A                                           | CUSIP: 65537KAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     286882 | PA      | $262900.82    | 0.01%             | 2037-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-49 SB                                              | CUSIP: 3136BAB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   16154288 | PA      | $2299190.60   | 0.11%             | 2050-07-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-32477.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                                                         | CSTM 5.625 06/15/28 144A                                    | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     590000 | PA      | $587445.12    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                                         | Autozone, Inc. 0% CP 07/04/2026                             | CUSIP: 05333UD72<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | STIV             | CORP              | US        |   34000000 | PA      | $33974085.20  | 1.70%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enlyte (f.k.a 06/17/2031                                                                               | Enlyte (f.k.a 06/17/2031                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     541767 | PA      | $519516.27    | 0.03%             | 2031-06-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5052 BI                                                 | CUSIP: 3137F7HA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    7623841 | PA      | $1744985.88   | 0.09%             | 2050-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                          | SM 8.75 07/01/31 144A                                       | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     780000 | PA      | $815733.36    | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                       | BMCAUS 4.375 07/15/30 144A                                  | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     285000 | PA      | $268804.85    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MINIMAX VIKING 02/19/2032                                                                              | MINIMAX VIKING 02/19/2032                                   | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |     163766 | PA      | $164379.71    | 0.01%             | 2032-03-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NEWLY WEDS FOO 03/05/2032                                                                              | NEWLY WEDS FOO 03/05/2032                                   | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     674900 | PA      | $674900.00    | 0.03%             | 2032-03-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| R1 RCM Inc. 11/30/2031                                                                                 | R1 RCM Inc. 11/30/2031                                      | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      46333 | PA      | $45486.31     | 0.00%             | 2031-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                                           | GAP 3.875 10/01/31 144A                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     405000 | PA      | $367180.37    | 0.02%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brookfield NGPL                                                                                        | Brookfield NGPL                                             | CUSIP: 05554DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     260531 | PA      | $261101.15    | 0.01%             | 2030-12-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                               | VST 7.75 10/15/31 144A                                      | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     320000 | PA      | $335347.72    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                               | CE 6.75 04/15/33                                            | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1149784.08   | 0.06%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Southern Veter 12/04/2031                                                                              | Southern Veter 12/04/2031                                   | CUSIP: 84410HAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     426780 | PA      | $423526.18    | 0.02%             | 2031-12-04      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| HOME RE 2026-1 LTD                                                                                     | HMIR 2026-1 M1C                                             | CUSIP: 436956AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2005939.40   | 0.10%             | 2036-01-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-1 LI                                               | CUSIP: 3136ABZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1399688 | PA      | $20443.84     | 0.00%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                                 | FAIRIC 6 05/15/33 144A                                      | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     325000 | PA      | $319091.96    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DECHRA PHARMAC 01/27/2032                                                                              | DECHRA PHARMAC 01/27/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     183612 | PA      | $183698.61    | 0.01%             | 2032-01-27      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                                | TLN 6.25 02/01/34 144A                                      | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     700000 | PA      | $692694.38    | 0.03%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brazos Delawar 02/11/2030                                                                              | Brazos Delawar 02/11/2030                                   | CUSIP: 10620UAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     373079 | PA      | $374321.99    | 0.02%             | 2030-02-11      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DH6455                                                   | CUSIP: 3618KFE48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     877243 | PA      | $921267.70    | 0.05%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DM8538                                                   | CUSIP: 3618LYPX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5128173 | PA      | $5545639.32   | 0.28%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                       | CWALT 2007-OA4 A1                                           | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     398638 | PA      | $366365.70    | 0.02%             | 2047-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                                      | LNW 6.25 10/01/33 144A                                      | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2696292.50   | 0.13%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEV 12/31/2030                                                                              | SINCLAIR TELEV 12/31/2030                                   | CUSIP: 829229AV5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     146250 | PA      | $129111.24    | 0.01%             | 2030-12-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| EQ (Equiniti) 12/31/2031                                                                               | EQ (Equiniti) 12/31/2031                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     388050 | PA      | $385806.68    | 0.02%             | 2031-12-11      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DI5478                                                   | CUSIP: 3618NPCP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1339943 | PA      | $1429016.48   | 0.07%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 324 144                                                 | CUSIP: 31325U4P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     141286 | PA      | $24846.94     | 0.00%             | 2039-06-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-67 JI                                              | CUSIP: 3136BBVX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   16433869 | PA      | $3311957.05   | 0.17%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-1                                                                        | JPMMT 2018-1 B2                                             | CUSIP: 46648RAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1788275 | PA      | $1630169.55   | 0.08%             | 2048-06-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2006-FA8                                           | FHAMS 2006-FA8 1A7                                          | CUSIP: 32052DAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      61225 | PA      | $21216.12     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                                        | BALTA 2005-3 4A3                                            | CUSIP: 07386HSN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80036 | PA      | $78658.83     | 0.00%             | 2035-04-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-6                                                                        | JPMMT 2017-6 B4                                             | CUSIP: 46649HBB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1282863 | PA      | $1164382.20   | 0.06%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2006-5 TRUST                         | WMALT 2006-5 2CB2                                           | CUSIP: 93934NAR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     502834 | PA      | $320866.32    | 0.02%             | 2036-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                                 | HTL 2024-T53 A                                              | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5343021.16   | 0.27%             | 2039-05-12      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                                                   | GOINSO 5.625 06/01/29 144A                                  | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     220000 | PA      | $216074.50    | 0.01%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NVENT THERMAL 09/30/2031                                                                               | NVENT THERMAL 09/30/2031                                    | CUSIP: 05614GAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     517400 | PA      | $517830.99    | 0.03%             | 2032-01-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP                                                                            | CHASE 2006-A1 2A3                                           | CUSIP: 16163CAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     204783 | PA      | $182142.69    | 0.01%             | 2036-09-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo Vii Ltd.                                                                               | SNDPT 2014-3RA C                                            | CUSIP: 83610HAG5<br>LEI: 549300IYECLSB6ZQZB89 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001366.00   | 0.05%             | 2031-10-23      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| NOVOLEX (AKA F 04/01/2032                                                                              | NOVOLEX (AKA F 04/01/2032                                   | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      63435 | PA      | $59382.25     | 0.00%             | 2032-04-01      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                                       | SEE 4 12/01/27 144A                                         | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     490000 | PA      | $489080.39    | 0.02%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON 05/30/2031                                                                              | GRANT THORNTON 05/30/2031                                   | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     670059 | PA      | $626505.35    | 0.03%             | 2031-06-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-5                                                                        | JPMMT 2019-5 A3                                             | CUSIP: 46591FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     247051 | PA      | $232782.65    | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc.                                                                                      | IM 4.75 05/15/29 144A                                       | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |    3735000 | PA      | $3632656.14   | 0.18%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                                      | TEX 6.25 10/15/32 144A                                      | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     405000 | PA      | $408014.51    | 0.02%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2022-2                                                                        | JPMMT 2022-2 B3                                             | CUSIP: 46655DCQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2297211 | PA      | $1877174.56   | 0.09%             | 2052-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| RESONETICS LLC 06/18/2031                                                                              | RESONETICS LLC 06/18/2031                                   | CUSIP: 76118EAL2<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |     482678 | PA      | $480829.88    | 0.02%             | 2031-06-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | CURRENCY CONTRACT - ZAR                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $54955.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCOSA INC 10/01/2031                                                                                  | ARCOSA INC 10/01/2031                                       | CUSIP: 03965EAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12897 | PA      | $12908.11     | 0.00%             | 2031-10-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2018-1                                                                         | FSMT 2018-1 B3                                              | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     501309 | PA      | $459884.22    | 0.02%             | 2048-03-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-6                                                                        | JPMMT 2019-6 A3                                             | CUSIP: 46651BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56258 | PA      | $51653.09     | 0.00%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-1                                                                          | SEMT 2025-1 A19                                             | CUSIP: 81743EAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1361300 | PA      | $1370828.81   | 0.07%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                        | ACRISU 7.5 11/06/30 144A                                    | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     505000 | PA      | $507691.15    | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2023-70 JI                                              | CUSIP: 38384AEP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   17516140 | PA      | $3156799.02   | 0.16%             | 2052-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICTORIAS SECRET                                                                                       | VICTORIAS SECRET                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     272150 | PA      | $272320.33    | 0.01%             | 2028-08-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-KING                                                                 | BX 2024-KING A                                              | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1974012 | PA      | $1976188.06   | 0.10%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AAR Corp.                                                                                              | AIR 6.75 03/15/29 144A                                      | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |     440000 | PA      | $448138.68    | 0.02%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Obx 2019-Exp3 Trust                                                                                    | OBX 2019-EXP3 1A9                                           | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131544 | PA      | $124213.95    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNRUN ATLAS ISSUER 2019-2 LLC                                                                         | SUNRN 2019-2 A                                              | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3056727 | PA      | $2951393.45   | 0.15%             | 2055-01-30      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2019-GSA1                                                                 | GSMS 2019-GSA1 B                                            | CUSIP: 36261PAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     660000 | PA      | $610053.77    | 0.03%             | 2052-11-13      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $369484.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5133 CI                                                 | CUSIP: 3137H1MH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   11261897 | PA      | $1895856.98   | 0.09%             | 2039-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2                                                           | GSMBS 2019-PJ2 A1                                           | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      48418 | PA      | $45594.05     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC 02/24/2032                                                                              | DRAFTKINGS INC 02/24/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     148500 | PA      | $148539.80    | 0.01%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2020-B TRUST                                                            | SOFI 2020-B BFX                                             | CUSIP: 83405FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4400000 | PA      | $3679224.12   | 0.18%             | 2046-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2025-1                                                                         | MSAIC 2025-1A A                                             | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     772077 | PA      | $763628.52    | 0.04%             | 2050-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                                           | COMM 2024-CBM B                                             | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3051843.60   | 0.15%             | 2041-12-12      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2007-59 SC                                              | CUSIP: 38375LQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    2156769 | PA      | $200168.13    | 0.01%             | 2037-07-20      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Concord Minutemen Capital Company LLC                                                                  | Concord Minutemen Capital Company LLC 0% CP 26/05/2026      | CUSIP: 2063C1ES5<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | ABS-APCP         | CORP              | US        |   15000000 | PA      | $14909265.00  | 0.75%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET V7.125 PERP G                                            | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2780753.50   | 0.14%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Viasat 02/24/2029                                                                                      | Viasat 02/24/2029                                           | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |      70379 | PA      | $70665.18     | 0.00%             | 2029-03-02      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Medline Indust 10/23/2028                                                                              | Medline Indust 10/23/2028                                   | CUSIP: 58503UAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     219096 | PA      | $219592.40    | 0.01%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                                  | Parker-Hannifin Corp. 0% CP 18/05/2026                      | CUSIP: 70109MEJ9<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |    5000000 | PA      | $4972920.00   | 0.25%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                        | CDS ITRAXX.EU.45.V1                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1651966.30   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO V Ltd                                                                      | BSP 2018-5BA CR                                             | CUSIP: 08181JAP7<br>LEI: 549300E7VMVNVKXVY242 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7009464.00   | 0.35%             | 2037-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2019-4 TRUST                                                    | WFMBS 2019-4 B3                                             | CUSIP: 95002FBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1365350 | PA      | $957137.48    | 0.05%             | 2049-09-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                                        | GTN 9.625 07/15/32 144A                                     | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     475000 | PA      | $475411.59    | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-1                                                                        | JPMMT 2024-1 A9                                             | CUSIP: 46657PAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     420055 | PA      | $422995.55    | 0.02%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE TRUST 2015-2                                                                        | ABMT 2015-2 B3                                              | CUSIP: 00841XBL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     682777 | PA      | $632304.65    | 0.03%             | 2045-03-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I 11/08/2032                                                                              | CNT HOLDINGS I 11/08/2032                                   | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     490050 | PA      | $490356.28    | 0.02%             | 2032-11-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ORL 2024-GLKS MORTGAGE TRUST                                                                           | ORL 2024-GLKS C                                             | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5015467.00   | 0.25%             | 2039-12-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AD0362                                                   | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2140 | PA      | $2200.89      | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS 03/17/31                                                                                  | PRIMO BRANDS 03/17/31                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     345000 | PA      | $345568.56    | 0.02%             | 2031-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                              | Florida Power & Light Co. 0% CP 06/04/2026                  | CUSIP: 34108BD69<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | STIV             | CORP              | US        |    5000000 | PA      | $4996831.00   | 0.25%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                        | IEP 10 11/15/29 144A                                        | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1099833.99   | 0.06%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Epicor Softwar 05/23/2031                                                                              | Epicor Softwar 05/23/2031                                   | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     845795 | PA      | $830253.37    | 0.04%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                                                      | TIBX 6.5 03/31/29 144A                                      | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3583957.95   | 0.18%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                                                  | Herens US Holdco Corp                                       | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |      91911 | PA      | $80473.40     | 0.00%             | 2028-07-03      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                                   | CEMEX V7.2 PERP 144A                                        | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $1017118.20   | 0.05%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2019-D                                                                        | AJAXM 2019-D A2                                             | CUSIP: 00968FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3089000 | PA      | $2922923.93   | 0.15%             | 2065-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                             | SOAF 5.875 04/20/32 10Y                                     | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     625000 | PA      | $625781.25    | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UBS AG                                                                                                 | IRS IFS USD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |          1 | NC      | $-75640.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRTHRIVER MIDSTRM FIN LP                                                                               | NRTHRIVER MIDSTRM FIN LP                                    | CUSIP: 66679PAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     775398 | PA      | $777094.42    | 0.04%             | 2030-08-16      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2019-CH3                                                                        | SEMT 2019-CH3 A13                                           | CUSIP: 81748GBA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115156 | PA      | $108413.58    | 0.01%             | 2049-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS 2019-1 LLC                                                                          | MSAIC 2019-1A A                                             | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     706989 | PA      | $667900.87    | 0.03%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DK1672                                                   | CUSIP: 3618L02D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17942125 | PA      | $18738149.52  | 0.94%             | 2065-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                                    | DC 2024-HLTN A                                              | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3650000 | PA      | $3667614.90   | 0.18%             | 2040-04-13      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -6083000 | NC      | $12635.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   11120000 | NC      | $-59225.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRSP 2026-FL3 Ltd / BRSP 2026-FL3 LLC                                                                  | BRSP 2026-FL3 A                                             | CUSIP: 116686AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2503096.75   | 0.13%             | 2043-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAMISEA SA / PLUSPETROL LOTE 56 SA                                                          | PLUSCM 6.24 07/03/36 144A                                   | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    1475000 | PA      | $1534000.00   | 0.08%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                                    | CLH 6.375 02/01/31 144A                                     | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     490000 | PA      | $497972.61    | 0.02%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEON MAPLE PUR 11/17/2031                                                                              | NEON MAPLE PUR 11/17/2031                                   | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     450459 | PA      | $442012.46    | 0.02%             | 2031-11-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2018-4                                                                         | FSMT 2018-4 B3                                              | CUSIP: 33851LAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3124750 | PA      | $2878005.10   | 0.14%             | 2048-07-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-3                                                                          | SEMT 2024-3 A19                                             | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1532130 | PA      | $1537683.80   | 0.08%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-181473.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Liftoff Mobile 08/07/2032                                                                              | Liftoff Mobile 08/07/2032                                   | CUSIP: 57165KAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     575000 | PA      | $563356.25    | 0.03%             | 2032-09-08      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 3049 PI                                                 | CUSIP: 31396CXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     223866 | PA      | $18932.43     | 0.00%             | 2035-10-15      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| AREIT 2023-CRE8 LTD                                                                                    | AREIT 2023-CRE8 A                                           | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     593187 | PA      | $593931.54    | 0.03%             | 2041-08-19      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                            | MTCHII 4.625 06/01/28 144A                                  | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     810000 | PA      | $792395.30    | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4494 LI                                                 | CUSIP: 3137BKUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     711782 | PA      | $37064.39     | 0.00%             | 2043-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                             | DVA 6.75 07/15/33 144A                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     250000 | PA      | $254529.50    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                                         | RCM 6.875 11/15/31 144A                                     | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $603066.94    | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AAL Delaware H 07/30/2031                                                                              | AAL Delaware H 07/30/2031                                   | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     344761 | PA      | $344635.11    | 0.02%             | 2031-07-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                        | FHR 5138 CI                                                 | CUSIP: 3137H2HL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   12971983 | PA      | $2718296.00   | 0.14%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-MTG3                                                            | MELLO 2021-MTG3 B3                                          | CUSIP: 58549RCG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1678625 | PA      | $1374455.48   | 0.07%             | 2051-07-01      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -14827000 | NC      | $-59056.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 5.375 11/15/29                                          | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1027786.77   | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | U.S. Treasury Bond Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -198 | NC      | $541239.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                                                 | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   24332000 | NC      | $-55730.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -169492000 | NC      | $-81675.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                                      | BMARK 2020-B16 AM                                           | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     950000 | PA      | $865839.12    | 0.04%             | 2053-02-18      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-150 PS                                             | CUSIP: 3136ABAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3129195 | PA      | $317683.43    | 0.02%             | 2043-01-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC                                                                                 | DIN 2025-1A A2                                              | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1802736.36   | 0.09%             | 2055-06-05      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | USD CALL VERSUS EUR PUT                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DFE              | CORP              | US        |    1938000 | NC      | $65874.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AURIS LUXEMBOU 02/28/2029                                                                              | AURIS LUXEMBOU 02/28/2029                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     482687 | PA      | $479066.52    | 0.02%             | 2029-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Jupiter Securitization Co LLC                                                                          | Jupiter Securitization Co LLC 0% CP 01/04/2026              | CUSIP: 4820P3D18<br>LEI: 549300764HIS4GLK4733 | Long             | ABS-APCP         | CORP              | US        |    4000000 | PA      | $3999590.00   | 0.20%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2019-15 AI                                              | CUSIP: 3136B36L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    7140945 | PA      | $1628624.65   | 0.08%             | 2059-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2008-94 SI                                              | CUSIP: 31397MK71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     998107 | PA      | $57953.52     | 0.00%             | 2036-04-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2021-194 IK                                             | CUSIP: 38383DEW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   34041164 | PA      | $5849822.61   | 0.29%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHN 12/01/2031                                                                              | MINERALS TECHN 12/01/2031                                   | CUSIP: 60315GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     197500 | PA      | $198240.63    | 0.01%             | 2031-11-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                                   | VIKCRU 7 02/15/29 144a                                      | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     150000 | PA      | $150351.60    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN ATHENA ISSUER 2018-1                                                                            | SUNRN 2018-1 A                                              | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    1477151 | PA      | $1429347.29   | 0.07%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES                                                                 | WFMBS 2007-AR7 A1                                           | CUSIP: 94986KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50577 | PA      | $46099.34     | 0.00%             | 2037-12-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                                        | CMLTI 2006-AR9 2A                                           | CUSIP: 17310RAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23154 | PA      | $20578.09     | 0.00%             | 2036-11-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                               | LLOYDS V3.574 11/07/28                                      | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1877000 | PA      | $1851939.59   | 0.09%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                                        | BANK 2019-BN17 XA                                           | CUSIP: 065403BD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   47710688 | PA      | $1155450.28   | 0.06%             | 2052-04-17      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ1                                                           | GSMBS 2020-PJ1 B2                                           | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2082853 | PA      | $1846385.40   | 0.09%             | 2050-05-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                                             | ADNT 7.5 02/15/33 144A                                      | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     650000 | PA      | $657670.00    | 0.03%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fir 12/09/2032                                                                              | Pye-Barker Fir 12/09/2032                                   | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |      46800 | PA      | $46912.13     | 0.00%             | 2032-12-16      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                             | CZR 6 10/15/32 144A                                         | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2026703.40   | 0.10%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 287 IO                                                  | CUSIP: 31283BBQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     143586 | PA      | $1928.99      | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                        | FHMS K-1521 X1                                              | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2412358 | PA      | $170296.54    | 0.01%             | 2036-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   11120000 | NC      | $105970.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                        | FHR 5142 LI                                                 | CUSIP: 3137H2DY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    9303597 | PA      | $1511963.44   | 0.08%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US FINCO INC                                                                          | SCGALO 6.625 03/01/30 144A                                  | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $434881.81    | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alera Group In 05/28/2032                                                                              | Alera Group In 05/28/2032                                   | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |     268153 | PA      | $260611.14    | 0.01%             | 2032-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SPECTRIS PLC 09/30/2032                                                                                | SPECTRIS PLC 09/30/2032                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     135000 | PA      | $135337.50    | 0.01%             | 2032-12-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2019-5                                                                          | SEMT 2019-5 B3                                              | CUSIP: 81743ACD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1716402 | PA      | $1572937.17   | 0.08%             | 2049-12-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2020-2                                                                          | SEMT 2020-2 B3                                              | CUSIP: 81748KEG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1271148 | PA      | $1134731.03   | 0.06%             | 2050-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                                     | MSM 2006-9AR A2                                             | CUSIP: 61748JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     879460 | PA      | $182771.45    | 0.01%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2005-A4 B1                                            | CUSIP: 466247RX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     707253 | PA      | $699642.82    | 0.03%             | 2035-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $715138.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4967 IQ                                                 | CUSIP: 3137FTCK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   10002931 | PA      | $2101457.78   | 0.11%             | 2050-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                                   | ESA 2025-ESH E                                              | CUSIP: 30227TAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2008708.40   | 0.10%             | 2042-10-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Peterson Farms 11/15/2032                                                                              | Peterson Farms 11/15/2032                                   | CUSIP: 71706PAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     463838 | PA      | $466736.48    | 0.02%             | 2032-12-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredi 06/05/2032                                                                              | Dotdash Meredi 06/05/2032                                   | CUSIP: 25849KAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     370593 | PA      | $351445.51    | 0.02%             | 2032-06-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Owens Brockway Glass Container Inc.                                                                    | OI 6.625 05/13/27 144A                                      | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     175000 | PA      | $175474.95    | 0.01%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOODRX 06/27/2029                                                                                      | GOODRX 06/27/2029                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     271562 | PA      | $245220.94    | 0.01%             | 2029-07-10      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |   -6083000 | NC      | $-37752.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2007-22 SD                                              | CUSIP: 31396PU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2104548 | PA      | $176422.05    | 0.01%             | 2037-03-25      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -11358500 | NC      | $39061.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CITY CLO V                                                                                       | CCITY 2023-5A BR                                            | CUSIP: 22823AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4991365.00   | 0.25%             | 2037-04-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H062636<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -46700000 | PA      | $-48511765.73 | -2.43%            | 2056-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER, 09/30/2031                                                                               | DRAGON BUYER, 09/30/2031                                    | CUSIP: 26143FAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     543125 | PA      | $518684.38    | 0.03%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2020-94 MI                                              | CUSIP: 3136BDWY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   20331736 | PA      | $4727313.58   | 0.24%             | 2050-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2                                                           | GSMBS 2019-PJ2 B3                                           | CUSIP: 36257LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3399596 | PA      | $3140946.36   | 0.16%             | 2049-11-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |  -48664000 | NC      | $-119869.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rough Country 07/31/2028                                                                               | Rough Country 07/31/2028                                    | CUSIP: 74934KAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     393617 | PA      | $389927.06    | 0.02%             | 2028-07-28      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LL 07/02/2031                                                                              | DEALER TIRE LL 07/02/2031                                   | CUSIP: 24228HAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     436077 | PA      | $435531.76    | 0.02%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                   | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $7021060.64   | 0.35%             | 2056-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2006-AR14 1A4                                          | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     223771 | PA      | $203780.38    | 0.01%             | 2036-11-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust 2016-2                                                                        | ABMT 2016-2 B4                                              | CUSIP: 00842EAW1<br>LEI: 549300TSTBCBQ5EBD390 | Long             | ABS-O            | CORP              | US        |    1137085 | PA      | $869027.19    | 0.04%             | 2046-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| GSMS TRUST 2024-FAIR                                                                                   | GSMS 2024-FAIR A                                            | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5085574.00   | 0.25%             | 2029-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-Pj3                                                           | GSMBS 2020-PJ3 B4                                           | CUSIP: 36258WBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1602332 | PA      | $1304983.92   | 0.07%             | 2050-10-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| BONDS 2024-FL13 LLC                                                                                    | BDS 2024-FL13 A                                             | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2003978.50   | 0.10%             | 2039-09-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE 2022-INV1                                                            | MELLO 2022-INV1 B3                                          | CUSIP: 585490CB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2617749 | PA      | $2183727.11   | 0.11%             | 2052-03-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                                     | ATH 6.625 05/19/55                                          | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     953000 | PA      | $919075.82    | 0.05%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ1                                                           | GSMBS 2019-PJ1 B3                                           | CUSIP: 36257TAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1479646 | PA      | $1329019.92   | 0.07%             | 2049-08-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Cengage Learni 03/24/2031                                                                              | Cengage Learni 03/24/2031                                   | CUSIP: 15131YAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     474378 | PA      | $466010.41    | 0.02%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -119 | NC      | $536579.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DJ4206                                                   | CUSIP: 3618KQU79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1796789 | PA      | $1836257.12   | 0.09%             | 2065-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ply Gem Indust 04/01/2028                                                                              | Ply Gem Indust 04/01/2028                                   | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     362951 | PA      | $206277.17    | 0.01%             | 2028-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| CCUBS COMMERCIAL MORTGAGE TRUST 2017-C1                                                                | CCUBS 2017-C1 B                                             | CUSIP: 12508GAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1196664.88   | 0.06%             | 2050-11-17      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                       | NRG 6 02/01/33 144A                                         | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     785000 | PA      | $785702.58    | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-10                                                                         | SEMT 2025-10 A28                                            | CUSIP: 81750CBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1907519 | PA      | $1918487.19   | 0.10%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                                  | QUIKHO 6.375 03/01/32 144A                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2257825.43   | 0.11%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                                                | CACI 6.375 06/15/33 144A                                    | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     800000 | PA      | $814892.80    | 0.04%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 4.75 04/01/28 144A                                      | CUSIP: 053773BG1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3002483.51   | 0.15%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -115350000 | NC      | $111114.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2005-59 NS                                              | CUSIP: 31394ETQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     115366 | PA      | $1227.90      | 0.00%             | 2035-05-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-1                                                               | CHASE 2024-1 A9                                             | CUSIP: 16160DAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     526046 | PA      | $534102.53    | 0.03%             | 2055-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | SWOP CDS CDX.NA.HY.45.V2                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -22530000 | NC      | $-102894.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Orion US Finco 06/30/2032                                                                              | Orion US Finco 06/30/2032                                   | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     344091 | PA      | $341151.69    | 0.02%             | 2032-10-08      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST                                                               | CSAIL 2020-C19 B                                            | CUSIP: 12597NAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $1810470.20   | 0.09%             | 2053-03-17      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                          | FREMOR 9.125 05/15/31 144A                                  | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122130.00    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                                             | EMECLI 6.625 12/15/30 144A                                  | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     945000 | PA      | $962302.01    | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ1                                                           | GSMBS 2020-PJ1 A4                                           | CUSIP: 36258FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     324403 | PA      | $292027.05    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   48664000 | NC      | $110155.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bojangles Inc                                                                                          | BOJA 2024-1A A2                                             | CUSIP: 09748RAC2<br>LEI: 549300V7MGDZ6K056B43 | Long             | ABS-O            | CORP              | US        |     796000 | PA      | $801465.97    | 0.04%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                                                   | ETR 5.75 01/15/56                                           | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     850000 | PA      | $834046.89    | 0.04%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-CMI1                                                                | CMLTI 2024-CMI1 B2                                          | CUSIP: 17332DBZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1378980 | PA      | $1404886.69   | 0.07%             | 2054-06-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITIO 06/04/31                                                                                | LBM ACQUISITIO 06/04/31                                     | CUSIP: 50179JAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     333325 | PA      | $282730.93    | 0.01%             | 2031-06-06      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4708 KI                                                 | CUSIP: 3137FAHD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1124364 | PA      | $168008.81    | 0.01%             | 2046-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2018-93 SJ                                              | CUSIP: 38380XQS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    8503850 | PA      | $752216.55    | 0.04%             | 2048-07-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                                                                     | SBH 6.75 04/01/32                                           | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |     555000 | PA      | $568460.42    | 0.03%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WORLD WIDE TEC 03/01/2030                                                                              | WORLD WIDE TEC 03/01/2030                                   | CUSIP: 98164AAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     704675 | PA      | $703574.30    | 0.04%             | 2030-03-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC (THE)                                                                                | CGMS 2017-3A CR2                                            | CUSIP: 14314FBE7<br>LEI: 529900NGGVF94UK6PG95 | Long             | ABS-CBDO         | CORP              | US        |    4600000 | PA      | $4612852.40   | 0.23%             | 2037-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GSJP TRUST 2025-BEDS                                                                                   | GSJP 2025-BEDS A                                            | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1791433.80   | 0.09%             | 2042-12-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-3                                                                        | JPMMT 2018-3 B3                                             | CUSIP: 46649TBA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1828797 | PA      | $1679796.12   | 0.08%             | 2048-09-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5009 TS                                                 | CUSIP: 3137FWET3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   17034739 | PA      | $2176800.33   | 0.11%             | 2050-09-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2004-AR4 A6                                            | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79450 | PA      | $78004.76     | 0.00%             | 2034-06-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                                                                                   | CAPCOP 6.75 03/31/33 144A                                   | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    2505000 | PA      | $2490831.72   | 0.12%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                                                    | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5454.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                                              | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-37133.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MED COMMERCIAL MORTGAGE TRUST 2024-MOB                                                                 | MED 2024-MOB A                                              | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $993231.40    | 0.05%             | 2041-05-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER I 12/06/2027                                                                              | ARCHES BUYER I 12/06/2027                                   | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     597172 | PA      | $595595.80    | 0.03%             | 2027-12-06      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| WELD NORTH EDU 12/17/2029                                                                              | WELD NORTH EDU 12/17/2029                                   | CUSIP: 94935RAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     170987 | PA      | $159402.23    | 0.01%             | 2029-12-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-47 PI                                              | CUSIP: 3136BAZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    9486619 | PA      | $2009251.67   | 0.10%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2018-86 US                                              | CUSIP: 3136B3ST8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   16568788 | PA      | $1144590.96   | 0.06%             | 2048-12-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                                        | BANK 2019-BN22 XA                                           | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   56702305 | PA      | $1024094.67   | 0.05%             | 2062-11-17      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                                     | CIFR 7.125 11/15/30 144A                                    | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     635000 | PA      | $658672.17    | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                                     | NWL 6.375 09/15/27                                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $4223578.66   | 0.21%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRM7 TRUST 2025-PRM7                                                                                   | PRM7 2025-PRM7 D                                            | CUSIP: 74290HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1969548.00   | 0.10%             | 2042-11-13      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-4                                                               | CHASE 2024-4 B3                                             | CUSIP: 16159NBE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1766663 | PA      | $1760578.34   | 0.09%             | 2055-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2525 SM                                                 | CUSIP: 31392XUM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     110313 | PA      | $9803.58      | 0.00%             | 2032-02-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                   | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -6425000 | PA      | $-5890943.78  | -0.29%            | 2056-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2016-61 PI                                              | CUSIP: 3136ATQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     852277 | PA      | $129395.88    | 0.01%             | 2046-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                   | RY V4.522 10/18/28 GMTN                                     | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2602000 | PA      | $2605776.49   | 0.13%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Dessert Holdin 06/15/2028                                                                              | Dessert Holdin 06/15/2028                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     146625 | PA      | $146288.88    | 0.01%             | 2028-06-09      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                                                   | SHEARE 7.875 03/01/31 144A                                  | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $687752.78    | 0.03%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TreeHouse Foods, Inc.                                                                                  | THS 7.75 02/11/33 144A                                      | CUSIP: 456142AA6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     520000 | PA      | $525851.52    | 0.03%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                                             | PFGC 5.625 03/01/34 144A                                    | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     405000 | PA      | $391066.95    | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                                             | AXTA 3.375 02/15/29 144A                                    | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142034.46    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                           | RFM 2022-FRR1 CK60                                          | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1670002.60   | 0.08%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc.                                                                         | CONCEN 6.875 07/15/32 144A                                  | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2934548.19   | 0.15%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2016-ASHF                                                   | BAMLL 2025-ASHF A                                           | CUSIP: 05494CAA3<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1994469.20   | 0.10%             | 2042-02-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                                    | ALLY 6.7 02/14/33                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     510000 | PA      | $513945.05    | 0.03%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Icg Us Clo 2014-1 Ltd                                                                                  | ICG 2014-1A BR3                                             | CUSIP: 44928XBQ6<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |    2350000 | PA      | $2349929.50   | 0.12%             | 2034-10-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.                                                                     | DAIWA CAPITAL MARKETS AMERICA INC                           | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |    6666085 | PA      | $6666085.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mtg Tr 2018-6Rr                                                                               | FSMT 2018-6RR 1A7                                           | CUSIP: 33851FAG2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-O            | CORP              | US        |     158050 | PA      | $147358.27    | 0.01%             | 2048-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIO 06/20/2030                                                                              | HUB INTERNATIO 06/20/2030                                   | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     255473 | PA      | $255153.34    | 0.01%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| OHIO VALLEY MI 08/31/2031                                                                              | OHIO VALLEY MI 08/31/2031                                   | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     560640 | PA      | $561107.20    | 0.03%             | 2031-08-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOG 05/09/2031                                                                              | SS&C TECHNOLOG 05/09/2031                                   | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     433065 | PA      | $432214.65    | 0.02%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2007-18 BS                                              | CUSIP: 31396P5Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     212839 | PA      | $16287.51     | 0.00%             | 2035-06-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                       | NRG 5.25 06/15/29 144A                                      | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3046102.69   | 0.15%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                 | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        | -243320000 | NC      | $-535894.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                       | ALIANT 6.75 04/15/28 144A                                   | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3093542.25   | 0.15%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                                                  | Playtika Holding Corp                                       | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     188522 | PA      | $177351.98    | 0.01%             | 2028-03-13      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3018 SM                                                 | CUSIP: 31395X2X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      66358 | PA      | $6880.36      | 0.00%             | 2035-08-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Octagon Ltd                                                                                            | OCT75 2025-1A D1                                            | CUSIP: 67579EAJ8<br>LEI: 5493009LQ0GMI27K0355 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2949054.00   | 0.15%             | 2038-01-22      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC & Valor Co-Issuer Inc.                                                                  | VIRT 7.5 06/15/31 144A                                      | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |     515000 | PA      | $529521.97    | 0.03%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                                       | DTMINC 4.375 06/15/31 144A                                  | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $308561.46    | 0.02%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1                                                          | CAS 2020-SBT1 1M2                                           | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1700000 | PA      | $1738993.75   | 0.09%             | 2040-02-27      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                                        | BALTA 2006-6 31A1                                           | CUSIP: 073868AV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     334302 | PA      | $183201.91    | 0.01%             | 2036-11-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                                                 | GLP 8.25 01/15/32 144A                                      | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1945425.00   | 0.10%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Watlow Electric                                                                                        | Watlow Electric Term Loan B 400 2028-02-28                  | CUSIP: 94254PAC4<br>LEI: 54930089QP6NQUHLU558 | Long             | LON              | CORP              | US        |     278742 | PA      | $279032.91    | 0.01%             | 2028-03-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated                                | FOUR 6.75 08/15/32 144A                                     | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     540000 | PA      | $531651.62    | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCTAGON 64 LTD                                                                                         | OCT64 2022-1A CR                                            | CUSIP: 67579ABC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2481762.50   | 0.12%             | 2037-07-21      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Gates Global L 05/31/2031                                                                              | Gates Global L 05/31/2031                                   | CUSIP: 36740UAY8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     720920 | PA      | $721120.67    | 0.04%             | 2031-06-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                       | CFELEC 5.7 01/24/30 144A                                    | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1225000 | PA      | $1226837.50   | 0.06%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                                    | KNTK 5.875 06/15/30 144A                                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     525000 | PA      | $527238.60    | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 5 02/01/28 144A                                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $669866.90    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2004-AR7 A6                                            | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     399370 | PA      | $380787.52    | 0.02%             | 2034-07-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| ICON PARENT I 11/13/2031                                                                               | ICON PARENT I 11/13/2031                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     597004 | PA      | $573683.59    | 0.03%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Jazz Securities Designated Activity Co.                                                                | JAZZ 4.375 01/15/29 144A                                    | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     675000 | PA      | $658718.93    | 0.03%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COTIVITI (VERS 02/13/2032                                                                              | COTIVITI (VERS 02/13/2032                                   | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     213388 | PA      | $197116.70    | 0.01%             | 2032-03-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LL 11/08/2032                                                                              | MADISON IAQ LL 11/08/2032                                   | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     281680 | PA      | $282427.95    | 0.01%             | 2032-11-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2019-ATR2                                                            | CHASE 2019-ATR2 A3                                          | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      98482 | PA      | $90073.38     | 0.00%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2017-2                                                                         | FSMT 2017-2 A7                                              | CUSIP: 33850RAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     128669 | PA      | $116670.24    | 0.01%             | 2047-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-4 SL                                               | CUSIP: 38376T2W1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     340407 | PA      | $32139.55     | 0.00%             | 2040-01-16      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $21235.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | USD CALL VERSUS KRW PUT                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |  -22321000 | NC      | $-602702.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Embecta 03/30/29                                                                                       | Embecta 03/30/29                                            | CUSIP: 29081LAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     376838 | PA      | $377218.32    | 0.02%             | 2029-03-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                                                                               | Fertitta Entertainment LLC/NV                               | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     713772 | PA      | $700955.81    | 0.04%             | 2029-01-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 TRUST                                                                                    | OBX 2020-INV1 A21                                           | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     196997 | PA      | $177475.11    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-VAMF                                                                                     | BX 2022-VAMF F                                              | CUSIP: 05609TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1141538 | PA      | $1138446.70   | 0.06%             | 2039-01-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-SDMF                                                                                     | BX 2021-SDMF E                                              | CUSIP: 12434CAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1391964 | PA      | $1390532.28   | 0.07%             | 2034-09-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2023-PJ6                                                           | GSMBS 2023-PJ6 B2                                           | CUSIP: 36268FBS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2884368 | PA      | $2973563.98   | 0.15%             | 2054-04-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios Ii Issuer Llc                                                                           | SNVA 2018-1A A                                              | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     738727 | PA      | $714008.97    | 0.04%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                        | ACRISU 6 08/01/29 144A                                      | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     265000 | PA      | $249100.00    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc 03/05/2033                                                                                  | Kaseya Inc 03/05/2033                                       | CUSIP: 48578AAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $120250.05    | 0.01%             | 2033-03-05      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2006-11 FA                                              | CUSIP: 31394V7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     135604 | PA      | $134770.54    | 0.01%             | 2036-03-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 5214 IO                                                 | CUSIP: 3137H6S48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   17670761 | PA      | $2276907.64   | 0.11%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 4.5 08/15/30 144A                                      | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1103416.35   | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                                                      | CNK 7 08/01/32 144A                                         | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     560000 | PA      | $575907.92    | 0.03%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Light & Wonder International Inc.                                                                      | LNW 7.5 09/01/31 144A                                       | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     300000 | PA      | $308061.00    | 0.02%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                                           | GAP 3.625 10/01/29 144A                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     150000 | PA      | $140226.00    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL 07/21/2028                                                                               | CITY FOOTBALL 07/21/2028                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     293998 | PA      | $293630.62    | 0.01%             | 2030-07-21      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                   | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -13027000 | PA      | $-12832532.42 | -0.64%            | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-8                                                                        | JPMMT 2018-8 A3                                             | CUSIP: 46650MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     128308 | PA      | $119613.36    | 0.01%             | 2049-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo 2017-2                                                                         | BCC 2017-2A CR3                                             | CUSIP: 05683HBC8<br>LEI: 549300Y1FQZLCX1NO508 | Long             | ABS-CBDO         | CORP              | KY        |    1030000 | PA      | $1030604.61   | 0.05%             | 2037-07-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DH9316                                                   | CUSIP: 3618KJK50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     659131 | PA      | $673608.61    | 0.03%             | 2065-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-4                                                               | CHASE 2024-4 B2                                             | CUSIP: 16159NBB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2509707 | PA      | $2479348.54   | 0.12%             | 2055-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST 2022-MINI                                                               | SMRT 2022-MINI E                                            | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2990514.00   | 0.15%             | 2039-01-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                            | CRGYFN 7.625 04/01/32 144A                                  | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     540000 | PA      | $548304.66    | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                          | FREMOR 8.375 04/01/32 144A                                  | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492364.65    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Howden Group H 04/18/2030                                                                              | Howden Group H 04/18/2030                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     343750 | PA      | $335967.84    | 0.02%             | 2030-04-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Csmc 2019-Afc1 Trust                                                                                   | CSMC 2019-AFC1 A3                                           | CUSIP: 12596XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     860865 | PA      | $832386.41    | 0.04%             | 2049-07-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ1                                                           | GSMBS 2020-PJ1 B3                                           | CUSIP: 36258FAT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3288026 | PA      | $2905078.33   | 0.15%             | 2050-05-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTER 11/30/2030                                                                               | FLUTTER ENTER 11/30/2030                                    | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     590775 | PA      | $585605.78    | 0.03%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                                                 | GSMS 2019-GC40 XA                                           | CUSIP: 36257HBR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30081303 | PA      | $851899.51    | 0.04%             | 2052-07-12      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDI 04/14/2031                                                                              | QUIKRETE HOLDI 04/14/2031                                   | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      83308 | PA      | $83250.13     | 0.00%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                             | VMED 7.75 04/15/32 144A                                     | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1890000 | PA      | $1814014.29   | 0.09%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA C 01/30/2031                                                                              | CROWN SUBSEA C 01/30/2031                                   | CUSIP: 22860EAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     292050 | PA      | $293145.19    | 0.01%             | 2031-01-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4                                                                  | BX 2024-XL4 C                                               | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1198775 | PA      | $1203220.96   | 0.06%             | 2039-02-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ3                                                           | GSMBS 2021-PJ3 B3                                           | CUSIP: 36262AAT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1523318 | PA      | $1225263.45   | 0.06%             | 2051-08-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Sebia 11/20/2032                                                                                       | Sebia 11/20/2032                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     455000 | PA      | $456350.90    | 0.02%             | 2032-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                                                               | INVESCO EXCHANGE TRADED FUND TRUST II SR LN ETF             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |     -44000 | NC      | $-3800.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise (UPC) 02/29/2032                                                                               | Sunrise (UPC) 02/29/2032                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     375000 | PA      | $373265.63    | 0.02%             | 2032-02-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2015-69 IL                                              | CUSIP: 38379PUQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1627974 | PA      | $7532.15      | 0.00%             | 2034-07-20      | Floating      | 0.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 427 C38                                                 | CUSIP: 31423XNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24807988 | PA      | $4671581.13   | 0.23%             | 2049-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC31                                                          | CGCMT 2015-GC31 A4                                          | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     164919 | PA      | $161900.94    | 0.01%             | 2048-06-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4097 IC                                                 | CUSIP: 3137ATL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     374774 | PA      | $4708.66      | 0.00%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                                                                        | GNR 2019-89 SC                                              | CUSIP: 38381WX94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    8372308 | PA      | $978006.52    | 0.05%             | 2049-07-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                                           | FREMOR 12.25 10/01/30 144A                                  | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     290000 | PA      | $313117.93    | 0.02%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| MAGNETITE XLVII LTD                                                                                    | MAGNE 2024-47A C                                            | CUSIP: 559916AG6<br>LEI: 529900SMT5EN0CN67W73 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4003256.00   | 0.20%             | 2038-01-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.75 01/31/34 144a                                      | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     525000 | PA      | $532273.88    | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V2.087 06/14/29 MTN                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1266000 | PA      | $1204706.60   | 0.06%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $388552.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                                    | HNDLIN 4.75 01/30/30 144A                                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     170000 | PA      | $160756.25    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cim Trust 2019-Inv2                                                                                    | CIM 2019-INV2 A3                                            | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     107587 | PA      | $102092.24    | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2981 SU                                                 | CUSIP: 31395UA27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      44245 | PA      | $2529.00      | 0.00%             | 2030-05-15      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |   -6083000 | NC      | $19020.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. The                                                                         | GT 6.625 07/15/30                                           | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     440000 | PA      | $430627.78    | 0.02%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 6 02/01/31 144A                                      | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     135000 | PA      | $131304.62    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURAN 05/06/2031                                                                              | TRUIST INSURAN 05/06/2031                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     235081 | PA      | $232083.37    | 0.01%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2011-101 EI                                             | CUSIP: 38377W4M3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      73145 | PA      | $13089.86     | 0.00%             | 2039-10-16      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                       | CYH 5.25 05/15/30 144A                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     675000 | PA      | $636607.58    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE SECURITIES CORP                                                             | WMALT 2005-10 2A3                                           | CUSIP: 93934FGB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     336084 | PA      | $305154.66    | 0.02%             | 2035-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                              | BCP V6.45 07/30/35 144A                                     | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    1950000 | PA      | $1969500.00   | 0.10%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | TRS IBOXXLLTR INDEX                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-132000.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                                                               | VSNT 7.25 01/30/31 144A                                     | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     550000 | PA      | $563321.55    | 0.03%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| First Eagle In 03/31/2032                                                                              | First Eagle In 03/31/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     115209 | PA      | $113768.56    | 0.01%             | 2032-08-16      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                           | ENTG 3.625 05/01/29 144A                                    | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     235000 | PA      | $223569.86    | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOL 03/11/2030                                                                              | ZAYO GROUP HOL 03/11/2030                                   | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     320496 | PA      | $315087.85    | 0.02%             | 2030-03-11      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                                  | WEC 2.2 12/15/28                                            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1181721.72   | 0.06%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SAZERAC CO INC                                                                                         | SAZERAC CO INC                                              | CUSIP: 80583EAP1<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |     267018 | PA      | $267166.56    | 0.01%             | 2032-07-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                                   | NOVHOL 6.625 04/15/29 144A                                  | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3022350.99   | 0.15%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                                 | COLOM 6.125 01/21/31                                        | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1675000 | PA      | $1651968.75   | 0.08%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goodnight Wate 05/22/2029                                                                              | Goodnight Wate 05/22/2029                                   | CUSIP: 38238YAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     656393 | PA      | $657624.07    | 0.03%             | 2029-06-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CONSILIO, INC. 05/17/2028                                                                              | CONSILIO, INC. 05/17/2028                                   | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     359916 | PA      | $282534.33    | 0.01%             | 2028-05-12      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| LCSS FINANCING LLC 2018-A                                                                              | LCSS 2018-A A                                               | CUSIP: 50200XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     693568 | PA      | $610932.89    | 0.03%             | 2062-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 224 IO                                                  | CUSIP: 31282YDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     392308 | PA      | $54484.51     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-326327.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                                                           | CAS 2023-R05 1B1                                            | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1500000 | PA      | $1589975.40   | 0.08%             | 2043-06-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                         | CWALT 2005-53T2 2A6                                         | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14773 | PA      | $7270.76      | 0.00%             | 2035-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-A                                                                | SMB 2017-A B                                                | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |     641003 | PA      | $637063.30    | 0.03%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-8                                                                        | JPMMT 2018-8 B2                                             | CUSIP: 46650MBG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3211607 | PA      | $2960765.21   | 0.15%             | 2049-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-INV3                                                                                    | CIM 2019-INV3 A15                                           | CUSIP: 12557LAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     119708 | PA      | $108960.20    | 0.01%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                       | CWALT 2006-18CB A10                                         | CUSIP: 02147FAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     435763 | PA      | $157497.62    | 0.01%             | 2036-07-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | EUR CALL VERSUS ZAR PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |    -800000 | NC      | $-236459.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                            | ECL 4.3 06/15/28                                            | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1704000 | PA      | $1708488.05   | 0.09%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sunrun Jupiter Issuer 2022-1 LLC                                                                       | SUNRN 2022-1A A                                             | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5201048 | PA      | $4994504.53   | 0.25%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Surgery Center 12/19/2030                                                                              | Surgery Center 12/19/2030                                   | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     797452 | PA      | $798380.95    | 0.04%             | 2030-12-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 5.375 06/01/29 144A                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3034633.55   | 0.15%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-6                                                                        | JPMMT 2017-6 B3                                             | CUSIP: 46649HBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     454345 | PA      | $416034.29    | 0.02%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2016-81 SA                                              | CUSIP: 3136AT5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   16044233 | PA      | $1025076.50   | 0.05%             | 2046-11-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                        | PR 8 04/15/27 144A                                          | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     215000 | PA      | $215303.73    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman C (E) 17-24A                                                                          | NEUB 2017-24A CR2                                           | CUSIP: 64130HAY7<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |    2625000 | PA      | $2628556.88   | 0.13%             | 2038-10-19      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3624 TS                                                 | CUSIP: 31398W4E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     109411 | PA      | $3831.81      | 0.00%             | 2040-01-15      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                            | GSAA 2006-3 A3                                              | CUSIP: 362334BS2<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |     259987 | PA      | $122840.91    | 0.01%             | 2036-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                                | VENLNG 8.375 06/01/31 144A                                  | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     730000 | PA      | $759561.60    | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2018-6                                                                          | SEMT 2018-6 B1                                              | CUSIP: 81747JCC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     957917 | PA      | $920921.69    | 0.05%             | 2048-07-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                          | STWD 6.5 07/01/30 144A                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     315000 | PA      | $321876.14    | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-4 IP                                               | CUSIP: 38376T5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     182800 | PA      | $3721.60      | 0.00%             | 2039-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                                   | ALPGEN 6.75 10/15/32 144A                                   | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     510000 | PA      | $517834.97    | 0.03%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wand Newco 3 Inc                                                                                       | CALCOL 7.625 01/30/32 144A                                  | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     550000 | PA      | $562667.58    | 0.03%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                   | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $7721920.32   | 0.39%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Insuran 03/07/2032                                                                              | Truist Insuran 03/07/2032                                   | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      78947 | PA      | $78388.19     | 0.00%             | 2032-05-06      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 6 04/15/30 144A                                      | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     240000 | PA      | $233760.91    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2021-28 GI                                              | CUSIP: 3136BHJW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   15329181 | PA      | $3112993.33   | 0.16%             | 2051-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                                    | ADI 4.25 06/15/28                                           | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    1911000 | PA      | $1914319.77   | 0.10%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                            | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1179.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX 2024-PALM MORTGAGE TRUST                                                                            | BX 2024-PALM A                                              | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4326923 | PA      | $4329171.35   | 0.22%             | 2037-06-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-7                                                                        | JPMMT 2019-7 B3A                                            | CUSIP: 46651GBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     816814 | PA      | $726704.31    | 0.04%             | 2050-02-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY M 04/02/2029                                                                              | SMYRNA READY M 04/02/2029                                   | CUSIP: 83283EAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     587884 | PA      | $587883.58    | 0.03%             | 2029-04-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                          | SMYREA 8.875 11/15/31 144A                                  | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     860000 | PA      | $887498.50    | 0.04%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2024-ATRM                                                                 | AHPT 2024-ATRM B                                            | CUSIP: 04963XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3453559.18   | 0.17%             | 2029-11-10      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Swch Commercial Mortgage Trust 2025-Data                                                               | SWCH 2025-DATA B                                            | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2469585.50   | 0.12%             | 2042-02-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ENVESTNET INC 09/19/2031                                                                               | ENVESTNET INC 09/19/2031                                    | CUSIP: 05624AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     428227 | PA      | $416004.30    | 0.02%             | 2031-11-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FHR 5081 CI                                                 | CUSIP: 3137FFUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   19318194 | PA      | $2155360.85   | 0.11%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                                                             | MHED 5.75 08/01/28 144A                                     | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3042769.02   | 0.15%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR 04/30/2030                                                                                 | TK ELEVATOR 04/30/2030                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     734387 | PA      | $736681.59    | 0.04%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                               | CC 7.875 03/15/34 144A                                      | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2341636.36   | 0.12%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2018-CH1                                                                        | SEMT 2018-CH1 B2B                                           | CUSIP: 81747DCE7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-O            | CORP              | US        |     430397 | PA      | $411734.47    | 0.02%             | 2048-03-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE8 ISSUER LLC                                                                          | LNCR 2025-CRE8 A                                            | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2000133.60   | 0.10%             | 2042-08-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust 2019-A                                                                              | AQFIT 2019-A A                                              | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     139422 | PA      | $135844.74    | 0.01%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Citco Group 04/27/2028                                                                                 | Citco Group 04/27/2028                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     369075 | PA      | $367979.22    | 0.02%             | 2033-01-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-MFP                                          | JPMCC 2019-MFP E                                            | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3002793 | PA      | $2116969.11   | 0.11%             | 2036-07-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc.                                                                                | AAP 7 08/01/30 144A                                         | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     420000 | PA      | $425758.97    | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                               | GNR 2016-8 PI                                               | CUSIP: 38379TND7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     207583 | PA      | $19732.86     | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                                              | CURRENCY CONTRACT - TRY                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $63433.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 6.5 03/15/33                                            | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     645000 | PA      | $617162.43    | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                                                                        | GNR 2019-86 GI                                              | CUSIP: 38381WE20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      56723 | PA      | $10737.44     | 0.00%             | 2049-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                                    | SIRI 5 08/01/27 144A                                        | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     832000 | PA      | $831341.97    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                                  | EGBLFN 12 11/30/28 144A                                     | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     420000 | PA      | $449596.14    | 0.02%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2981 CS                                                 | CUSIP: 31395U5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      98302 | PA      | $5305.19      | 0.00%             | 2035-05-15      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Banc Of America Funding 2006-I Trust                                                                   | BAFC 2007-C 7A1                                             | CUSIP: 059522AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1001441 | PA      | $943294.08    | 0.05%             | 2047-05-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Alter Domus 10/30/2031                                                                                 | Alter Domus 10/30/2031                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     337778 | PA      | $337707.66    | 0.02%             | 2031-10-30      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                                           | FOCS 6.75 09/15/31 144A                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2877909.16   | 0.14%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.375 03/01/29 144A                                     | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3136232.44   | 0.16%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2024-III LTD                                                                              | CIFC 2024-3A C                                              | CUSIP: 12575WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2600000 | PA      | $2606533.80   | 0.13%             | 2037-07-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3600000 | PA      | $3478369.18   | 0.17%             | 2056-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HTAP ISSUER TRUST 2025-1                                                                               | HTAP 2025-1 A                                               | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2695774 | PA      | $2687136.45   | 0.13%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Milano Acquisi 08/13/2027                                                                              | Milano Acquisi 08/13/2027                                   | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     390228 | PA      | $379155.74    | 0.02%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                                                   | TRFIG 2024-1A A2                                            | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    6800000 | PA      | $6816966.00   | 0.34%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                                                         | Bain Capital Credit CLO 2024-1 Ltd                          | CUSIP: 056920AW1<br>LEI: 254900I37RDDKARGQN22 | Long             | ABS-CBDO         | CORP              | KY        |    3600000 | PA      | $3596547.60   | 0.18%             | 2039-04-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -11358500 | NC      | $-28349.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                                    | NAVI 5 03/15/27                                             | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $3238089.92   | 0.16%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTIS 10/01/2031                                                                              | CREATIVE ARTIS 10/01/2031                                   | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     587348 | PA      | $587302.63    | 0.03%             | 2031-10-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 429 144                                                 | CUSIP: 31423YRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     212517 | PA      | $41306.39     | 0.00%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                              | ALSN 5.875 06/01/29 144A                                    | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     420000 | PA      | $423194.10    | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                                             | ADNT 8.25 04/15/31 144A                                     | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     205000 | PA      | $212771.35    | 0.01%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-8                                                                        | JPMMT 2019-8 B3A                                            | CUSIP: 46591KBU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     820732 | PA      | $733461.22    | 0.04%             | 2050-03-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                   | CLF 7.625 01/15/34 144A                                     | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     725000 | PA      | $708990.29    | 0.04%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS STRUCTURED PRODUCTS INC                                                                   | BSSP 2007-R6 1A1                                            | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      61387 | PA      | $43929.78     | 0.00%             | 2036-01-26      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-67348.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                                 | FTAI 5.875 04/15/33 144A                                    | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1069000 | PA      | $1047190.80   | 0.05%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds                                                           | Morgan Stanley Institutional Liquidity Funds GOVT PTF INSTL | CUSIP: 61747C707<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |    1257000 | NS      | $1257000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                                  | PRIME 2007-1 A4                                             | CUSIP: 74162FAD7<br>LEI: 549300FSD8T39P5Q0O47 | Long             | ABS-O            | CORP              | US        |      10634 | PA      | $9459.10      | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Embecta Corp.                                                                                          | EMBC 5 02/15/30 144A                                        | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     655000 | PA      | $606557.08    | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FOCUS FINANCIA 09/15/2031                                                                              | FOCUS FINANCIA 09/15/2031                                   | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    1008877 | PA      | $977192.35    | 0.05%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   -6083000 | NC      | $15934.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Quattro 03/02/2030                                                                               | INEOS Quattro 03/02/2030                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     486250 | PA      | $353341.83    | 0.02%             | 2030-03-14      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDIN 8/1/2030                                                                                | WINDSOR HOLDIN 8/1/2030                                     | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     243982 | PA      | $241440.17    | 0.01%             | 2030-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                          | BDX 4.693 02/13/28                                          | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1975239.56   | 0.10%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                                           | Equifax Inc. 0% CP 01/05/2026                               | CUSIP: 29442LE12<br>LEI: 5493004MCF8JDC86VS77 | Long             | STIV             | CORP              | US        |   17000000 | PA      | $16940263.70  | 0.85%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                       | ALIANT 7.375 10/01/32 144A                                  | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     540000 | PA      | $535518.65    | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                                                 | ENR 6 09/15/33 144A                                         | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     475000 | PA      | $445447.02    | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Commercial Metals Company                                                                              | CMC 5.75 11/15/33 144A                                      | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     325000 | PA      | $321886.99    | 0.02%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORGENT POWER 12/15/2032                                                                               | FORGENT POWER 12/15/2032                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     235000 | PA      | $236175.00    | 0.01%             | 2032-12-20      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-21 KI                                              | CUSIP: 3136ACQS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     499116 | PA      | $6743.50      | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HANGER, INC. 10/15/2031                                                                                | HANGER, INC. 10/15/2031                                     | CUSIP: 41043BAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      40344 | PA      | $40495.75     | 0.00%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIA 12/21/2028                                                                              | ABG INTERMEDIA 12/21/2028                                   | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     647065 | PA      | $646795.32    | 0.03%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                                   | NOVHOL 6.75 04/15/32 144A                                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     900000 | PA      | $852600.25    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5083 IP                                                 | CUSIP: 3137FFQD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   33078199 | PA      | $6947781.36   | 0.35%             | 2048-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-HY3 TRUST                       | WAMU 2007-HY3 1A1                                           | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     288091 | PA      | $244155.02    | 0.01%             | 2037-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-CCM1                                                                     | JPMMT 2024-CCM1 B3                                          | CUSIP: 46658NBF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1408414 | PA      | $1394472.16   | 0.07%             | 2055-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Transdigm, Inc 08/14/2032                                                                              | Transdigm, Inc 08/14/2032                                   | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     363175 | PA      | $363457.55    | 0.02%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                                             | DKL 8.625 03/15/29 144A                                     | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2691673.01   | 0.13%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Tripadvisor, I 07/01/2031                                                                              | Tripadvisor, I 07/01/2031                                   | CUSIP: 89677NAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     508610 | PA      | $481272.45    | 0.02%             | 2031-07-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2577 SA                                                 | CUSIP: 31393LE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      56988 | PA      | $4830.09      | 0.00%             | 2033-02-15      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co Ltd.                                                                             | PTTGC V7.125 PERP 144a                                      | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    1025000 | PA      | $997299.38    | 0.05%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3523 SA                                                 | CUSIP: 31398CGH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     260781 | PA      | $17914.31     | 0.00%             | 2036-09-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV2 TRUST                                                                                   | GCAT 2025-INV2 B3                                           | CUSIP: 36173QCF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1984225 | PA      | $2092499.34   | 0.10%             | 2055-05-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2012-39 PI                                              | CUSIP: 38378DPH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     740728 | PA      | $65518.64     | 0.00%             | 2042-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                                  | TRS FVA USDMXN                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8358.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   -6083000 | NC      | $-40859.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                                           | Equifax Inc. 0% CP 07/04/2026                               | CUSIP: 29442LD70<br>LEI: 5493004MCF8JDC86VS77 | Long             | STIV             | CORP              | US        |    1615000 | PA      | $1613753.38   | 0.08%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Guaran 02/21/2031                                                                              | Phoenix Guaran 02/21/2031                                   | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     588045 | PA      | $588810.63    | 0.03%             | 2031-02-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Plastipak Hold 09/11/2032                                                                              | Plastipak Hold 09/11/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     293525 | PA      | $290681.33    | 0.01%             | 2032-09-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 429 142                                                 | CUSIP: 31423YRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     945072 | PA      | $192136.71    | 0.01%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ 07/31/2021                                                                                 | Madison IAQ 07/31/2021                                      | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     289326 | PA      | $289607.70    | 0.01%             | 2028-06-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                           | THC 6.125 06/15/30                                          | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     685000 | PA      | $690310.12    | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR GROUP 01/28/2032                                                                              | ENDEAVOR GROUP 01/28/2032                                   | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     282862 | PA      | $282579.64    | 0.01%             | 2032-03-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -115350000 | NC      | $-242838.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS 2017-1 LLC                                                                          | MSAIC 2018-1A A                                             | CUSIP: 61946FAA3<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     316904 | PA      | $298993.21    | 0.01%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2026-ESH2                                                                  | ESA 2026-ESH2 D                                             | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1981358 | PA      | $1990239.73   | 0.10%             | 2043-02-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Cushman & Amp 08/21/2025                                                                               | Cushman & Amp 08/21/2025                                    | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     427988 | PA      | $430929.91    | 0.02%             | 2030-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -46700000 | PA      | $-48539378.97 | -2.43%            | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2006-AR12 1A1                                          | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8607 | PA      | $8114.22      | 0.00%             | 2036-10-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| White Cap 10/19/2029                                                                                   | White Cap 10/19/2029                                        | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     746155 | PA      | $718827.21    | 0.04%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                                            | Eaton Corp. 0% CP 02/04/2026                                | CUSIP: 27805BD28<br>LEI: 0NZWDMRCE180888QQE14 | Long             | STIV             | CORP              | US        |    6100000 | PA      | $6098659.22   | 0.30%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE LOAN TRUST                                                                          | ABMT 2016-1 B4                                              | CUSIP: 00842TAV0<br>LEI: 549300SCHQRABPDKYY47 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $769150.70    | 0.04%             | 2045-12-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                             | AMT 5.25 07/15/28                                           | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     330000 | PA      | $335780.63    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Golden State F 12/04/2031                                                                              | Golden State F 12/04/2031                                   | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     153014 | PA      | $153300.83    | 0.01%             | 2031-12-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-67 AI                                              | CUSIP: 3136AFET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     330241 | PA      | $4892.98      | 0.00%             | 2028-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Resonetics LLC 06/18/2031                                                                              | Resonetics LLC 06/18/2031                                   | CUSIP: 000000000<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |     533656 | PA      | $531612.95    | 0.03%             | 2031-06-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming                                                                                      | Genesee & Wyoming                                           | CUSIP: 37156QAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     799339 | PA      | $796341.84    | 0.04%             | 2031-04-10      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3740 FB                                                 | CUSIP: 3137GAPR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     231282 | PA      | $229468.34    | 0.01%             | 2040-10-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2016-ASHF                                                   | BAMLL 2025-ASHF B                                           | CUSIP: 05494CAC9<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $998693.00    | 0.05%             | 2042-02-18      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC                                                                                 | BRSL 5.25 01/15/29 144A                                     | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     610000 | PA      | $605442.63    | 0.03%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Froneri Ltd. 09/30/2031                                                                                | Froneri Ltd. 09/30/2031                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     311040 | PA      | $305616.21    | 0.02%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Concentra Heal 07/28/2031                                                                              | Concentra Heal 07/28/2031                                   | CUSIP: 20602RAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     172817 | PA      | $173627.03    | 0.01%             | 2031-07-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                 | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -18600000 | NC      | $-279578.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES INC 2006-3                                                                | CMSI 2006-3 1A4                                             | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320028 | PA      | $292999.93    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DH7165                                                   | CUSIP: 3618KF6A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4004813 | PA      | $4268620.21   | 0.21%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| YAK ACCESS SERIE A COMMON                                                                              | YAK ACCESS SERIE A COMMON                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5366 | NS      | $53.66        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DARKTRACE PLC 07/02/2031                                                                               | DARKTRACE PLC 07/02/2031                                    | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     459228 | PA      | $440715.44    | 0.02%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| BRSP 2026-FL3 Ltd / BRSP 2026-FL3 LLC                                                                  | BRSP 2026-FL3 AS                                            | CUSIP: 116686AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2650000 | PA      | $2654708.52   | 0.13%             | 2043-08-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                               | AJAXM 2019-F A2                                             | CUSIP: 00969PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4734000 | PA      | $4568881.39   | 0.23%             | 2059-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2021-1 TRUST                                                    | WFMBS 2021-1 B3                                             | CUSIP: 95003ABJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1749668 | PA      | $1329938.06   | 0.07%             | 2050-12-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2022-FRR3                                                                           | GAM 2022-FRR3 BK71                                          | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4690000 | PA      | $4371594.96   | 0.22%             | 2050-11-29      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                       | NRG 6.25 11/01/34 144A                                      | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     650000 | PA      | $655711.67    | 0.03%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Indymac Indx Mortgage Loan Trust 2004-Ar14                                                             | INDX 2006-AR2 1A1B                                          | CUSIP: 45661EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44093 | PA      | $41415.75     | 0.00%             | 2046-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5000000 | PA      | $4684443.50   | 0.23%             | 2056-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1Inv                                                                      | FSMT 2020-1INV B3                                           | CUSIP: 33851YBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2590129 | PA      | $2365291.98   | 0.12%             | 2050-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| USALCO, LLC 09/30/2031                                                                                 | USALCO, LLC 09/30/2031                                      | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     399181 | PA      | $398681.90    | 0.02%             | 2031-09-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| THE ENERGY AND 10/31/2029                                                                              | THE ENERGY AND 10/31/2029                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     490780 | PA      | $494460.56    | 0.02%             | 2030-04-01      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Altera Corpora 06/18/2032                                                                              | Altera Corpora 06/18/2032                                   | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     560000 | PA      | $561166.48    | 0.03%             | 2032-09-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Aspen Dental M 12/23/2027                                                                              | Aspen Dental M 12/23/2027                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12449 | PA      | $11709.92     | 0.00%             | 2027-12-23      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                                       | SMB 2014-A C                                                | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3622361.20   | 0.18%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2023-1 LTD                                                                              | INVCO 2023-1A CR2                                           | CUSIP: 46146GBC5<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |    5750000 | PA      | $5701314.75   | 0.29%             | 2037-04-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| VEEAM SOFTWARE 04/12/2031                                                                              | VEEAM SOFTWARE 04/12/2031                                   | CUSIP: 91834WAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     471469 | PA      | $462039.34    | 0.02%             | 2031-04-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CSMC Trust 2013-7                                                                                      | CSMC 2013-7 A11                                             | CUSIP: 12647PAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     319552 | PA      | $298200.03    | 0.01%             | 2043-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MORTGAGE TRUST                                                                      | BMARK 2019-B10 XB                                           | CUSIP: 08162VAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42285000 | PA      | $1029656.66   | 0.05%             | 2062-03-17      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MEN 11/08/2030                                                                              | FINANCIERE MEN 11/08/2030                                   | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |     147014 | PA      | $148269.84    | 0.01%             | 2030-11-08      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DG1264                                                   | CUSIP: 3618JWMM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1705394 | PA      | $1807440.44   | 0.09%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                                                                     | AES 4.375 05/31/30 144A                                     | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1236900 | PA      | $1152171.94   | 0.06%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Swch Commercial Mortgage Trust 2025-Data                                                               | SWCH 2025-DATA C                                            | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2466230.75   | 0.12%             | 2042-02-18      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                       | PARA 6.875 04/30/36                                         | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     675000 | PA      | $592458.81    | 0.03%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT TECH LTD                                                                                    | TRAVELPORT TECH LTD                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        113 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-2 NI                                               | CUSIP: 3136AB3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     778210 | PA      | $97345.39     | 0.00%             | 2043-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3582 MS                                                 | CUSIP: 31398KBR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     267275 | PA      | $21806.44     | 0.00%             | 2039-10-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| JEFFERIES LLC                                                                                          | JEFFERIES LLC                                               | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Long             | RA               | CORP              | US        |    1367535 | PA      | $1367535.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrado Safety                                                                                         | Intrado Safety                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     367429 | PA      | $354569.04    | 0.02%             | 2030-01-31      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                                   | BMP 2024-MF23 C                                             | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4100000 | PA      | $4104250.47   | 0.21%             | 2041-06-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                                                       | SUN 4.5 05/15/29                                            | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3000607.45   | 0.15%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Co LLC                                                                               | VST 5.625 02/15/27 144A                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     235000 | PA      | $235105.56    | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4924 SY                                                 | CUSIP: 3137FPGH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   14919580 | PA      | $1962028.41   | 0.10%             | 2049-10-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8000000 | PA      | $7698501.12   | 0.38%             | 2056-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -243320000 | NC      | $64255.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2026-CART                                                                                     | BX 2026-CART A                                              | CUSIP: 12433MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2382943.20   | 0.12%             | 2036-02-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| First Eagle In 03/31/2032                                                                              | First Eagle In 03/31/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     674791 | PA      | $675044.38    | 0.03%             | 2032-08-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                          | SMYREA 6 11/01/28 144A                                      | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3053731.15   | 0.15%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-3                                                                        | JPMMT 2017-3 B1                                             | CUSIP: 46647SCQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1040073 | PA      | $964826.36    | 0.05%             | 2047-08-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                                           | CAS 2024-R04 1B1                                            | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    2500000 | PA      | $2529604.00   | 0.13%             | 2044-05-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                              | TIBX 6.625 08/15/33 144A                                    | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     525000 | PA      | $467239.34    | 0.02%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| RHP HOTEL PROP 05/18/2030                                                                              | RHP HOTEL PROP 05/18/2030                                   | CUSIP: 74958NAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     121431 | PA      | $121304.77    | 0.01%             | 2030-05-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.                                                                           | NATIONAL BANK FINANCIAL INC                                 | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |    1673431 | PA      | $1673431.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $356692.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| APi Group DE Inc                                                                                       | APG 4.125 07/15/29 144A                                     | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     255000 | PA      | $243043.38    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTAINMENT INC                                                                     | PRKS 5.25 08/15/29 144A                                     | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2699963.24   | 0.14%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc                   | PK 7 02/01/30 144A                                          | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     905000 | PA      | $916673.60    | 0.05%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AmWINS Grou 01/30/32                                                                                   | AmWINS Grou 01/30/32                                        | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     466250 | PA      | $463457.16    | 0.02%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -7704000 | PA      | $-7443710.04  | -0.37%            | 2056-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS ZAR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-36079.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                           | THC 4.25 06/01/29                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     185000 | PA      | $179501.09    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2004-66 SE                                              | CUSIP: 31394AK21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      35838 | PA      | $1920.57      | 0.00%             | 2034-09-25      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4290 EI                                                 | CUSIP: 3137B7DQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1157279 | PA      | $204695.32    | 0.01%             | 2043-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 237 S23                                                 | CUSIP: 31282YE62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     226631 | PA      | $24385.03     | 0.00%             | 2036-05-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| CPI CG Inc.                                                                                            | CPICAR 10 07/15/29 144A                                     | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |     469000 | PA      | $495360.15    | 0.02%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freeport LNG I 01/29/2033                                                                              | Freeport LNG I 01/29/2033                                   | CUSIP: 35670CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     665000 | PA      | $665000.00    | 0.03%             | 2033-02-11      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -115350000 | NC      | $-222330.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2024-25 LTD                                                                                | OAKCL 2024-25A C                                            | CUSIP: 67402PAE7<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |    2150000 | PA      | $2153678.65   | 0.11%             | 2037-04-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Gategroup Fina 06/10/2032                                                                              | Gategroup Fina 06/10/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     274450 | PA      | $274724.45    | 0.01%             | 2032-06-10      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8000000 | PA      | $7496199.68   | 0.37%             | 2056-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS AUD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $22422.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-41 BI                                              | CUSIP: 3136ADU23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     252155 | PA      | $4901.25      | 0.00%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highline After 02/12/2030                                                                              | Highline After 02/12/2030                                   | CUSIP: 43110HAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     187625 | PA      | $187155.94    | 0.01%             | 2030-02-13      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Bausch Plus Lomb Corp.                                                                                 | BLCOCN 8.375 10/01/28 144A                                  | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     440000 | PA      | $454850.00    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                                       | GMABDC 6.25 12/15/32 144A                                   | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     400000 | PA      | $410382.80    | 0.02%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                                                      | CNK 5.25 07/15/28 144A                                      | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3050894.15   | 0.15%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                   | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14267000 | PA      | $14072412.67  | 0.70%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                         | CWALT 2005-J2 1A12                                          | CUSIP: 12667F6H3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     133825 | PA      | $104790.03    | 0.01%             | 2035-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GREEN INFRASTR 09/18/2032                                                                              | GREEN INFRASTR 09/18/2032                                   | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |     325000 | PA      | $325000.00    | 0.02%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                                | VENLNG 7 01/15/30 144A                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     655000 | PA      | $669120.49    | 0.03%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA2                                                                | STACR 2024-HQA2 M2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-O            | USGSE             | US        |    4000000 | PA      | $4012576.00   | 0.20%             | 2044-08-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2011-25 AS                                              | CUSIP: 38377QTG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    2250968 | PA      | $150371.10    | 0.01%             | 2041-02-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.5 03/15/29                                              | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1116300 | PA      | $1106488.77   | 0.06%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                                  | DTV 5.875 08/15/27 144A                                     | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3346000 | PA      | $3344531.78   | 0.17%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4116 IL                                                 | CUSIP: 3137AVLT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     410281 | PA      | $32220.14     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Garda World Se 02/01/2029                                                                              | Garda World Se 02/01/2029                                   | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    1009557 | PA      | $1004508.82   | 0.05%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2007-10XS                                                           | MSM 2007-10XS A2                                            | CUSIP: 61751MAC8<br>LEI: 549300CG0N64R5CUIN87 | Long             | ABS-O            | CORP              | US        |     647799 | PA      | $362493.68    | 0.02%             | 2037-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | SWOP CDS CDX.NA.HY.45.V2                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -28500000 | NC      | $-436967.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                                          | MIDCAP 6.5 05/01/28                                         | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2637063.48   | 0.13%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ConnectWise, L 09/30/2028                                                                              | ConnectWise, L 09/30/2028                                   | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     314509 | PA      | $290723.93    | 0.01%             | 2028-09-29      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| STANDARDAERO 10/24/2031                                                                                | STANDARDAERO 10/24/2031                                     | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     271848 | PA      | $272263.99    | 0.01%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                | CDEL 6.78 01/13/55 144A                                     | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1328000 | PA      | $1392036.16   | 0.07%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                                    | Constellation Energy Generation LLC 0% CP 22/05/2026        | CUSIP: 21038QEN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19869788.00  | 0.99%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUCK CREEK TEC 08/01/2032                                                                              | DUCK CREEK TEC 08/01/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     347376 | PA      | $341296.56    | 0.02%             | 2032-08-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Gogo 04/30/2028                                                                                        | Gogo 04/30/2028                                             | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     346413 | PA      | $304031.78    | 0.02%             | 2028-04-30      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Obx 2019-Inv2 Trust                                                                                    | OBX 2019-INV2 A25                                           | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     252996 | PA      | $236328.42    | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -22107000 | NC      | $-512.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                                  | AON 5.75 03/01/54                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     682000 | PA      | $657647.91    | 0.03%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS 01/16/2032                                                                              | GREAT OUTDOORS 01/16/2032                                   | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     865631 | PA      | $865166.69    | 0.04%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                                           | Equifax Inc. 0% CP 20/04/2026                               | CUSIP: 29442LDL9<br>LEI: 5493004MCF8JDC86VS77 | Long             | STIV             | CORP              | US        |   17000000 | PA      | $16961918.30  | 0.85%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HNI CORPORATIO 11/19/2032                                                                              | HNI CORPORATIO 11/19/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     239400 | PA      | $241145.70    | 0.01%             | 2032-12-10      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                                     | NXST 4.75 11/01/28 144A                                     | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    5515000 | PA      | $5426845.87   | 0.27%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 5.75 07/15/27 144A                                      | CUSIP: 053773BC0<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99686.60     | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2013-137 PI                                             | CUSIP: 3136AHSB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1038271 | PA      | $192208.35    | 0.01%             | 2041-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN 2019-2 LTD                                                                        | MCSLT 2019-2GS A                                            | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1095122 | PA      | $993337.52    | 0.05%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Novolex (aka F 03/31/2029                                                                              | Novolex (aka F 03/31/2029                                   | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     512400 | PA      | $490053.72    | 0.02%             | 2029-04-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                                   | VIKCRU 5.875 10/15/33 144A                                  | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     660000 | PA      | $652097.71    | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                                   | URI 4.875 01/15/28                                          | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     475000 | PA      | $473253.57    | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                       | CFELEC 6.45 01/24/35 144A                                   | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1700000 | PA      | $1692775.00   | 0.08%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-9                                                                        | JPMMT 2018-9 B2                                             | CUSIP: 46649YBH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     805400 | PA      | $758724.63    | 0.04%             | 2049-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                                    | LIGPLL 7.25 08/15/32 144A                                   | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     540000 | PA      | $561733.79    | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hertz Corporat 06/15/2028                                                                              | Hertz Corporat 06/15/2028                                   | CUSIP: 42804VBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      57238 | PA      | $41783.85     | 0.00%             | 2028-06-30      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                                               | ULTI 6.875 02/01/31 144A                                    | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $3169272.19   | 0.16%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                               | VST 4.375 05/01/29 144A                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     320000 | PA      | $312585.00    | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp. / Sealed Air Corp. US                                                                 | SEE 6.125 02/01/28 144A                                     | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     285000 | PA      | $288749.34    | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                             | SOAF 7.95 11/19/54 144A                                     | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     550000 | PA      | $545187.50    | 0.03%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                                                   | GOINSO 7.5 04/15/32 144A                                    | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     235000 | PA      | $246034.90    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2018-2-GS                                                                      | MSAIC 2018-2GS A                                            | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1426519 | PA      | $1334582.13   | 0.07%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-2                                                  | MSRM 2024-2 B3                                              | CUSIP: 61776FBN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     975162 | PA      | $999308.87    | 0.05%             | 2054-03-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| RealPage 02/20/2028                                                                                    | RealPage 02/20/2028                                         | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     389053 | PA      | $373349.24    | 0.02%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| athenahealth, 02/01/2029                                                                               | athenahealth, 02/01/2029                                    | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     880441 | PA      | $866291.32    | 0.04%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| KESTRA ADVISOR 03/22/2031                                                                              | KESTRA ADVISOR 03/22/2031                                   | CUSIP: 49255BAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     144270 | PA      | $143379.09    | 0.01%             | 2031-03-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Salas O'Brien 01/22/2033                                                                               | Salas O'Brien 01/22/2033                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      30857 | PA      | $30934.28     | 0.00%             | 2033-01-31      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| GALTON FUNDING MORTGAGE TRUST 2019-1                                                                   | GFMT 2019-1 B1                                              | CUSIP: 36418WBV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2049662 | PA      | $1977906.02   | 0.10%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Proofpoin 08/31/28                                                                                     | Proofpoin 08/31/28                                          | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     426109 | PA      | $411328.03    | 0.02%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GT TR 2024-10                                                                           | PAID 2024-10 B                                              | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     514883 | PA      | $517084.59    | 0.03%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |  -11359000 | NC      | $-67333.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                       | ALIANT 6.5 10/01/31 144A                                    | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     660000 | PA      | $648910.42    | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bidvest Group (Uk) Plc                                                                                 | BVTSJ 6.2 09/17/32 144A                                     | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    1325000 | PA      | $1326391.25   | 0.07%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V                                                             | AXTA 7.25 02/15/31 144A                                     | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     405000 | PA      | $424021.77    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2019-2                                                                         | FSMT 2019-2 B2                                              | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1770774 | PA      | $1625986.48   | 0.08%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL                                                                | MTN 2022-LPFL A                                             | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1650000 | PA      | $1649525.96   | 0.08%             | 2039-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| AlixPartners, 07/31/2032                                                                               | AlixPartners, 07/31/2032                                    | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     678300 | PA      | $672947.53    | 0.03%             | 2032-08-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2000-26 SP                                              | CUSIP: 31358SGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      17236 | PA      | $1168.84      | 0.00%             | 2030-08-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2024-IND2                                                                                   | ARES1 2024-IND2 A                                           | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3504064.20   | 0.18%             | 2034-10-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2022-2                                                             | STAR 2022-2 M1                                              | CUSIP: 85573UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1577654.40   | 0.08%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                                       | WULF 7.75 10/15/30 144A                                     | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     990000 | PA      | $1046741.85   | 0.05%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIANT MEDICAL 10/15/2031                                                                               | VIANT MEDICAL 10/15/2031                                    | CUSIP: 92556MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     232062 | PA      | $232086.63    | 0.01%             | 2031-10-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS 02/26/2032                                                                              | COVIA HOLDINGS 02/26/2032                                   | CUSIP: 22305CAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     580612 | PA      | $580612.50    | 0.03%             | 2032-02-26      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2007-55 S                                               | CUSIP: 31396WGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1140008 | PA      | $92641.36     | 0.00%             | 2037-06-25      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Medrisk Inc 05/10/2028                                                                                 | Medrisk Inc 05/10/2028                                      | CUSIP: 54317EAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     476475 | PA      | $476065.78    | 0.02%             | 2028-05-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVAN 11/01/2032                                                                              | SOLSTICE ADVAN 11/01/2032                                   | CUSIP: 83443PAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     305000 | PA      | $306953.83    | 0.02%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURI 10/31/2031                                                                              | CITADEL SECURI 10/31/2031                                   | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |     419006 | PA      | $419762.84    | 0.02%             | 2031-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HANGER, INC. 10/15/2031                                                                                | HANGER, INC. 10/15/2031                                     | CUSIP: 41043BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     311361 | PA      | $312528.26    | 0.02%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| WCG Intermedia 02/25/2032                                                                              | WCG Intermedia 02/25/2032                                   | CUSIP: 23343FAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     357304 | PA      | $349354.47    | 0.02%             | 2032-02-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2022-1                                                                            | CHNGE 2022-1 A1                                             | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1333595 | PA      | $1286481.05   | 0.06%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DJ7655                                                   | CUSIP: 3618KUQG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     172186 | PA      | $179825.17    | 0.01%             | 2065-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-1                                                              | EFMT 2022-2 A1                                              | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     710886 | PA      | $709050.08    | 0.04%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB 01/15/2031                                                                               | BAUSCH & LOMB 01/15/2031                                    | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     442775 | PA      | $444297.26    | 0.02%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                                         | OTEXCN 3.875 12/01/29 144A                                  | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $241589.09    | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                               | CE 6.85 11/15/28                                            | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3199646.29   | 0.16%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Mexico (United Mexican States)                                                                         | MEX 6.625 01/29/38                                          | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1169000 | PA      | $1191240.23   | 0.06%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Talen Energy S 11/15/2032                                                                              | Talen Energy S 11/15/2032                                   | CUSIP: 87422LBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     737491 | PA      | $738989.12    | 0.04%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                                             | BSPRT 2025-FL12 A                                           | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $999714.55    | 0.05%             | 2043-01-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DI5473                                                   | CUSIP: 3618NPCJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1725661 | PA      | $1840375.95   | 0.09%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARDAERO 10/24/2031                                                                                | STANDARDAERO 10/24/2031                                     | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     103402 | PA      | $103564.45    | 0.01%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                             | DVA 4.625 06/01/30 144A                                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     745000 | PA      | $716764.65    | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-111 UI                                             | CUSIP: 3136A9DW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1333041 | PA      | $19159.94     | 0.00%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT                                             | WMALT 2006-AR6 2A                                           | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     586618 | PA      | $344140.28    | 0.02%             | 2046-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $22298.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perrigo Invest 04/20/2029                                                                              | Perrigo Invest 04/20/2029                                   | CUSIP: 71429TAF7<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |     349847 | PA      | $348316.37    | 0.02%             | 2029-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-6                                                               | CHASE 2024-6 B3                                             | CUSIP: 161931AZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     976120 | PA      | $1029469.36   | 0.05%             | 2055-05-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                           | ENTG 5.95 06/15/30 144A                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     340000 | PA      | $342391.22    | 0.02%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                              | SUN 5.875 03/15/34 144A                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     870000 | PA      | $861007.59    | 0.04%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-backed Securities Trust 2025-PJ1                                                           | GSMBS 2025-PJ1 A19                                          | CUSIP: 36271DAU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1314944 | PA      | $1324148.91   | 0.07%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2016-4 BI                                               | CUSIP: 3136AQ2L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1376167 | PA      | $250134.52    | 0.01%             | 2046-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-14                                                                       | JPMMT 2021-14 B4                                            | CUSIP: 46653QCH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2244908 | PA      | $1853589.82   | 0.09%             | 2052-05-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DELC                                                                                     | BX 2025-DELC A                                              | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2004861.00   | 0.10%             | 2042-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ALLIEDUNIVERSA 08/05/2032                                                                              | ALLIEDUNIVERSA 08/05/2032                                   | CUSIP: 01957TAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     452725 | PA      | $453102.12    | 0.02%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | USD CALL VERSUS BRL PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |   18010000 | NC      | $203842.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Savage Enterpr 07/30/2032                                                                              | Savage Enterpr 07/30/2032                                   | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     194025 | PA      | $194287.71    | 0.01%             | 2032-08-05      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                                                                    | PODD 6.5 04/01/33 144A                                      | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     430000 | PA      | $439217.91    | 0.02%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-B33RP                                                       | WFCM 2025-B33RP A                                           | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5000474.00   | 0.25%             | 2042-08-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                                      | SCI 5.75 10/15/32                                           | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     660000 | PA      | $659555.29    | 0.03%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2013-81 IO                                              | CUSIP: 38378TJX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     228489 | PA      | $8067.02      | 0.00%             | 2040-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                                                            | MCR 2024-HTL D                                              | CUSIP: 55286PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1224652 | PA      | $1223156.21   | 0.06%             | 2037-02-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| DRYDEN 30 SENIOR LOAN FUND                                                                             | DRSLF 2013-30A DR                                           | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2741260.50   | 0.14%             | 2028-11-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2008-40 SA                                              | CUSIP: 38375QKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     160315 | PA      | $7537.85      | 0.00%             | 2038-05-16      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R06                                                           | CAS 2024-R06 1B1                                            | CUSIP: 20755RAG0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1000000 | PA      | $1004752.00   | 0.05%             | 2044-09-26      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| USI INC 09/27/2030                                                                                     | USI INC 09/27/2030                                          | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     444855 | PA      | $443974.70    | 0.02%             | 2030-09-27      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -115350000 | NC      | $91821.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                                   | WAMU 2007-HY2 1A1                                           | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      57854 | PA      | $53500.80     | 0.00%             | 2036-12-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                                     | EVRI 9.25 07/01/32 144A                                     | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     615000 | PA      | $638885.99    | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUST                                                                        | TOWN 2025-STAY D                                            | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3999807.60   | 0.20%             | 2042-03-17      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Mediaocean LLC 12/08/2028                                                                              | Mediaocean LLC 12/08/2028                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      96845 | PA      | $91357.17     | 0.00%             | 2028-12-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -169492000 | NC      | $-156707.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2016-19 SB                                              | CUSIP: 3136ARB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3510421 | PA      | $230211.66    | 0.01%             | 2046-04-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| NYACK PARK CLO LTD                                                                                     | NYKPK 2021-1A CR                                            | CUSIP: 67080PAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | NUSS              | KY        |    1000000 | PA      | $994300.00    | 0.05%             | 2038-10-20      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DG3717                                                   | CUSIP: 3618K0DW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2075779 | PA      | $2121373.65   | 0.11%             | 2064-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aragorn Parent 12/15/2028                                                                              | Aragorn Parent 12/15/2028                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     363613 | PA      | $364465.07    | 0.02%             | 2028-12-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| American Greetings Corp                                                                                | American Greetings Corp                                     | CUSIP: 02639DAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     445258 | PA      | $444770.56    | 0.02%             | 2029-10-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Applied System 02/07/2031                                                                              | Applied System 02/07/2031                                   | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     511996 | PA      | $502662.76    | 0.03%             | 2031-02-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                                    | Entergy Corporation 0% CP 08/06/2026                        | CUSIP: 29366GF89<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   18000000 | PA      | $17858446.20  | 0.89%             | 2026-06-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                                          | SUMMPL 8.625 10/31/29 144A                                  | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1044543.61   | 0.05%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                 | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   24332000 | NC      | $-20680.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                               | WYNFIN 6.25 03/15/33 144A                                   | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $916318.32    | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | 2-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       4661 | NC      | $-3042164.17  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Bank, National Association                                                                 | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                 | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -18600000 | NC      | $130563.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4143 IK                                                 | CUSIP: 3137AXA78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     197074 | PA      | $8963.48      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                             | VMED 4.75 07/15/31 144A                                     | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $172286.26    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Starwood Prope 01/02/2030                                                                              | Starwood Prope 01/02/2030                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     390077 | PA      | $390564.92    | 0.02%             | 2030-01-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -18600000 | NC      | $138535.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-367833.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Midas Opco Holdings LLC                                                                                | STGW 5.625 08/15/29 144A                                    | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     630000 | PA      | $600331.66    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C5                                                         | WFCM 2025-5C5 C                                             | CUSIP: 95004MAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2006863.80   | 0.10%             | 2058-07-17      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GLOB 11/17/2031                                                                              | ANTICIMEX GLOB 11/17/2031                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     193137 | PA      | $193589.47    | 0.01%             | 2031-11-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP MORTGAGE TRUST                                                                          | ARDN 2025-ARCP A                                            | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4988316.00   | 0.25%             | 2035-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                                                                       | SYNH 9 10/01/30 144A                                        | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     475000 | PA      | $492694.23    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-8                                                               | CHASE 2024-8 B3                                             | CUSIP: 16159XBG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1959145 | PA      | $2045735.69   | 0.10%             | 2055-08-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                                               | Oceanview Mortgage Trust 2021-1                             | CUSIP: 67647LCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1985663 | PA      | $1606031.01   | 0.08%             | 2051-05-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-128 KI                                             | CUSIP: 3136A9SV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1172786 | PA      | $16902.30     | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                                       | OLN 5 02/01/30                                              | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     315000 | PA      | $301949.76    | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                        | FHR 5152 GI                                                 | CUSIP: 3137H3BC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    4290630 | PA      | $985126.87    | 0.05%             | 2048-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2025-12                                                              | CHASE 2025-12 B3                                            | CUSIP: 16160CDW2<br>LEI: 529900IQHYRM30ZMGD48 | Long             | ABS-O            | CORP              | US        |    2385244 | PA      | $2441859.99   | 0.12%             | 2056-09-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2006-AR14 1A3                                          | CUSIP: 93363PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      58227 | PA      | $53025.20     | 0.00%             | 2036-11-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                                                 | ENR 4.75 06/15/28 144A                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492488.85    | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-64 IO                                              | CUSIP: 3136BBUL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   33798478 | PA      | $6716200.31   | 0.34%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Raising Cane's 10/24/2032                                                                              | Raising Cane's 10/24/2032                                   | CUSIP: 75101XAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     663338 | PA      | $660987.96    | 0.03%             | 2032-11-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JEFFERIES LLC                                                                                          | JEFFERIES LLC                                               | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Long             | RA               | CORP              | US        |    2202660 | PA      | $2202660.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2024-CNYN C                                              | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1283331 | PA      | $1284274.08   | 0.06%             | 2041-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTER 06/27/2031                                                                              | FORTRESS INTER 06/27/2031                                   | CUSIP: 34966LAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     246884 | PA      | $245341.35    | 0.01%             | 2031-06-27      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Starwood Prope 08/14/2032                                                                              | Starwood Prope 08/14/2032                                   | CUSIP: 85570DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     279300 | PA      | $280114.72    | 0.01%             | 2032-09-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ADT fka Protec 03/07/2032                                                                              | ADT fka Protec 03/07/2032                                   | CUSIP: 03765VAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     373110 | PA      | $368446.19    | 0.02%             | 2032-03-07      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CSFB ADJUSTABLE RATE MORTGAGE TRUST 2006-2                                                             | ARMT 2006-2 1A1                                             | CUSIP: 007034AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     141664 | PA      | $123296.09    | 0.01%             | 2036-05-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| FLEET US BIDCO 02/21/2031                                                                              | FLEET US BIDCO 02/21/2031                                   | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     244525 | PA      | $245136.31    | 0.01%             | 2031-02-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Applied System 02/07/2032                                                                              | Applied System 02/07/2032                                   | CUSIP: 03827FBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     115000 | PA      | $113706.25    | 0.01%             | 2032-02-23      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| BIFM US Financ 05/31/2028                                                                              | BIFM US Financ 05/31/2028                                   | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |     322550 | PA      | $322953.45    | 0.02%             | 2028-05-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4120 TI                                                 | CUSIP: 3137AVH83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1306491 | PA      | $16625.75     | 0.00%             | 2027-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE-BACKED TRUST SERIES 2007-2                                                               | CSMC 2007-2 3A6                                             | CUSIP: 126384AS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     262054 | PA      | $116309.24    | 0.01%             | 2037-03-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LBA                                                                                      | BX 2021-LBA EV                                              | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2767834 | PA      | $2765738.67   | 0.14%             | 2036-02-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Aegion 01/27/2033                                                                                      | Aegion 01/27/2033                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1623529 | PA      | $1611352.94   | 0.08%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMF BOWLING CE 09/16/2032                                                                              | AMF BOWLING CE 09/16/2032                                   | CUSIP: 49579GAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     352643 | PA      | $322667.96    | 0.02%             | 2032-09-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BOFAS RE-REMIC TRUST 2026-FRR8                                                                         | BOFAS 2026-FRR8 D746                                        | CUSIP: 05620FBQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4725000 | PA      | $4029613.48   | 0.20%             | 2054-04-27      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| CONE TRUST 2024-DFW1                                                                                   | CONE 2024-DFW1 A                                            | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1491351.15   | 0.07%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-19 JS                                              | CUSIP: 3136ACMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3452559 | PA      | $137638.70    | 0.01%             | 2041-10-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2020-J2                                                                                      | CIM 2020-J2 B3                                              | CUSIP: 12568PCH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1106422 | PA      | $901601.86    | 0.05%             | 2051-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 427 C18                                                 | CUSIP: 31423XMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12325185 | PA      | $1717403.66   | 0.09%             | 2039-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRM TRUST 2025-PRM6                                                                                    | PRM6 2025-PRM6 D                                            | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1989549.00   | 0.10%             | 2033-07-08      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                                             | STENOR 7.375 06/01/31 144A                                  | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     360000 | PA      | $372320.28    | 0.02%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -8000000 | PA      | $-7496199.68  | -0.37%            | 2056-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MKS Instrument 01/28/2033                                                                              | MKS Instrument 01/28/2033                                   | CUSIP: 55314NBB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     270000 | PA      | $270899.91    | 0.01%             | 2033-02-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SRAM, LLC 02/20/2032                                                                                   | SRAM, LLC 02/20/2032                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     187625 | PA      | $187038.67    | 0.01%             | 2032-02-27      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2013-134 DS                                             | CUSIP: 38378W2X0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    3523681 | PA      | $338919.30    | 0.02%             | 2043-09-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 9 LTD                                                                               | OAKC 2021-9A CR                                             | CUSIP: 67690AAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1501977.00   | 0.08%             | 2037-10-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                  | AAL 5.75 04/20/29 144A                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3060148.67   | 0.15%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS EUR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $28381.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2006-I TRUST                                                                   | BAFC 2007-2 1A16                                            | CUSIP: 05951GBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     226459 | PA      | $163841.37    | 0.01%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Tenneco LLC                                                                                            | TENINC 8 11/17/28 144A                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    4735000 | PA      | $4721047.38   | 0.24%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| US Fertility 12/10/2032                                                                                | US Fertility 12/10/2032                                     | CUSIP: 90356EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      30921 | PA      | $30911.40     | 0.00%             | 2032-12-10      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Owens Brockway Glass Container Inc.                                                                    | OI 7.25 05/15/31 144A                                       | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1654021.77   | 0.08%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| American Axle 09/20/2032                                                                               | American Axle 09/20/2032                                    | CUSIP: 000000000<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |     108900 | PA      | $108355.50    | 0.01%             | 2033-02-03      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                                     | SUBWAY 2024-3A A2II                                         | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4098125 | PA      | $4047553.73   | 0.20%             | 2054-07-30      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage-backed Securities Trust 2024-PJ4                                                           | GSMBS 2024-PJ4 B2                                           | CUSIP: 36269RBU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1923958 | PA      | $1921414.12   | 0.10%             | 2054-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-47 GF                                              | CUSIP: 31397UDV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     234503 | PA      | $234043.74    | 0.01%             | 2041-06-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR12 TRUST                                                 | WFMBS 2006-AR12 1A1                                         | CUSIP: 94984GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     263167 | PA      | $240613.61    | 0.01%             | 2036-09-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DD8130                                                   | CUSIP: 3618J2A76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      93109 | PA      | $97239.73     | 0.00%             | 2065-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 6.7 12/01/55                                           | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $980286.09    | 0.05%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Bank, National Association                                                              | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-98953.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Creation Techn 10/01/2028                                                                              | Creation Techn 10/01/2028                                   | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     194568 | PA      | $191649.00    | 0.01%             | 2028-10-05      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 3 LTD                                                                                       | ABBSL 2021-3A D1R                                           | CUSIP: 00037QAU3<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | KY        |    2950000 | PA      | $2856659.05   | 0.14%             | 2038-04-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DI4632                                                   | CUSIP: 3618NNED8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1028336 | PA      | $1084750.72   | 0.05%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                                                 | CMLTI 2005-4 A                                              | CUSIP: 17307GWE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11752 | PA      | $11749.38     | 0.00%             | 2035-08-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-J3                                                                                      | CIM 2021-J3 B3                                              | CUSIP: 12565VDH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1658267 | PA      | $1323451.51   | 0.07%             | 2051-06-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWE 08/15/2031                                                                              | LIGHTNING POWE 08/15/2031                                   | CUSIP: 53229LAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     330812 | PA      | $331846.29    | 0.02%             | 2031-08-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-84 KI                                              | CUSIP: 3136A7R95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      97851 | PA      | $17996.59     | 0.00%             | 2042-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO 09/13/2029                                                                               | CONNECT FINCO 09/13/2029                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     133713 | PA      | $134118.86    | 0.01%             | 2029-09-27      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4903 NS                                                 | CUSIP: 3137FN5G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   14643664 | PA      | $1537026.09   | 0.08%             | 2049-08-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                                    | RRR 4.5 02/15/28 144A                                       | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     645000 | PA      | $632537.18    | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                                    | CAR 8 02/15/31 144A                                         | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2562040.95   | 0.13%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| RYAN SPECIALTY 09/11/2031                                                                              | RYAN SPECIALTY 09/11/2031                                   | CUSIP: 78350UAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     531972 | PA      | $531971.66    | 0.03%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                              | ALSN 3.75 01/30/31 144A                                     | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     185000 | PA      | $172329.44    | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Madison Safety 09/26/2031                                                                              | Madison Safety 09/26/2031                                   | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |     495995 | PA      | $496821.87    | 0.02%             | 2031-09-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DF0783                                                   | CUSIP: 3618JH2Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     611209 | PA      | $644831.87    | 0.03%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings 08/02/2032                                                                              | Osaic Holdings 08/02/2032                                   | CUSIP: 68773JAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     890000 | PA      | $874301.29    | 0.04%             | 2032-07-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S A                                                                 | SQM V5.625 04/22/56 144A                                    | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    1900000 | PA      | $1857725.00   | 0.09%             | 2056-04-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                                  | Parker-Hannifin Corp. 0% CP 16/04/2026                      | CUSIP: 70109MDG6<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |    3500000 | PA      | $3493765.45   | 0.17%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $272217.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ACCEPTANCE CORP I                                                                            | JPMMT 2006-S2 1A18                                          | CUSIP: 46628YAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135448 | PA      | $55198.10     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2006-AR12 2A3                                          | CUSIP: 93363NAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      42934 | PA      | $39489.37     | 0.00%             | 2036-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 429 141                                                 | CUSIP: 31423YRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3023254 | PA      | $626539.85    | 0.03%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NFP Wealth 10/09/2032                                                                                  | NFP Wealth 10/09/2032                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      38793 | PA      | $38502.15     | 0.00%             | 2032-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                                     | IRM 6.25 01/15/33 144A                                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     325000 | PA      | $324220.75    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                             | CZR 7 02/15/30 144A                                         | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     610000 | PA      | $617829.35    | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp / Atlas Luxco 4 SARL                       | UNSEAM 4.625 06/01/28 144A                                  | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     615000 | PA      | $601255.03    | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                              | CMC 6 12/15/35 144A                                         | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     415000 | PA      | $409553.33    | 0.02%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                              | CWALT 2006-27CB A5                                          | CUSIP: 02147YAE5<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |     763282 | PA      | $389366.33    | 0.02%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                                          | SGI 3.875 10/15/31 144A                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     420000 | PA      | $382203.61    | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 4813 IO                                                 | CUSIP: 3137FGSQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    7738738 | PA      | $1412164.05   | 0.07%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 390 C3                                                  | CUSIP: 31325YYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6425177 | PA      | $743683.39    | 0.04%             | 2037-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                                     | LADR 4.75 06/15/29 144A                                     | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     455000 | PA      | $441273.65    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GR 12/07/2031                                                                              | JANE STREET GR 12/07/2031                                   | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1119274 | PA      | $1099375.06   | 0.05%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Alkermes 01/28/2031                                                                                    | Alkermes 01/28/2031                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     295000 | PA      | $297581.25    | 0.01%             | 2031-08-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-4                                                                          | SEMT 2024-4 A19                                             | CUSIP: 81743BAU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     853368 | PA      | $859341.11    | 0.04%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                                              | BlackRock Liquidity Funds FEDFUND INSTL                     | CUSIP: 09248U700<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   10273256 | NS      | $10273256.30  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2019-2                                                                      | JPMMT 2019-2 A3                                             | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40356 | PA      | $38096.90     | 0.00%             | 2049-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Hologi 01/14/33                                                                                        | Hologi 01/14/33                                             | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |    1300000 | PA      | $1285300.90   | 0.06%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                              | CNX 7.25 03/01/32 144A                                      | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     405000 | PA      | $417587.81    | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DK9950                                                   | CUSIP: 3618LABT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     976393 | PA      | $1019711.73   | 0.05%             | 2065-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Creative Plann 05/19/2031                                                                              | Creative Plann 05/19/2031                                   | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     763892 | PA      | $759542.28    | 0.04%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                                                | STACR 2021-DNA6 B1                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-O            | USGSE             | US        |    5100000 | PA      | $5156662.02   | 0.26%             | 2041-10-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-4                                                                        | JPMMT 2024-4 B3                                             | CUSIP: 46657WBG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2649043 | PA      | $2756353.37   | 0.14%             | 2054-10-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                                      | CHLMPC 5.58 10/20/35 144A                                   | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     586503 | PA      | $591934.02    | 0.03%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| USALCO, LLC 09/30/2031                                                                                 | USALCO, LLC 09/30/2031                                      | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      41647 | PA      | $41594.69     | 0.00%             | 2031-09-30      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-33 YI                                              | CUSIP: 3136B9E86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   19546436 | PA      | $3448480.97   | 0.17%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fir 12/09/2032                                                                              | Pye-Barker Fir 12/09/2032                                   | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     313200 | PA      | $313950.43    | 0.02%             | 2032-12-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -115350000 | NC      | $-209162.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXIX LTD                                                                              | BLUEM 2020-29A CR                                           | CUSIP: 09630KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1997902.00   | 0.10%             | 2034-07-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                                           | CAS 2022-R04 1B1                                            | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     750000 | PA      | $778840.35    | 0.04%             | 2042-03-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Ultimate Krono 01/31/2031                                                                              | Ultimate Krono 01/31/2031                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     648371 | PA      | $620409.93    | 0.03%             | 2031-02-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile 04/09/2032                                                                              | Stonepeak Nile 04/09/2032                                   | CUSIP: 86184XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     349198 | PA      | $349003.77    | 0.02%             | 2032-04-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4974 I                                                  | CUSIP: 3137FTDG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   25831882 | PA      | $5295995.70   | 0.26%             | 2050-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 429 143                                                 | CUSIP: 31423YRK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     355149 | PA      | $70014.32     | 0.00%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                                       | ACOM 6.125 12/01/28 144A                                    | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     540000 | PA      | $517607.55    | 0.03%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2417 SY                                                 | CUSIP: 31339D6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      27989 | PA      | $2646.84      | 0.00%             | 2031-12-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-4                                                               | CHASE 2024-4 A9                                             | CUSIP: 16159NAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1393102 | PA      | $1402853.29   | 0.07%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2018-1                                                                         | MSAIC 2018-2GS B                                            | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     401600 | PA      | $364894.01    | 0.02%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 400 C8                                                  | CUSIP: 3142G42G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6789803 | PA      | $1292544.54   | 0.06%             | 2053-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMEN 02/04/2032                                                                              | GFL ENVIRONMEN 02/04/2032                                   | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     313425 | PA      | $313816.78    | 0.02%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-RM1                                                                                          | EFMT 2025-RM4 A1                                            | CUSIP: 26847CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1435458.00   | 0.07%             | 2055-11-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc 03/06/2032                                                                                  | Kaseya Inc 03/06/2032                                       | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     282862 | PA      | $264741.76    | 0.01%             | 2032-03-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                                                    | VIAV 3.75 10/01/29 144A                                     | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     315000 | PA      | $295822.96    | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES 04/26/2030                                                                                | J&J VENTURES 04/26/2030                                     | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |     212850 | PA      | $210759.60    | 0.01%             | 2030-04-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Pacific Dental 03/07/2031                                                                              | Pacific Dental 03/07/2031                                   | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     466391 | PA      | $467265.55    | 0.02%             | 2031-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                                                | CURRENCY CONTRACT - EUR                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-915.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YAK ACCESS SERIES B COMMO                                                                              | YAK ACCESS SERIES B COMMO                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1157 | NS      | $11.57        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GCAT 2024-INV4 TRUST                                                                                   | GCAT 2024-INV4 B4                                           | CUSIP: 367919CJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1964210 | PA      | $1997365.35   | 0.10%             | 2054-12-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| BMD 2 RE-REMIC TRUST                                                                                   | BMD2 2019-FRR1 3AB                                          | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2653000 | PA      | $2351666.03   | 0.12%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP/Archrock Partners Finance Corp                                                    | AROC 6.25 04/01/28 144A                                     | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     430000 | PA      | $430000.00    | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                                            | MCFE 7.375 02/15/30 144A                                    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     450000 | PA      | $372278.84    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cimpress PLC                                                                                           | CMPR 7.375 09/15/32 144A                                    | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |     615000 | PA      | $610397.40    | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Mexico (United Mexican States)                                                                         | MEX 5.85 07/02/32                                           | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1436000 | PA      | $1453985.90   | 0.07%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tory Burch 04/14/2028                                                                                  | Tory Burch 04/14/2028                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      46309 | PA      | $46323.10     | 0.00%             | 2028-04-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV                                                      | OGN 6.75 05/15/34 144A                                      | CUSIP: 68622FAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     200000 | PA      | $178414.96    | 0.01%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                        | BNTNB 6 08/15/50 NTNB                                       | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6628000 | PA      | $5172663.90   | 0.26%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC                                                                                      | STWD 2025-FL4 B                                             | CUSIP: 863922AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1000248.20   | 0.05%             | 2042-11-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4333 AI                                                 | CUSIP: 3137B9Y25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      48880 | PA      | $7461.72      | 0.00%             | 2044-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHN 10/03/2032                                                                              | FLEETCOR TECHN 10/03/2032                                   | CUSIP: 33903RBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     473812 | PA      | $473627.24    | 0.02%             | 2032-11-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE 12 12/08/29                                                                              | AMERICAN AXLE 12 12/08/29                                   | CUSIP: 02406MAU1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     782764 | PA      | $782764.25    | 0.04%             | 2029-12-13      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S 09/10/2031                                                                              | RAISING CANE'S 09/10/2031                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     271494 | PA      | $270899.69    | 0.01%             | 2031-09-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Rocket Software                                                                                        | Rocket Software Term Loan B 475 2028-11-01                  | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     446195 | PA      | $429016.68    | 0.02%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Victorias Secret and Co                                                                                | VSCO 4.625 07/15/29 144A                                    | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     590000 | PA      | $562664.06    | 0.03%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2019-2                                                                      | JPMMT 2019-2 B1                                             | CUSIP: 46650TAX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     917304 | PA      | $868874.49    | 0.04%             | 2049-08-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2020-8R                                                                                    | OCP 2020-8RA CR2                                            | CUSIP: 670898BC8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |    3880000 | PA      | $3879398.60   | 0.19%             | 2038-10-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C59                                                         | WFCM 2021-C59 E                                             | CUSIP: 95003CBG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $1702973.50   | 0.09%             | 2054-04-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4910 SD                                                 | CUSIP: 3137FNHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3716555 | PA      | $457638.19    | 0.02%             | 2049-06-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                         | PENSKE 5.35 03/30/29 144A                                   | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1780364.62   | 0.09%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUN 11/30/2031                                                                              | CHARTER COMMUN 11/30/2031                                   | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     576805 | PA      | $577706.07    | 0.03%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-93 IL                                              | CUSIP: 3136A8GE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      46309 | PA      | $520.38       | 0.00%             | 2027-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-D TRUST                                                            | SOFI 2018-D BFX                                             | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $967361.70    | 0.05%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| R1 RCM INC. 11/30/2031                                                                                 | R1 RCM INC. 11/30/2031                                      | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     642180 | PA      | $630317.64    | 0.03%             | 2031-11-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                                              | ATSG 7.25 03/15/32 144A                                     | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     625000 | PA      | $651876.25    | 0.03%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                                 | OTEXCN 4.125 02/15/30 144A                                  | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     540000 | PA      | $482972.22    | 0.02%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2021-27 EI                                              | CUSIP: 3136BHAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   20167466 | PA      | $4675425.72   | 0.23%             | 2051-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -169492000 | NC      | $-265125.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JG WENTWORTH XLII LLC                                                                                  | HENDR 2018-2A B                                             | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750484 | PA      | $681567.95    | 0.03%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.25 01/31/34 144A                                      | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     165000 | PA      | $166955.42    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust 2017-HR2                                                                | MSC 2017-HR2 XA                                             | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30039070 | PA      | $397690.25    | 0.02%             | 2050-12-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2019-2                                                                         | MSAIC 2019-2A A                                             | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     355479 | PA      | $315439.59    | 0.02%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PRIMA CAPITAL CRE SECURITIZATION 2019-VII LTD                                                          | PRIMA 2019-7A D                                             | CUSIP: 74166VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13000000 | PA      | $12493534.30  | 0.62%             | 2050-12-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                         | CRWV 9.25 06/01/30 144A                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1716664.42   | 0.09%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2004-64 SW                                              | CUSIP: 31394AQK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      45296 | PA      | $3055.46      | 0.00%             | 2034-08-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-5752.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder 04/16/2029                                                                              | Light & Wonder 04/16/2029                                   | CUSIP: 80875AAY7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     829179 | PA      | $826198.98    | 0.04%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DK5212                                                   | CUSIP: 3618L4YH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1406590 | PA      | $1468995.13   | 0.07%             | 2065-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                                         | SARM 2005-4 3A1                                             | CUSIP: 863579MS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15165 | PA      | $13871.89     | 0.00%             | 2035-03-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| LSF11 TRINITY 06/14/2030                                                                               | LSF11 TRINITY 06/14/2030                                    | CUSIP: 50221BAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     324702 | PA      | $324702.43    | 0.02%             | 2030-06-14      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-J1                                                                                      | CIM 2019-J1 B3                                              | CUSIP: 12556MCR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1352307 | PA      | $1255437.70   | 0.06%             | 2049-08-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                                                         | BANK 2017-BNK4 C                                            | CUSIP: 06541FBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     685000 | PA      | $609536.56    | 0.03%             | 2050-05-17      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2019-CH3                                                                        | SEMT 2019-CH3 B1B                                           | CUSIP: 81748GEJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1652558 | PA      | $1584080.00   | 0.08%             | 2049-09-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017-HL1                                                                                    | CSMC 2017-HL1 A12                                           | CUSIP: 12594XAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     213390 | PA      | $192999.40    | 0.01%             | 2047-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| US Fertility 12/21/2032                                                                                | US Fertility 12/21/2032                                     | CUSIP: 90356EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     204079 | PA      | $204015.28    | 0.01%             | 2032-12-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2015-WOLF                                                                             | GWT 2024-WOLF D                                             | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2510173.00   | 0.13%             | 2039-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE TRUST 2019-1                                                                           | RCKT 2019-1 B2A                                             | CUSIP: 749357BH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1990588 | PA      | $1830261.68   | 0.09%             | 2049-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MORTGAGE TRUST                                                                      | BMARK 2019-B10 XA                                           | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43200958 | PA      | $1320394.07   | 0.07%             | 2062-03-17      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4910 SH                                                 | CUSIP: 3137FNHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   11123558 | PA      | $1440954.01   | 0.07%             | 2049-09-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN 09/17/2032                                                                               | WEBER-STEPHEN 09/17/2032                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     615000 | PA      | $602443.55    | 0.03%             | 2032-10-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| INVESCO U.S CLO 2021-3 LTD                                                                             | INVCO 2021-3A BR                                            | CUSIP: 46151VAE1<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    3570000 | PA      | $3555852.09   | 0.18%             | 2034-10-22      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 33 LTD                                                              | NEUB 2019-33A CR2                                           | CUSIP: 64132TAY9<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |    2300000 | PA      | $2305000.20   | 0.12%             | 2039-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                       | BCULC 4 10/15/30 144A                                       | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     540000 | PA      | $507843.11    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amentum 09/30/2031                                                                                     | Amentum 09/30/2031                                          | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     385575 | PA      | $385876.13    | 0.02%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DM6987                                                   | CUSIP: 3618LWXQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2397470 | PA      | $2503837.24   | 0.13%             | 2065-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.375 05/31/33 144A                                     | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1433459.95   | 0.07%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ1                                                           | GSMBS 2020-PJ1 A8                                           | CUSIP: 36258FAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     817056 | PA      | $737659.52    | 0.04%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                         | CABKSM V4.634 07/03/29 144A                                 | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2213000 | PA      | $2217089.31   | 0.11%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Amphenol Corporation                                                                                   | APH 4.375 06/12/28                                          | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1266000 | PA      | $1269927.09   | 0.06%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.625 11/15/55                                            | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5749200 | PA      | $5494079.25   | 0.27%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -169492000 | NC      | $-244700.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B24 MORTGAGE TRUST                                                                      | BMARK 2021-B24 XA                                           | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16285046 | PA      | $629776.95    | 0.03%             | 2054-03-17      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| A-AP BUYER INC 08/01/2031                                                                              | A-AP BUYER INC 08/01/2031                                   | CUSIP: 00036FAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     391107 | PA      | $392084.99    | 0.02%             | 2031-09-09      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-4                                                                  | HVMLT 2007-5 A1A                                            | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     247611 | PA      | $219259.88    | 0.01%             | 2037-09-19      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                | CDEL 5.95 01/08/34 144A                                     | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1075000 | PA      | $1103347.75   | 0.06%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARCLIGHT GCX 01/27/2032                                                                                | ARCLIGHT GCX 01/27/2032                                     | CUSIP: 00162AAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     480720 | PA      | $481020.03    | 0.02%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                                               | SNAP 6.875 03/15/34 144A                                    | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2438184.04   | 0.12%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 10/16/2031                                                                              | BELRON FINANCE 10/16/2031                                   | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1274515 | PA      | $1275152.43   | 0.06%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-4                                                                        | JPMMT 2016-4 A13                                            | CUSIP: 46647JAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     283840 | PA      | $258570.85    | 0.01%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-6                                                                        | JPMMT 2021-6 B3                                             | CUSIP: 46653PBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900337 | PA      | $2343482.68   | 0.12%             | 2051-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-1                                                                   | CMLTI 2024-1 B3                                             | CUSIP: 17332CCG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2539042 | PA      | $2612324.91   | 0.13%             | 2054-07-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2019-GSA1                                                                 | GSMS 2019-GSA1 XA                                           | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   80032599 | PA      | $1811197.73   | 0.09%             | 2052-11-13      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                       | PCG V6.85 09/15/56                                          | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     550000 | PA      | $543709.82    | 0.03%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2023-10                                                                       | JPMMT 2023-10 B3                                            | CUSIP: 465986AR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     962487 | PA      | $952151.85    | 0.05%             | 2054-05-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Clarivate Rt Intellectual                                                                              | Clarivate Rt Intellectual                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     714942 | PA      | $621999.42    | 0.03%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| VIZIENT, INC. 07/18/2031                                                                               | VIZIENT, INC. 07/18/2031                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     555861 | PA      | $557111.42    | 0.03%             | 2031-08-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2015-3 B3                                             | CUSIP: 46644MAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     378568 | PA      | $355989.65    | 0.02%             | 2045-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -60830000 | NC      | $-78175.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electron 11/01/2032                                                                              | Qnity Electron 11/01/2032                                   | CUSIP: 74737SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     743138 | PA      | $743137.50    | 0.04%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                                          | SGI 4 04/15/29 144A                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96235.77     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                      | EPD 4.3 06/20/28                                            | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2303000 | PA      | $2306515.94   | 0.12%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2021-46 IM                                              | CUSIP: 3136BH4F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   42105849 | PA      | $10926560.52  | 0.55%             | 2051-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                      | BRO 4.7 06/23/28                                            | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1673000 | PA      | $1678197.29   | 0.08%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 5261 IC                                                 | CUSIP: 3137H9AN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    6963680 | PA      | $1358395.03   | 0.07%             | 2050-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TRUST                                                                      | BMARK 2019-B12 XA                                           | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   37410513 | PA      | $854005.33    | 0.04%             | 2052-08-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -60830000 | NC      | $-48282.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Medical 10/31/2028                                                                              | Global Medical 10/31/2028                                   | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     473629 | PA      | $472417.74    | 0.02%             | 2032-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2989 HS                                                 | CUSIP: 31395VEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     236955 | PA      | $25518.27     | 0.00%             | 2034-08-15      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                                  | RGCARE 8.375 02/15/32 144A                                  | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     135000 | PA      | $144266.67    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2019-111 TI                                             | CUSIP: 38381YPK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     103413 | PA      | $20429.48     | 0.00%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                               | EA 7.25 07/01/33 144A                                       | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     550000 | PA      | $570209.44    | 0.03%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LCM XVIII LP                                                                                           | LCM 18A CR                                                  | CUSIP: 50188GAV5<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    1350000 | PA      | $1350854.55   | 0.07%             | 2031-04-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Brinks Company                                                                                         | BCO 6.5 06/15/29 144A                                       | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     210000 | PA      | $213393.81    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ensono 06/30/2028                                                                                      | Ensono 06/30/2028                                           | CUSIP: 29359DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     610786 | PA      | $571848.68    | 0.03%             | 2028-05-26      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| SABAL ISSUER 2025-1 LLC                                                                                | PALMET 2025-1A A                                            | CUSIP: 78517QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6324430 | PA      | $6361062.45   | 0.32%             | 2060-11-01      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | JPY CALL VERSUS AUD PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |    1997000 | NC      | $149344.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                           | The Sherwin-Williams Company 0% CP 28/04/2026               | CUSIP: 82434UDU8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |    7100000 | PA      | $7078798.69   | 0.35%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2021-65 KI                                              | CUSIP: 3136BJRS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   29746790 | PA      | $5348451.94   | 0.27%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                       | PR 6.25 02/01/33 144A                                       | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     205000 | PA      | $208961.83    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.875 03/31/28                                            | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2416000 | PA      | $2419680.63   | 0.12%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-52 AI                                              | CUSIP: 3136BBFV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    9981082 | PA      | $1609473.43   | 0.08%             | 2050-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                      | POWSOL 6.75 09/15/32 144A                                   | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     675000 | PA      | $680825.25    | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARZ TRUST 2024-BILT                                                                                    | ARZ 2024-BILT C                                             | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1514952.30   | 0.08%             | 2039-06-13      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Azuria Water S 05/17/2028                                                                              | Azuria Water S 05/17/2028                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     391797 | PA      | $388858.27    | 0.02%             | 2028-05-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                                | VENLNG 8.125 06/01/28 144A                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     695000 | PA      | $711135.12    | 0.04%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MORTGAGE TRUST                                                                       | BMARK 2019-B9 D                                             | CUSIP: 08160JAY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3090000 | PA      | $2117773.52   | 0.11%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEEP BLUE OPER 09/17/2032                                                                              | DEEP BLUE OPER 09/17/2032                                   | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     300000 | PA      | $301500.00    | 0.02%             | 2032-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MTG TR 2024-11                                                                      | CHASE 2024-11 B3                                            | CUSIP: 161919BQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2276111 | PA      | $2327144.32   | 0.12%             | 2055-11-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2015-40 AI                                              | CUSIP: 3136AN6K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    4803692 | PA      | $763464.88    | 0.04%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE 09/30/2025                                                                              | POINTCLICKCARE 09/30/2025                                   | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     584115 | PA      | $581742.07    | 0.03%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING 05/05/2028                                                                              | JAZZ FINANCING 05/05/2028                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     759990 | PA      | $764005.47    | 0.04%             | 2028-05-05      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                                | KGS 7.25 02/15/29 144A                                      | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     525000 | PA      | $544220.25    | 0.03%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES LP                                                                                   | AROC 6 02/01/34 144A                                        | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $520174.23    | 0.03%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASURIO 02/23/33                                                                                        | ASURIO 02/23/33                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1150000 | PA      | $1112912.50   | 0.06%             | 2033-02-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2013-44 LI                                              | CUSIP: 38378JSW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      85203 | PA      | $7799.32      | 0.00%             | 2043-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP 03/01/2029                                                                                 | MCAFEE CORP 03/01/2029                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     486328 | PA      | $436045.31    | 0.02%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RV Retailer 02/02/2033                                                                                 | RV Retailer 02/02/2033                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     810000 | PA      | $784687.50    | 0.04%             | 2033-02-02      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DF0786                                                   | CUSIP: 3618JH2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     134705 | PA      | $139245.87    | 0.01%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hunt Oil Co of Peru LLC, Sucursal del Peru                                                             | HNTOIL 7.75 11/05/38 144a                                   | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |    1600000 | PA      | $1716080.00   | 0.09%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                                         | AMSIND 6.375 03/15/33 144A                                  | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     380000 | PA      | $382198.30    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2022-3                                                                             | RCKT 2022-3 A21                                             | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     772494 | PA      | $664637.94    | 0.03%             | 2052-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                                   | ESA 2025-ESH D                                              | CUSIP: 30227TAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1505592.30   | 0.08%             | 2042-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2022-FRR3                                                                           | GAM 2022-FRR3 DK47                                          | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     210287 | PA      | $206532.38    | 0.01%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IPS CORP 10/17/2027                                                                                    | IPS CORP 10/17/2027                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      13857 | PA      | $13776.31     | 0.00%             | 2032-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                                        | NORMID 6.75 07/15/32 144A                                   | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    1015000 | PA      | $1018700.69   | 0.05%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3                                                           | GSMBS 2021-GR3 B3                                           | CUSIP: 36263TBJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     893956 | PA      | $753489.21    | 0.04%             | 2052-04-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2021-2                                                                         | MSAIC 2021-2A B                                             | CUSIP: 61946RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1074787 | PA      | $805259.86    | 0.04%             | 2047-04-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans 2017-1 LLC                                                                          | MSAIC 2017-2A A                                             | CUSIP: 61946GAA1<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     543259 | PA      | $514028.66    | 0.03%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-13406.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2012-149 BI                                             | CUSIP: 38378GN95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       8407 | PA      | $614.75       | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                                                                     | MUSA 5.625 05/01/27                                         | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135153.43    | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                                  | DTV 8.875 02/01/30 144a                                     | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3140000 | PA      | $3136939.44   | 0.16%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DTP COMMERCIAL MORTGAGE TRUST 2023-STE2                                                                | DTP 2023-STE2 A                                             | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2024802.40   | 0.10%             | 2041-01-17      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                                   | RKT 6.375 08/01/33 144A                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1401611.69   | 0.07%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Acushnet Co                                                                                            | GOLF 5.625 12/01/33 144A                                    | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     525000 | PA      | $522250.00    | 0.03%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS                                                               | BHMS 2025-ATLS B                                            | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5012431.00   | 0.25%             | 2042-08-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                                       | NRG ENERGY, INC.                                            | CUSIP: 62937NBC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     143899 | PA      | $144299.34    | 0.01%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                                | KGS 5.875 04/01/31 144A                                     | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     675000 | PA      | $678761.34    | 0.03%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIE 11/15/2030                                                                              | THOR INDUSTRIE 11/15/2030                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      16667 | PA      | $16666.67     | 0.00%             | 2030-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                     | ELM 2024-ELM C15                                            | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2005589.40   | 0.10%             | 2039-06-10      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                                  | BBWI 6.75 07/01/36                                          | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     870000 | PA      | $835270.82    | 0.04%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DOOSAN BOBCAT, 04/20/2029                                                                              | DOOSAN BOBCAT, 04/20/2029                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     487002 | PA      | $487489.17    | 0.02%             | 2029-04-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ADEIA INC 06/08/2028                                                                                   | ADEIA INC 06/08/2028                                        | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     357296 | PA      | $357296.11    | 0.02%             | 2028-06-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ1                                                           | GSMBS 2024-PJ1 B2                                           | CUSIP: 36268VBU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2224112 | PA      | $2339435.36   | 0.12%             | 2054-06-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                             | BLDR 6.375 06/15/32 144A                                    | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     895000 | PA      | $894920.70    | 0.04%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C59                                                         | WFCM 2021-C59 XA                                            | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18671683 | PA      | $989941.80    | 0.05%             | 2054-04-17      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-8                                                                        | JPMMT 2019-8 A15                                            | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     297843 | PA      | $269892.00    | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                        | CDS CDX.EM.44.V1                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $5340501.69   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                                  | USD CALL VERSUS BRL PUT                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -18010000 | NC      | $-203842.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DH6262                                                   | CUSIP: 3618KE5X7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2245159 | PA      | $2391689.55   | 0.12%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-4                                                                        | JPMMT 2024-4 B2                                             | CUSIP: 46657WBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1752399 | PA      | $1855130.73   | 0.09%             | 2054-10-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Unlock Hea Trust 2025-1                                                                                | UNLOK 2025-1 A                                              | CUSIP: 91528BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2841021 | PA      | $2851636.77   | 0.14%             | 2041-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sotera Health 05/30/2031                                                                               | Sotera Health 05/30/2031                                    | CUSIP: 83600VAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     639508 | PA      | $640907.08    | 0.03%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Goosehead Insu 01/08/2032                                                                              | Goosehead Insu 01/08/2032                                   | CUSIP: 38267BAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      50218 | PA      | $49213.50     | 0.00%             | 2032-01-08      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                                                 | WLSC 6.625 06/15/29 144A                                    | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3111958.55   | 0.16%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-LTV3                                                                     | JPMMT 2019-LTV3 B2                                          | CUSIP: 46651HBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2322706 | PA      | $2178899.73   | 0.11%             | 2050-03-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2017-1                                                                          | SEMT 2017-1 B2                                              | CUSIP: 81746TCC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1024295 | PA      | $971006.95    | 0.05%             | 2047-02-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| PRM TRUST 2025-PRM6                                                                                    | PRM6 2025-PRM6 C                                            | CUSIP: 74277DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $993559.90    | 0.05%             | 2033-07-08      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-10 UF                                              | CUSIP: 3136A3ZF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      37043 | PA      | $36836.18     | 0.00%             | 2042-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XX LTD                                                                            | NEUB 2015-20A D2R3                                          | CUSIP: 64130TBU8<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |    3600000 | PA      | $3469075.20   | 0.17%             | 2039-04-15      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMAC 08/01/2032                                                                              | AMNEAL PHARMAC 08/01/2032                                   | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     379050 | PA      | $380866.41    | 0.02%             | 2032-08-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                               | TRS IBOXXLLTR INDEX                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-134000.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cox Media Grou 06/18/2029                                                                              | Cox Media Grou 06/18/2029                                   | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     246861 | PA      | $231817.74    | 0.01%             | 2029-06-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Flagstar Mtg Tr 2018-6Rr                                                                               | FSMT 2018-6RR B1                                            | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-O            | CORP              | US        |    2870879 | PA      | $2812932.75   | 0.14%             | 2048-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                               | OUT 4.25 01/15/29 144A                                      | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2966699.73   | 0.15%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP (DELAWARE)                                                                            | LAMR 4 02/15/30                                             | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1432489.65   | 0.07%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-5                                                                        | JPMMT 2019-5 B1                                             | CUSIP: 46591FAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2413719 | PA      | $2294431.51   | 0.11%             | 2049-11-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                                     | ATH 6.25 04/01/54                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     768000 | PA      | $705474.09    | 0.04%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4618 SA                                                 | CUSIP: 3137BRXK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    4680000 | PA      | $495996.69    | 0.02%             | 2046-09-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| CORE & MAIN LP 07/27/2028                                                                              | CORE & MAIN LP 07/27/2028                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     429213 | PA      | $430017.56    | 0.02%             | 2028-07-27      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                        | BBDBCN 6.75 06/15/33 144A                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1600000 | PA      | $1654332.80   | 0.08%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 4.5 05/01/32                                           | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1110000 | PA      | $992545.85    | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP CDS ITRAXX.EU.45.V1                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        | -101695000 | NC      | $-163969.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2015-94 IU                                              | CUSIP: 38379MJU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     115628 | PA      | $14256.28     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2                                                           | GSMBS 2019-PJ2 B2                                           | CUSIP: 36257LAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3286720 | PA      | $3061389.74   | 0.15%             | 2049-11-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                                    | CEG 5 02/01/31 144A                                         | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     270000 | PA      | $270823.64    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                               | IRS BRL                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $45830.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1Inv                                                                      | FSMT 2020-1INV B2A                                          | CUSIP: 33851YBD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3021818 | PA      | $2779608.37   | 0.14%             | 2050-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND V 07/31/2028                                                                              | HILTON GRAND V 07/31/2028                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     320768 | PA      | $320893.47    | 0.02%             | 2028-08-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UNITED AIR LIN 02/24/2031                                                                              | UNITED AIR LIN 02/24/2031                                   | CUSIP: 90932RAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     407094 | PA      | $406966.93    | 0.02%             | 2031-02-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                      | RHP 5.75 03/15/34 144A                                      | CUSIP: 74984CAA6<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     375000 | PA      | $370366.39    | 0.02%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECI MACOLA / M 05/09/2030                                                                              | ECI MACOLA / M 05/09/2030                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     469901 | PA      | $460600.24    | 0.02%             | 2030-05-09      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEAL 05/16/2031                                                                              | LIFEPOINT HEAL 05/16/2031                                   | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     295510 | PA      | $295694.65    | 0.01%             | 2031-05-16      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                                           | OGN 5.125 04/30/31 144A                                     | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $942462.56    | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BDS 2021-FL10 LTD                                                                                      | BDS 2021-FL10 A                                             | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     417233 | PA      | $417276.85    | 0.02%             | 2036-12-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CBAM 2017-1 LTD                                                                                        | CBAMR 2017-1A CR2                                           | CUSIP: 14987LAJ0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3312922.80   | 0.17%             | 2038-01-20      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 25 LTD                                                                                        | AMMC 2022-25A CR2                                           | CUSIP: 00177GBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1502832.00   | 0.08%             | 2038-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                                                | Standard Industries Inc/NJ                                  | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     141058 | PA      | $141139.20    | 0.01%             | 2028-09-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-65 CI                                              | CUSIP: 3136BBTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   15444374 | PA      | $2578590.41   | 0.13%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp 07/02/2029                                                                               | Coherent Corp 07/02/2029                                    | CUSIP: 45173JAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     141256 | PA      | $141608.76    | 0.01%             | 2029-07-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-10CB                                          | CWALT 2005-10CB 1A2                                         | CUSIP: 12667GAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     236328 | PA      | $172400.68    | 0.01%             | 2035-05-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Third Coast In 09/25/2030                                                                              | Third Coast In 09/25/2030                                   | CUSIP: 88412KAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     523252 | PA      | $527175.96    | 0.03%             | 2030-09-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Crown Equipmen 10/10/2031                                                                              | Crown Equipmen 10/10/2031                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     361350 | PA      | $362253.38    | 0.02%             | 2031-10-10      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2021-18 IY                                              | CUSIP: 3136BFUH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   13485069 | PA      | $3474098.91   | 0.17%             | 2049-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3128 JI                                                 | CUSIP: 31396JJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1601076 | PA      | $135166.93    | 0.01%             | 2036-03-15      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                 | OCPMR 6.75 05/02/34 144A                                    | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     975000 | PA      | $1018246.13   | 0.05%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ineos Group Ho 11/04/2028                                                                              | Ineos Group Ho 11/04/2028                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     184717 | PA      | $175414.82    | 0.01%             | 2028-11-08      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                                                | STACR 2021-HQA4 B1                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |    6100000 | PA      | $6199234.80   | 0.31%             | 2041-12-26      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2022-159 SE                                             | CUSIP: 38383YMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   17743850 | PA      | $1495999.96   | 0.07%             | 2052-09-20      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DK3894                                                   | CUSIP: 3618L3KF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1816485 | PA      | $1897074.61   | 0.09%             | 2065-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST                         | WMALT 2006-AR5 3A                                           | CUSIP: 93935AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1413643 | PA      | $883245.43    | 0.04%             | 2046-07-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2374 S                                                  | CUSIP: 31339G5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      44229 | PA      | $3051.18      | 0.00%             | 2031-06-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                                            | AGKLN 7 05/21/30 144A                                       | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |     575000 | PA      | $588096.78    | 0.03%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 343 6                                                   | CUSIP: 3136FA6C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     241276 | PA      | $28676.29     | 0.00%             | 2033-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WAYSTAR TECHNO 10/22/2029                                                                              | WAYSTAR TECHNO 10/22/2029                                   | CUSIP: 63939WAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     386086 | PA      | $386086.39    | 0.02%             | 2029-10-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                | CDEL 6.33 01/13/35 144A                                     | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3175000 | PA      | $3310350.25   | 0.17%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQU 10/04/2030                                                                              | GIP PILOT ACQU 10/04/2030                                   | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     142024 | PA      | $142201.29    | 0.01%             | 2030-10-04      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 6.25 10/15/34 144A                                     | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     530000 | PA      | $519477.49    | 0.03%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC)       | ACI 5.75 03/31/34 144A                                      | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     915000 | PA      | $896330.61    | 0.04%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Macys Retail Holdings LLC                                                                              | M 4.5 12/15/34                                              | CUSIP: 55616XAM9<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |     220000 | PA      | $187789.04    | 0.01%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IPS CORP 10/17/2032                                                                                    | IPS CORP 10/17/2032                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     471143 | PA      | $468394.68    | 0.02%             | 2032-10-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $52671.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE SECURITIES CORP                                                             | WAMU 2005-AR1 X                                             | CUSIP: 939336Y56<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46411604 | PA      | $466.44       | 0.00%             | 2045-01-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 5.125 05/01/27 144A                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     212000 | PA      | $211900.17    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners Llc                                                                   | HOWARD 7.375 07/15/32 144A                                  | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $300961.13    | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROJECT RUBY U 03/10/2028                                                                              | PROJECT RUBY U 03/10/2028                                   | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |     369773 | PA      | $368463.66    | 0.02%             | 2028-03-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                      | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   53680100 | NC      | $723884.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ 0% 4/23/18                                                                                    | MONDELEZ 0% 4/23/18                                         | CUSIP: 60920WDP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2194396.82   | 0.11%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2014-84 PI                                              | CUSIP: 38379CLX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1013022 | PA      | $87028.63     | 0.00%             | 2043-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                                  | BRL CALL VERSUS USD PUT                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -18010000 | NC      | $-1442471.28  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Pro Mach, Inc 10/09/2032                                                                               | Pro Mach, Inc 10/09/2032                                    | CUSIP: 74273JAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1057350 | PA      | $1056227.09   | 0.05%             | 2032-10-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4909 SJ                                                 | CUSIP: 3137FNTX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    9246513 | PA      | $1162866.88   | 0.06%             | 2049-09-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| DELTA2 SARL LU 09/10/2031                                                                              | DELTA2 SARL LU 09/10/2031                                   | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     220000 | PA      | $220068.64    | 0.01%             | 2031-09-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                           | BRAZIL 6.625 03/15/35                                       | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2875000 | PA      | $2947593.75   | 0.15%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4157 IH                                                 | CUSIP: 3137AXLJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1198404 | PA      | $174722.33    | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN 55 CLO LTD                                                                                      | DRSLF 2018-55A C                                            | CUSIP: 26245MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1746652.25   | 0.09%             | 2031-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-J2                                                                                      | CIM 2019-J2 B2                                              | CUSIP: 12558TBG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2698904 | PA      | $2460144.01   | 0.12%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2021-C10                                                                          | BBCMS 2021-C10 XA                                           | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9575308 | PA      | $446071.01    | 0.02%             | 2054-07-17      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                      | HLT 5.875 03/15/33 144A                                     | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1122442.63   | 0.06%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Victory Capita 09/10/2032                                                                              | Victory Capita 09/10/2032                                   | CUSIP: 92645DAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     223875 | PA      | $223618.44    | 0.01%             | 2032-09-23      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                                              | CURRENCY CONTRACT - GBP                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                              | CWALT 2006-19CB A28                                         | CUSIP: 02147QBD3<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |     432578 | PA      | $184983.88    | 0.01%             | 2036-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| LSTR TR 2026-HTL6                                                                                      | LS 2026-HTL6 A                                              | CUSIP: 50220QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2750000 | PA      | $2743355.73   | 0.14%             | 2040-12-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                      | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                                           | RBC DOMINION SECURITIES INC                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |    7304915 | PA      | $7304915.00   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                                  | IBM 5.8 02/03/56                                            | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $966321.60    | 0.05%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                                                    | CURRENCY CONTRACT - JPY                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-34071.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INGRAM MICRO 09/22/2031                                                                                | INGRAM MICRO 09/22/2031                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     619220 | PA      | $621541.76    | 0.03%             | 2031-09-22      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| GREENEDEN U.S. 01/23/2032                                                                              | GREENEDEN U.S. 01/23/2032                                   | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     300000 | PA      | $287250.00    | 0.01%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                                    | BAHA 2024-MAR B                                             | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2580433.50   | 0.13%             | 2041-12-12      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2021-RISE B                                              | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     845329 | PA      | $845259.70    | 0.04%             | 2036-11-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                       | YUM 3.625 03/15/31                                          | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     825000 | PA      | $762595.79    | 0.04%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   44213000 | NC      | $1024.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                                     | NWL 8.5 06/01/28 144A                                       | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2607693.75   | 0.13%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                             | VMED 6.75 01/15/33 144A                                     | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $536874.18    | 0.03%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTA 08/18/2028                                                                              | ALTERRA MOUNTA 08/18/2028                                   | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     530380 | PA      | $531042.96    | 0.03%             | 2028-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                             | CZR 4.625 10/15/29 144A                                     | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     625000 | PA      | $601456.25    | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| American Airli 06/01/2029                                                                              | American Airli 06/01/2029                                   | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     196000 | PA      | $190561.00    | 0.01%             | 2029-06-04      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J1 TRUST                                                                                      | OBX 2022-J1 A14                                             | CUSIP: 67116WAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1584222 | PA      | $1300268.58   | 0.07%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2023-57 S                                               | CUSIP: 38383XLD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    8640154 | PA      | $8141478.09   | 0.41%             | 2053-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                           | THC 5.125 11/01/27                                          | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     440000 | PA      | $439837.73    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Actus Nutritio 07/12/2032                                                                              | Actus Nutritio 07/12/2032                                   | CUSIP: 66979CAK7<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |    1203725 | PA      | $1208238.97   | 0.06%             | 2032-07-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                            | MTCHII 5.625 02/15/29 144A                                  | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3038967.46   | 0.15%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| SHR TRUST 2024-LXRY                                                                                    | SHR 2024-LXRY A                                             | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2500827.50   | 0.13%             | 2041-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2005-5N                                                                         | LXS 2005-5N 1A2                                             | CUSIP: 86359DUM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      42090 | PA      | $42477.73     | 0.00%             | 2035-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                                   | CCL 5.75 08/01/32 144A                                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     675000 | PA      | $675624.24    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL3 ISSUER LTD                                                                          | FSRIA 2021-FL3 A                                            | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     973627 | PA      | $973553.61    | 0.05%             | 2036-11-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Brooks Automat 02/01/2029                                                                              | Brooks Automat 02/01/2029                                   | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     681460 | PA      | $678620.30    | 0.03%             | 2029-02-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                                     | IRM 5.25 07/15/30 144A                                      | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1015878.10   | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 260 33                                                  | CUSIP: 31325TGL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     299251 | PA      | $43720.11     | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING 7/1/31                                                                                    | PEER HOLDING 7/1/31                                         | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     929297 | PA      | $930071.45    | 0.05%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2022-56 IG                                              | CUSIP: 38383MA99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   14020133 | PA      | $3200333.59   | 0.16%             | 2050-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                             | DVA 3.75 02/15/31 144A                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     405000 | PA      | $371598.25    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Consolidated C 06/04/2031                                                                              | Consolidated C 06/04/2031                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     434484 | PA      | $420905.95    | 0.02%             | 2031-06-11      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                                             | SEM 6.25 12/01/32 144A                                      | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     615000 | PA      | $586727.14    | 0.03%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Genmab 11/19/2032                                                                                      | Genmab 11/19/2032                                           | CUSIP: 37231EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     465000 | PA      | $467179.92    | 0.02%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| MillerKnoll, I 08/09/2032                                                                              | MillerKnoll, I 08/09/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     678013 | PA      | $674905.89    | 0.03%             | 2032-08-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                   | CLF 4.625 03/01/29 144A                                     | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     770000 | PA      | $735390.02    | 0.04%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DI7861                                                   | CUSIP: 3618NRWW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2865881 | PA      | $2993028.98   | 0.15%             | 2065-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Filtration Gro 10/23/2028                                                                              | Filtration Gro 10/23/2028                                   | CUSIP: 31732FAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     428312 | PA      | $429055.80    | 0.02%             | 2028-10-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AZORRA AVIATIO 10/18/2029                                                                              | AZORRA AVIATIO 10/18/2029                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     472806 | PA      | $474283.64    | 0.02%             | 2029-10-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -57675000 | NC      | $13942.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penn National 04/20/2029                                                                               | Penn National 04/20/2029                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     342005 | PA      | $343928.89    | 0.02%             | 2029-05-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM L 01/27/2033                                                                              | Ensemble RCM L 01/27/2033                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     825000 | PA      | $816307.80    | 0.04%             | 2033-02-09      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2018-3Inv                                                                      | FSMT 2018-3INV A3                                           | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     539432 | PA      | $503941.74    | 0.03%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                       | AJG 5.55 02/15/55                                           | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     729000 | PA      | $681004.23    | 0.03%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -415260000 | NC      | $-550894.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRI 03/15/2030                                                                              | CHART INDUSTRI 03/15/2030                                   | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     306344 | PA      | $306471.81    | 0.02%             | 2030-03-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                            | GSAA 2006-7 AF2                                             | CUSIP: 362334NB6<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |     740778 | PA      | $250666.25    | 0.01%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE 12/02/2031                                                                               | CROWN FINANCE 12/02/2031                                    | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     638566 | PA      | $633377.75    | 0.03%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS CAD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $47132.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Priority Payme 07/22/2032                                                                              | Priority Payme 07/22/2032                                   | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     187150 | PA      | $182627.15    | 0.01%             | 2032-07-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                                                                     | MUSA 4.75 09/15/29                                          | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     440000 | PA      | $434267.02    | 0.02%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2021-23 JI                                              | CUSIP: 3136BFRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   16320544 | PA      | $2598014.35   | 0.13%             | 2051-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crescent Midst 02/13/2033                                                                              | Crescent Midst 02/13/2033                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     420000 | PA      | $421312.50    | 0.02%             | 2033-02-13      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DJ4207                                                   | CUSIP: 3618KQU87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1860068 | PA      | $1900926.60   | 0.10%             | 2065-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3151 PO                                                 | CUSIP: 31396NU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      29954 | PA      | $25463.10     | 0.00%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group 02/27/2031                                                                              | Ardonagh Group 02/27/2031                                   | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |     434626 | PA      | $426115.15    | 0.02%             | 2031-02-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                          | ENBCN 4.6 06/20/28                                          | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1589000 | PA      | $1593405.06   | 0.08%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| C.H. GUENTHER 11/17/2028                                                                               | C.H. GUENTHER 11/17/2028                                    | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     507050 | PA      | $507895.53    | 0.03%             | 2028-12-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| USI INC 11/22/2029                                                                                     | USI INC 11/22/2029                                          | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     483921 | PA      | $482970.80    | 0.02%             | 2029-11-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                                                | STACR 2021-HQA4 M2                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |    5000000 | PA      | $5036398.50   | 0.25%             | 2041-12-26      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| MISTER CAR WAS 03/27/2031                                                                              | MISTER CAR WAS 03/27/2031                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     615000 | PA      | $609926.25    | 0.03%             | 2031-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-74 IQ                                              | CUSIP: 3136BB7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   23676902 | PA      | $4894239.38   | 0.24%             | 2050-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CONSTR 07/31/2030                                                                              | CALPINE CONSTR 07/31/2030                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     265000 | PA      | $265455.54    | 0.01%             | 2030-07-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECS TR 24-RM8                                                                      | BABS 2024-RM9 A1                                            | CUSIP: 10638DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1691887 | PA      | $1675493.86   | 0.08%             | 2064-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                 | IRS IFS USD                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |          1 | NC      | $28129.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                                           | MICRO HOLDN CORP TL 1S 52                                   | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     497008 | PA      | $428255.72    | 0.02%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2024-SPBX                                                                                     | DK 2024-SPBX D                                              | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2750000 | PA      | $2755571.50   | 0.14%             | 2034-03-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE LOAN TRUST                                                                          | ABMT 2016-1 B3                                              | CUSIP: 00842TAU2<br>LEI: 549300SCHQRABPDKYY47 | Long             | ABS-O            | CORP              | US        |     972618 | PA      | $823626.62    | 0.04%             | 2045-12-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2020-4 TRUST                                                    | WFMBS 2020-4 B2                                             | CUSIP: 95002VBJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2494097 | PA      | $2252672.01   | 0.11%             | 2050-07-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DJ2392                                                   | CUSIP: 3618KNUR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1148805 | PA      | $1220667.03   | 0.06%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE SECURITIES CORP                                                             | WMALT 2005-10 2A9                                           | CUSIP: 93934FGH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     356302 | PA      | $341829.75    | 0.02%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5                                                         | WFCM 2025-VTT C                                             | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2004648.40   | 0.10%             | 2038-03-17      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2015-3 B4                                             | CUSIP: 46644MAM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1327529 | PA      | $1027965.52   | 0.05%             | 2045-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-HQA1                                                                | STACR 2025-HQA1 M2                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-O            | USGSE             | US        |    2000000 | PA      | $2004387.20   | 0.10%             | 2045-02-27      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST 2022-MHIL                                                                | MHP 2022-MHIL E                                             | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2560000 | PA      | $2561187.86   | 0.13%             | 2039-01-18      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPOR 01/20/2029                                                                              | GRIFFON CORPOR 01/20/2029                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $501328.00    | 0.03%             | 2029-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 6.25 04/15/32 144A                                   | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     295000 | PA      | $285718.86    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Incorporated                                                                   | AIMEGR 7.375 10/01/32 144A                                  | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2946401.33   | 0.15%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide 11/21/2031                                                                               | TKO Worldwide 11/21/2031                                    | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     721237 | PA      | $721650.29    | 0.04%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER 07/21/2028                                                                              | AI AQUA MERGER 07/21/2028                                   | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    1784332 | PA      | $1780581.72   | 0.09%             | 2028-07-30      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                       | BCULC 6.125 06/15/29 144A                                   | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     810000 | PA      | $823551.30    | 0.04%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA                                                             | WFALT 2007-PA2 2A1                                          | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15404 | PA      | $13555.98     | 0.00%             | 2037-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | 10-Year T-Note Futures, Jun-2026,ETH                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -648 | NC      | $1361283.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edelman Financ 10/20/2028                                                                              | Edelman Financ 10/20/2028                                   | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $149062.50    | 0.01%             | 2028-10-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy 02/05/2030                                                                              | Hilcorp Energy 02/05/2030                                   | CUSIP: 431319AH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     387110 | PA      | $387351.89    | 0.02%             | 2030-02-11      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-77688.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONVERGINT TEC 07/01/2032                                                                              | CONVERGINT TEC 07/01/2032                                   | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     857850 | PA      | $857850.00    | 0.04%             | 2032-07-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DK5492                                                   | CUSIP: 3618L5C58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1070298 | PA      | $1117780.60   | 0.06%             | 2065-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                                      | WASPRO 7 02/01/33 144A                                      | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1692964.17   | 0.08%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST 2015-5                                                                    | WIN 2015-5 B4                                               | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     281502 | PA      | $260598.30    | 0.01%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -625 | NC      | $1230651.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS 01/08/2032                                                                                     | CLARIOS 01/08/2032                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     109450 | PA      | $109313.19    | 0.01%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                            | TRACTC 5.875 03/01/31 144A                                  | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $474762.03    | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                | CDEL 6.44 01/26/36 144A                                     | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     625000 | PA      | $659718.75    | 0.03%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                                                | TIHLLC 7.125 06/01/31 144A                                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3463330.80   | 0.17%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Graham Packagi 01/14/2033                                                                              | Graham Packagi 01/14/2033                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     540000 | PA      | $534937.50    | 0.03%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                               | JANEST 6.125 11/01/32 144A                                  | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     985000 | PA      | $974907.39    | 0.05%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV2 TRUST                                                                                   | GCAT 2024-INV2 B3                                           | CUSIP: 36170KBH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1945714 | PA      | $2074769.73   | 0.10%             | 2054-06-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| PLZ AEROSCIENC 08/03/2026                                                                              | PLZ AEROSCIENC 08/03/2026                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     243590 | PA      | $226842.92    | 0.01%             | 2026-08-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2018-125 HS                                             | CUSIP: 38380Y4L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    8435331 | PA      | $899586.71    | 0.04%             | 2048-09-20      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Burlington Coa 09/19/2031                                                                              | Burlington Coa 09/19/2031                                   | CUSIP: 121575AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      79196 | PA      | $79261.93     | 0.00%             | 2031-09-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2015-132 BI                                             | CUSIP: 38379M7L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1078084 | PA      | $127163.86    | 0.01%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-143 JI                                             | CUSIP: 38377NBN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      92991 | PA      | $1212.57      | 0.00%             | 2039-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -57675000 | NC      | $-63835.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orlen SA                                                                                               | PKNPW 6 01/30/35 144A                                       | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     400000 | PA      | $408500.00    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC/Weekley Finance Corp.                                                                | WEEKHM 4.875 09/15/28 144A                                  | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |     440000 | PA      | $426480.69    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                                           | COMM 2024-CBM A2                                            | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3013113.60   | 0.15%             | 2041-12-12      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 29 LTD                                                                                   | BALLY 2025-29A B                                            | CUSIP: 05876GAG9<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3503804.50   | 0.18%             | 2038-07-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| 84 LUMBER COMP 11/29/2030                                                                              | 84 LUMBER COMP 11/29/2030                                   | CUSIP: 000000000<br>LEI: 5493002K0S5LHQ16U436 | Long             | LON              | CORP              | US        |     488750 | PA      | $490073.54    | 0.02%             | 2030-11-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2020-1                                                                          | SEMT 2020-1 A1                                              | CUSIP: 81748MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     146481 | PA      | $134561.63    | 0.01%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                                   | AMNTEC 7.25 08/01/32 144A                                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     540000 | PA      | $559313.10    | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                  | AAL 5.5 04/20/26 144A                                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      14167 | PA      | $14186.41     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                       | BMCAUS 3.375 01/15/31 144A                                  | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     455000 | PA      | $408137.96    | 0.02%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                                                     | BX 2025-VLT6 C                                              | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4960551.50   | 0.25%             | 2042-03-17      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Sedgwick Holdings, Inc.                                                                                | Sedgwick Holdings, Inc.                                     | CUSIP: 81527CAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1044319 | PA      | $1026416.54   | 0.05%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2019-3                                                                           | ARRW 2019-3 A3                                              | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     239550 | PA      | $230658.42    | 0.01%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-B TRUST                                                            | SOFI 2019-B BFX                                             | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1883784.20   | 0.09%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3298 S                                                  | CUSIP: 31397GGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     942857 | PA      | $75412.22     | 0.00%             | 2037-04-15      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-15CB                                                                       | CWALT 2007-15CB A5                                          | CUSIP: 02151CAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     754743 | PA      | $414710.55    | 0.02%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                                          | MIDCAP 5.625 01/15/30                                       | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $373122.00    | 0.02%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-C TRUST                                                            | SOFI 2019-C BFX                                             | CUSIP: 83401CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2721624.90   | 0.14%             | 2048-11-16      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2019-5                                                                          | SEMT 2019-5 B2                                              | CUSIP: 81743ACC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1715613 | PA      | $1579376.57   | 0.08%             | 2049-12-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4162 DI                                                 | CUSIP: 3137AYHR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     200320 | PA      | $2334.79      | 0.00%             | 2028-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC 05/17/2028                                                                                | CIMPRESS PLC 05/17/2028                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     303823 | PA      | $303823.24    | 0.02%             | 2028-05-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 12 LTD                                                                                 | BGCLO 2025-12A D2                                           | CUSIP: 09090MAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3050000 | PA      | $2942938.90   | 0.15%             | 2038-04-22      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                         | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $163631.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HighTower Hold 02/03/2032                                                                              | HighTower Hold 02/03/2032                                   | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     447387 | PA      | $442354.35    | 0.02%             | 2032-02-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 6.375 03/01/33 144A                                    | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2565000 | PA      | $2529212.35   | 0.13%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO 09/11/2031                                                                                       | WESCO 09/11/2031                                            | CUSIP: 69575EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     378502 | PA      | $377555.63    | 0.02%             | 2031-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-47 SH                                              | CUSIP: 3136BAT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   10150814 | PA      | $1221167.25   | 0.06%             | 2050-07-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                                                 | WLSC 6.625 04/15/30 144A                                    | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1133496.74   | 0.06%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-J2                                                                                      | CIM 2019-J2 B3                                              | CUSIP: 12558TBH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1696274 | PA      | $1546446.45   | 0.08%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                          | RIG 7.875 10/15/32 144A                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     525000 | PA      | $561324.75    | 0.03%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Holley/Driven 11/15/2028                                                                               | Holley/Driven 11/15/2028                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     500304 | PA      | $499053.71    | 0.02%             | 2028-11-17      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                         | CWALT 2005-23CB A15                                         | CUSIP: 12667GMY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     238213 | PA      | $190337.14    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAG 01/25/2029                                                                              | KENAN ADVANTAG 01/25/2029                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     482195 | PA      | $477574.58    | 0.02%             | 2029-01-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                                       | AMEPIP 7.625 08/15/33 144A                                  | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1756315.90   | 0.09%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Equipmentshare Com Inc.                                                                                | EQMSRM 8 03/15/33 144A                                      | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     700000 | PA      | $723446.82    | 0.04%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings Inc                                                                    | NEE 5.85 03/01/56                                           | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     853000 | PA      | $833134.14    | 0.04%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust 2017-2                                                                  | SCOT 2017-2 B2                                              | CUSIP: 82281FCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1698478 | PA      | $1583216.38   | 0.08%             | 2047-10-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -8000000 | PA      | $-7495109.60  | -0.37%            | 2056-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                                 | COLOM 6.5 01/21/33                                          | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $979750.00    | 0.05%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nord Anglia Ed 01/09/2032                                                                              | Nord Anglia Ed 01/09/2032                                   | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    1149866 | PA      | $1138367.38   | 0.06%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Upland Clo Limited                                                                                     | UPLND 2016-1A BR                                            | CUSIP: 915328AY4<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1499622.00   | 0.07%             | 2031-04-21      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD                                                                    | STATE OF WISCONSIN INVESTMENT BOARD                         | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |    7032245 | PA      | $7032245.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ3                                                           | GSMBS 2019-PJ3 B2                                           | CUSIP: 36257QAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400651 | PA      | $373789.33    | 0.02%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| LSF12 CROWN US 12/02/2031                                                                              | LSF12 CROWN US 12/02/2031                                   | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     654140 | PA      | $655448.76    | 0.03%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Station Casino 03/07/2031                                                                              | Station Casino 03/07/2031                                   | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     586155 | PA      | $586612.50    | 0.03%             | 2031-03-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FRONTDOOR (FKA 12/17/2031                                                                              | FRONTDOOR (FKA 12/17/2031                                   | CUSIP: 35905CAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     148125 | PA      | $148587.89    | 0.01%             | 2031-12-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                                      | McCormick & Company, Incorporated 0% CP 30/04/2026          | CUSIP: 57978DDW6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14949000.00  | 0.75%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Skechers U.S.A 06/30/2032                                                                              | Skechers U.S.A 06/30/2032                                   | CUSIP: 07337FAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     433912 | PA      | $436190.54    | 0.02%             | 2032-09-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV12                                                                              | PMTLT 2025-INV12 A29                                        | CUSIP: 73015KBE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1944505 | PA      | $1930240.20   | 0.10%             | 2056-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2014-5 B3                                             | CUSIP: 46643KBU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     784352 | PA      | $759554.08    | 0.04%             | 2029-10-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-69 PI                                              | CUSIP: 3136AE3R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     577962 | PA      | $23994.33     | 0.00%             | 2033-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   23070000 | NC      | $-319480.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Brinks Company                                                                                         | BCO 6.75 06/15/32 144A                                      | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     210000 | PA      | $212761.71    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CASCADES INC / CASCADES USA INC                                                                        | CASCN 5.375 01/15/28 144A                                   | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     525000 | PA      | $520064.42    | 0.03%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ART 03/05/2033                                                                              | ELECTRONIC ART 03/05/2033                                   | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    1410000 | PA      | $1403611.29   | 0.07%             | 2033-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 427 C13                                                 | CUSIP: 31423XMP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13752062 | PA      | $1412690.91   | 0.07%             | 2037-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| API GROUP DE, 01/03/2029                                                                               | API GROUP DE, 01/03/2029                                    | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $900409.50    | 0.05%             | 2029-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                                          | PRGO 6.125 09/30/32 USD                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     660000 | PA      | $602765.36    | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| JP MORGAN MORTGAGE TRUST 2017-6                                                                        | JPMMT 2017-6 B5                                             | CUSIP: 46649HBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     887565 | PA      | $713457.39    | 0.04%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| KAYNE CLO 10 LTD                                                                                       | RAD 2021-10A C                                              | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1592166.40   | 0.08%             | 2034-04-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios Ii Issuer Llc                                                                           | SNVA 2018-1A B                                              | CUSIP: 86745JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2502177 | PA      | $2239179.14   | 0.11%             | 2048-07-20      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                              | MGM 6.5 04/15/32                                            | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151324.50    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49                                                         | WFCM 2019-C49 B                                             | CUSIP: 95001WBF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2588000 | PA      | $2521921.89   | 0.13%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Magnite Inc 02/06/2031                                                                                 | Magnite Inc 02/06/2031                                      | CUSIP: 55955NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     584158 | PA      | $580507.01    | 0.03%             | 2031-02-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY 10/13/2030                                                                              | PRIME SECURITY 10/13/2030                                   | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     606987 | PA      | $605043.12    | 0.03%             | 2030-10-13      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| COORSTEK INC 10/10/2032                                                                                | COORSTEK INC 10/10/2032                                     | CUSIP: 21702EAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     264338 | PA      | $265989.61    | 0.01%             | 2032-10-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                               | WCC 5.5 04/15/34 144A                                       | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     685000 | PA      | $676334.06    | 0.03%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J2 Trust                                                                                      | OBX 2025-J2 A19                                             | CUSIP: 67122EAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1570051 | PA      | $1557859.81   | 0.08%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Legal Shield 12/01/2028                                                                                | Legal Shield 12/01/2028                                     | CUSIP: 74006LAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     486834 | PA      | $424276.21    | 0.02%             | 2028-12-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1                                                 | ACE 2007-D1 A3                                              | CUSIP: 00083BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2737870 | PA      | $2062684.85   | 0.10%             | 2038-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                                                 | ENR 4.375 03/31/29 144A                                     | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2928012.54   | 0.15%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| AmaWaterways 04/14/2031                                                                                | AmaWaterways 04/14/2031                                     | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     314288 | PA      | $311734.24    | 0.02%             | 2031-05-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA                                                                                | GEBCB 5.75 10/22/35 144A                                    | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |     950000 | PA      | $907535.00    | 0.05%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-203849.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-HY8C                                                                       | CWALT 2007-HY8C A1                                          | CUSIP: 02150XAA9<br>LEI: 549300WVYUN6JZ4UKU34 | Long             | ABS-O            | CORP              | US        |     128051 | PA      | $120652.91    | 0.01%             | 2047-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-LTV1                                                                     | JPMMT 2020-LTV1 A5                                          | CUSIP: 46591NAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      52468 | PA      | $52259.99     | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41                                                         | WFCM 2017-C41 B                                             | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $960618.60    | 0.05%             | 2050-11-17      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2016-75 SC                                              | CUSIP: 3136AT2D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   36625509 | PA      | $2456811.70   | 0.12%             | 2046-10-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR2 TRUST                       | WAMU 2005-AR2 X                                             | CUSIP: 92922FD88<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17896297 | PA      | $179.86       | 0.00%             | 2045-01-25      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                                            | FCFEMM 5.875 09/23/40 144A                                  | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1207604 | PA      | $1175640.01   | 0.06%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| M6 Etx Holding 04/01/2032                                                                              | M6 Etx Holding 04/01/2032                                   | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     139795 | PA      | $140529.42    | 0.01%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2018-153 SQ                                             | CUSIP: 38381AY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    3482879 | PA      | $263753.40    | 0.01%             | 2048-11-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| TK Elevator (f 02/15/2030                                                                              | TK Elevator (f 02/15/2030                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1220000 | PA      | $1223812.50   | 0.06%             | 2030-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA (FKA TCEH)                                                                                      | VISTRA (FKA TCEH)                                           | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |     312188 | PA      | $312599.34    | 0.02%             | 2030-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2025-VOLT C                                              | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4981160.00   | 0.25%             | 2044-12-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-327733.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                             | INTU 5.5 09/15/53                                           | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     850000 | PA      | $782483.27    | 0.04%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESTORATION HARDWARE                                                                                   | RESTORATION HARDWARE                                        | CUSIP: 76133MAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     343430 | PA      | $342857.85    | 0.02%             | 2028-10-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Tecta America 02/18/2032                                                                               | Tecta America 02/18/2032                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     397622 | PA      | $396734.53    | 0.02%             | 2032-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2019-2                                                                         | FSMT 2019-2 B1                                              | CUSIP: 33852BAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1264838 | PA      | $1164782.33   | 0.06%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM4 TRUST                                                                                    | OBX 2022-NQM4 A1B                                           | CUSIP: 67116XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2393312.00   | 0.12%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Pro 05/16/2030                                                                              | Brookfield Pro 05/16/2030                                   | CUSIP: 11283HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     451588 | PA      | $453901.89    | 0.02%             | 2030-05-28      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                                 | COLOM 5.2 05/15/49                                          | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     206000 | PA      | $148526.00    | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                                                            | GTES 6.875 07/01/29 144A                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     410000 | PA      | $421188.49    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-LTV2                                                                     | JPMMT 2019-LTV2 B2                                          | CUSIP: 46651ABB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1262789 | PA      | $1220938.08   | 0.06%             | 2049-12-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities Inc Re-REMIC Trust Certificates Series 2007-WM1                           | DMSI 2007-WM1 A1                                            | CUSIP: 25157TAA2<br>LEI: 529900RSBMUF46QF5O69 | Long             | ABS-O            | CORP              | US        |      61516 | PA      | $54888.05     | 0.00%             | 2037-06-27      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS 01/06/2032                                                                              | HUNTER DOUGLAS 01/06/2032                                   | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     306125 | PA      | $305244.89    | 0.02%             | 2032-01-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-66 IB                                              | CUSIP: 3136A6ZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    6081627 | PA      | $11702.88     | 0.00%             | 2042-06-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                                     | BX 2024-VLT4 A                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1492484.40   | 0.07%             | 2041-06-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -6083000 | NC      | $-39840.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transdig 02/10/33                                                                                      | Transdig 02/10/33                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     850000 | PA      | $851195.10    | 0.04%             | 2033-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2024-WRHS                                                                                   | BFLD 2024-WRHS A                                            | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1853994 | PA      | $1856121.37   | 0.09%             | 2039-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                                  | RGCARE 10 06/01/32 144A                                     | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     675000 | PA      | $690174.16    | 0.03%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2021-56 QI                                              | CUSIP: 3136BGJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    7554805 | PA      | $1912468.61   | 0.10%             | 2051-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                                    | NAVI 4.875 03/15/28                                         | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     325000 | PA      | $306996.72    | 0.02%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2024-MF D                                                | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1328182 | PA      | $1330759.02   | 0.07%             | 2039-02-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC)       | ACI 3.5 03/15/29 144A                                       | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3273798.14   | 0.16%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4973 BI                                                 | CUSIP: 3137FRZU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   35177046 | PA      | $8103331.63   | 0.41%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 4.625 04/15/30 144A                                    | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     455000 | PA      | $437120.64    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2019-17 SA                                              | CUSIP: 3136B4CQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    8567082 | PA      | $621119.45    | 0.03%             | 2049-04-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST 2025-2                                                                                | UNLOK 2025-2 A                                              | CUSIP: 914917AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3436104 | PA      | $3405202.77   | 0.17%             | 2041-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviati 10/09/2030                                                                              | Phoenix Aviati 10/09/2030                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     593512 | PA      | $585351.70    | 0.03%             | 2030-10-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2013-9                                                                          | SEMT 2013-9 B2                                              | CUSIP: 81745DAH4<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-O            | CORP              | US        |     555136 | PA      | $535688.83    | 0.03%             | 2043-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                         | CWALT 2004-J7 M1                                            | CUSIP: 12667FTE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199125 | PA      | $198394.59    | 0.01%             | 2034-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ3                                                           | GSMBS 2019-PJ3 B1                                           | CUSIP: 36257QAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     392812 | PA      | $366476.63    | 0.02%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                                | LVLT 6.875 06/30/33 144A                                    | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1222933.37   | 0.06%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION P 10/30/2031                                                                              | CONSTRUCTION P 10/30/2031                                   | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     498688 | PA      | $499155.27    | 0.02%             | 2031-11-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-9                                                                          | SEMT 2024-9 A20                                             | CUSIP: 81749PAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     906206 | PA      | $899962.23    | 0.05%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                                  | TRS VOL USDZAR                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-729532.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS 09/18/2031                                                                               | ROCKPOINT GAS 09/18/2031                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     601460 | PA      | $603997.56    | 0.03%             | 2031-09-18      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Jennmar 11/30/2032                                                                                     | Jennmar 11/30/2032                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     483875 | PA      | $480245.94    | 0.02%             | 2030-12-16      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC 06/05/2032                                                                               | Acrisure, LLC 06/05/2032                                    | CUSIP: 00488PAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     183612 | PA      | $178132.77    | 0.01%             | 2032-06-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-CCM1                                                                     | JPMMT 2025-CCM1 B3                                          | CUSIP: 46593MBF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1737649 | PA      | $1689467.94   | 0.08%             | 2055-06-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                                                     | AVNT 6.25 11/01/31 144A                                     | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     680000 | PA      | $685320.32    | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-97 JS                                              | CUSIP: 3136AGDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1939995 | PA      | $127823.28    | 0.01%             | 2038-04-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                         | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $41018.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2013-103 DS                                             | CUSIP: 38378VAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1968894 | PA      | $197434.43    | 0.01%             | 2043-07-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| The Boots Grou 07/19/2032                                                                              | The Boots Grou 07/19/2032                                   | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     695000 | PA      | $698330.44    | 0.03%             | 2032-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2020-1 Trust                                                    | WFMBS 2020-1 B3                                             | CUSIP: 95002KBK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1710491 | PA      | $1507279.34   | 0.08%             | 2049-12-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4146 SA                                                 | CUSIP: 3137AXGV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    8478552 | PA      | $855679.58    | 0.04%             | 2042-12-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DI0246                                                   | CUSIP: 3618NHHX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     322622 | PA      | $336935.42    | 0.02%             | 2065-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AGATE BAY MORTGAGE TRUST 2015-4                                                                        | ABMT 2015-4 B3                                              | CUSIP: 00842ACE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     475938 | PA      | $385561.36    | 0.02%             | 2045-06-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Cetera Financi 08/09/2030                                                                              | Cetera Financi 08/09/2030                                   | CUSIP: 04009DAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     634110 | PA      | $626711.76    | 0.03%             | 2030-08-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | IRS BRL                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $114667.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLSPRING BUYE 11/01/2028                                                                              | ALLSPRING BUYE 11/01/2028                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     465379 | PA      | $466043.76    | 0.02%             | 2030-11-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1                                                                | STACR 2022-DNA1 B1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-O            | USGSE             | US        |    2800000 | PA      | $2852036.32   | 0.14%             | 2042-01-27      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Gcat 2025-INV4 Trust                                                                                   | GCAT 2025-INV4 B3                                           | CUSIP: 367920CM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     995412 | PA      | $1067095.51   | 0.05%             | 2055-08-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc                   | PK 4.875 05/15/29 144A                                      | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2953879.75   | 0.15%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc 03/22/2030                                                                              | TransDigm, Inc 03/22/2030                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     732609 | PA      | $733366.75    | 0.04%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                           | RFM 2022-FRR1 AB64                                          | CUSIP: 74971BBR5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8030000 | PA      | $7722300.84   | 0.39%             | 2050-03-01      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ACCEPTANCE CORP I                                                                            | JPMMT 2005-S3 1A10                                          | CUSIP: 466247ZX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      69495 | PA      | $31707.51     | 0.00%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kohler Energy 05/01/2031                                                                               | Kohler Energy 05/01/2031                                    | CUSIP: 25472PAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     971800 | PA      | $971799.70    | 0.05%             | 2031-05-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3                                                             | NRZT 2017-3A B2                                             | CUSIP: 64828MBB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     196271 | PA      | $194766.96    | 0.01%             | 2057-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO 2013-2 Ltd.                                                                           | BLUEM 2013-2A CR                                            | CUSIP: 09626YAU4<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000424.00   | 0.05%             | 2030-10-22      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 5502 FD                                                 | CUSIP: 3137HJSW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   34343647 | PA      | $34807567.85  | 1.74%             | 2055-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Barnes Industr 10/18/2032                                                                              | Barnes Industr 10/18/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     355000 | PA      | $353668.75    | 0.02%             | 2032-10-22      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                                  | TRS VOL USDZAR                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-394073.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-133 NS                                             | CUSIP: 3136AAZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    4973990 | PA      | $508434.01    | 0.03%             | 2042-12-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ9                                                           | GSMBS 2021-PJ9 A4                                           | CUSIP: 36263CAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2116721 | PA      | $1744558.72   | 0.09%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                               | CC 5.75 11/15/28 144A                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    2622000 | PA      | $2598177.82   | 0.13%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -57675000 | NC      | $-112014.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL 05/06/2030                                                                              | CLARIOS GLOBAL 05/06/2030                                   | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     816591 | PA      | $815570.16    | 0.04%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Gci Llc                                                                                                | GCILLC 4.75 10/15/28 144A                                   | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     455000 | PA      | $440697.14    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Salas O'Brien 01/22/2033                                                                               | Salas O'Brien 01/22/2033                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     239143 | PA      | $239142.86    | 0.01%             | 2033-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                                                | BASF SE 0% CP 10/06/2026                                    | CUSIP: 05526MFA8<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |    4000000 | PA      | $3967755.60   | 0.20%             | 2026-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H062651<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -46700000 | PA      | $-48398914.24 | -2.42%            | 2056-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-32 EI                                              | CUSIP: 3136ADJL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2252612 | PA      | $129568.91    | 0.01%             | 2033-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Airli 04/20/2028                                                                              | American Airli 04/20/2028                                   | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      66410 | PA      | $65773.51     | 0.00%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-INV1                                                                                    | CIM 2019-INV1 A1                                            | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      61053 | PA      | $58442.12     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PELICAN PIPELI 03/18/2033                                                                              | PELICAN PIPELI 03/18/2033                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     410000 | PA      | $410897.08    | 0.02%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4186 IA                                                 | CUSIP: 3137B0RW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1250519 | PA      | $85785.50     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                                 | COLOM 8.375 11/07/54                                        | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $1034750.00   | 0.05%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Samsonite 11/30/2032                                                                                   | Samsonite 11/30/2032                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     653088 | PA      | $654720.76    | 0.03%             | 2032-11-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                       | CWALT 2006-19CB A12                                         | CUSIP: 02147QAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     102149 | PA      | $42202.21     | 0.00%             | 2036-08-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                                                     | Cinemark USA, Inc.                                          | CUSIP: 172442AV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     755856 | PA      | $758926.47    | 0.04%             | 2030-05-24      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                                                     | BX 2025-ROIC C                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2440039 | PA      | $2422570.92   | 0.12%             | 2030-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST 07/16/2031                                                                               | PROJECT BOOST 07/16/2031                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     827382 | PA      | $798769.04    | 0.04%             | 2031-07-16      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -228586000 | NC      | $170834.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Copeland 06/15/2030                                                                                    | Copeland 06/15/2030                                         | CUSIP: 26872NAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     168970 | PA      | $168912.15    | 0.01%             | 2030-05-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Acrec 2026-FL4 LLC                                                                                     | ACREC 2026-FL4 A                                            | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5009481.25   | 0.25%             | 2043-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                                     | BURLN 6.875 04/15/30 144A                                   | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     800000 | PA      | $707068.00    | 0.04%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $24276.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES LTD                                                                                | BMCAUS 4.75 01/15/28 144A                                   | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    3075000 | PA      | $3041933.30   | 0.15%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                                     | VEGLPL 6.75 01/15/36 144A                                   | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     710000 | PA      | $752459.42    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST 2005-1                                                                         | HMBT 2004-1 2A                                              | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        435 | PA      | $429.04       | 0.00%             | 2029-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 3.875 09/15/28                                          | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2924606.06   | 0.15%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2018-C-GS                                                                | CBSLT 2018-CGS C                                            | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |      63570 | PA      | $54925.26     | 0.00%             | 2046-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | KRW CALL VERSUS USD PUT                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |   22321000 | NC      | $1587.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust 2004-8                                                                          | GSAA 2007-1 1A1                                             | CUSIP: 3622EQAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     764419 | PA      | $209358.52    | 0.01%             | 2037-02-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC 11/06/2030                                                                                | ACRISURE LLC 11/06/2030                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    1055326 | PA      | $1024985.26   | 0.05%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSU 05/31/2032                                                                              | TRUCORDIA INSU 05/31/2032                                   | CUSIP: 89783WAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     213264 | PA      | $197269.35    | 0.01%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                                         | ANGSJ 3.75 10/01/30                                         | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    1500000 | PA      | $1435305.00   | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2011-124 KI                                             | CUSIP: 38377YMA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     235979 | PA      | $3065.62      | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC 03/19/2032                                                                               | VALVOLINE INC 03/19/2032                                    | CUSIP: 92048DAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     134662 | PA      | $135321.07    | 0.01%             | 2032-12-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                                   | URI 6.125 03/15/34 144A                                     | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     390000 | PA      | $395396.43    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cwabs Asset Backed Certificates Series 2002-4                                                          | CWHL 2005-HYB9 2A1                                          | CUSIP: 126670JV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     176358 | PA      | $167343.09    | 0.01%             | 2036-02-20      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                                  | GSMS 2018-GS9 B                                             | CUSIP: 36255NAY1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $464921.30    | 0.02%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Bank 2019-Bnk16                                                                                        | BANK 2019-BN16 XA                                           | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8862235 | PA      | $170668.92    | 0.01%             | 2052-02-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLD 03/19/2029                                                                               | QUIKRETE HOLD 03/19/2029                                    | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    1283165 | PA      | $1283018.31   | 0.06%             | 2029-03-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2019-A LLC                                                                  | ELFI 2019-A B                                               | CUSIP: 26857EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     434092 | PA      | $371931.32    | 0.02%             | 2044-03-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V4.505 10/22/28                                         | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2019000 | PA      | $2019118.11   | 0.10%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 5.95 09/26/55                                          | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     850000 | PA      | $715608.54    | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                        | CDS CDX.NA.HY.46.V1                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $9173011.10   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $343735.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2019-R05                                                           | CAS 2019-R05 1B1                                            | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     550553 | PA      | $555126.15    | 0.03%             | 2039-07-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PCI Gaming                                                                                             | PCI Gaming Term Loan B 200 2031-05-29                       | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |     671582 | PA      | $672182.00    | 0.03%             | 2031-07-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 405 C30                                                 | CUSIP: 3142G5QS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     777656 | PA      | $161133.42    | 0.01%             | 2052-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc.                                                  | PRMWCN 4.375 04/30/29 144a                                  | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $3490831.64   | 0.17%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IMC FINANCING 06/30/2032                                                                               | IMC FINANCING 06/30/2032                                    | CUSIP: 44967NAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     537945 | PA      | $540634.69    | 0.03%             | 2032-06-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc.                                                                                | MIK 8.5 03/15/33 144A                                       | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     675000 | PA      | $657820.58    | 0.03%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SAUER BRANDS I 02/03/2032                                                                              | SAUER BRANDS I 02/03/2032                                   | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      62972 | PA      | $63149.22     | 0.00%             | 2032-02-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2014-58 SM                                              | CUSIP: 38379BSM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    5055027 | PA      | $461968.56    | 0.02%             | 2044-04-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                                             | DKL 7.375 06/30/33 144A                                     | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     395000 | PA      | $398543.94    | 0.02%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KIND COMMERCIAL MORTGAGE TRUST 2024-1                                                                  | KIND 2024-1 A                                               | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2001662.80   | 0.10%             | 2041-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNIN 12/11/2028                                                                              | ASCEND LEARNIN 12/11/2028                                   | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     473452 | PA      | $463193.57    | 0.02%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2011-101 BI                                             | CUSIP: 38377W3P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     902771 | PA      | $19415.26     | 0.00%             | 2037-11-20      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LBA                                                                                      | BX 2021-LBA EJV                                             | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3497350.15   | 0.17%             | 2036-02-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust 2017-2                                                                  | SCOT 2017-2 B3                                              | CUSIP: 82281FCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2251642 | PA      | $2090278.06   | 0.10%             | 2047-10-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| CORPORATION SE 08/08/2029                                                                              | CORPORATION SE 08/08/2029                                   | CUSIP: 22006VAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     498532 | PA      | $495260.74    | 0.02%             | 2029-11-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CDK Global, In 07/06/2029                                                                              | CDK Global, In 07/06/2029                                   | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     223304 | PA      | $160025.24    | 0.01%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| NFP Wealth 10/01/2032                                                                                  | NFP Wealth 10/01/2032                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     261207 | PA      | $259084.59    | 0.01%             | 2032-11-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5010 MI                                                 | CUSIP: 3137FVQZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   24113573 | PA      | $3529233.60   | 0.18%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                                         | WBD 4.279 03/15/32 *                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1506625.00   | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                                                       | MF1 2021-FL7 AS                                             | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2996752.65   | 0.15%             | 2036-10-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                      | RHP 7.25 07/15/28 144A                                      | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     330000 | PA      | $337131.30    | 0.02%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF1                                                                                            | CF 2019-CF1 B                                               | CUSIP: 12529MAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1660000 | PA      | $1503172.66   | 0.08%             | 2052-05-17      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                                    | HNDA 4.436 07/08/28                                         | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    2940000 | PA      | $2933779.46   | 0.15%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2009-70 PS                                              | CUSIP: 31396QYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     623783 | PA      | $59328.77     | 0.00%             | 2037-01-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Ineos Group Holdings                                                                                   | Ineos Group Holdings                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     126121 | PA      | $110618.78    | 0.01%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                                        | BALTA 2006-6 32A1                                           | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     485285 | PA      | $241942.87    | 0.01%             | 2036-11-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP 02/15/2029                                                                                | VIRTUSA CORP 02/15/2029                                     | CUSIP: 92828KAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     488753 | PA      | $442627.10    | 0.02%             | 2029-02-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                                         | FSRIA 2025-FL10 A                                           | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5000129.25   | 0.25%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                      | TRS IBOXXLLTR INDEX                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-452000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WhiteWater Mat 06/16/2032                                                                              | WhiteWater Mat 06/16/2032                                   | CUSIP: 96618PAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1133975 | PA      | $1131140.06   | 0.06%             | 2032-06-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TRITON WATER H 03/31/2025                                                                              | TRITON WATER H 03/31/2025                                   | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     469989 | PA      | $470763.31    | 0.02%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                                              | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $404247.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PEEBLES PARK CLO LTD                                                                                   | PBSPK 2024-1A C                                             | CUSIP: 70537AAG7<br>LEI: 254900NRUX0E104HOE86 | Long             | ABS-CBDO         | CORP              | JE        |    3000000 | PA      | $3002955.00   | 0.15%             | 2037-04-21      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-4                                                                        | JPMMT 2018-4 B2                                             | CUSIP: 46649CBF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     378055 | PA      | $347205.49    | 0.02%             | 2048-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                                | IRS BRL                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5605.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whatabrands LL 08/03/2028                                                                              | Whatabrands LL 08/03/2028                                   | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     653517 | PA      | $653225.19    | 0.03%             | 2028-08-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                                                | BASF SE 0% CP 29/06/2026                                    | CUSIP: 05526MFV2<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |   14000000 | PA      | $13856500.00  | 0.69%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                         | ECOPET 8.375 01/19/36                                       | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1030000 | PA      | $1045810.50   | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| YAHOO (VERIZON 09/01/2027                                                                              | YAHOO (VERIZON 09/01/2027                                   | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     350000 | PA      | $341906.25    | 0.02%             | 2027-09-01      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                              | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -18600000 | NC      | $-266872.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc.                                                                                | AAP 7.375 08/01/33 144A                                     | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     335000 | PA      | $339577.78    | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-LTV2                                                                     | JPMMT 2019-LTV2 B3                                          | CUSIP: 46651ABC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1280070 | PA      | $1234587.19   | 0.06%             | 2049-12-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| SPGN TRUST 2026-TFLM                                                                                   | SPGN 2026-TFLM A                                            | CUSIP: 847946AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3983563.20   | 0.20%             | 2041-02-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2019-8 SB                                               | CUSIP: 3136B3V80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    7557311 | PA      | $551061.73    | 0.03%             | 2049-03-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VIII CLO, Ltd                                                                            | CEDF 2017-8A CRR                                            | CUSIP: 15032EBC2<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4279983.50   | 0.21%             | 2038-01-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                      | HRI 7 06/15/30 144A                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     575000 | PA      | $589998.30    | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2017-16 SG                                              | CUSIP: 3136AVD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    9830500 | PA      | $1013892.67   | 0.05%             | 2047-03-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2021-152 ID                                             | CUSIP: 38382W7F8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   18828708 | PA      | $3117797.68   | 0.16%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Laurel Rd Prime Sl Tr 2018-B                                                                           | LRB 2018-B BFX                                              | CUSIP: 51888RAC4<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |     213909 | PA      | $213318.09    | 0.01%             | 2043-05-26      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GALTON FUNDING MORTGAGE TRUST 2019-1                                                                   | GFMT 2019-1 B2                                              | CUSIP: 36418WBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1647874 | PA      | $1600549.41   | 0.08%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-5                                                                        | JPMMT 2017-5 B1                                             | CUSIP: 46590YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1274842 | PA      | $1262072.73   | 0.06%             | 2048-10-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -22717000 | NC      | $-134660.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2024-XL5 C                                               | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4550000 | PA      | $4557771.91   | 0.23%             | 2041-03-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| South Jersey Industries Inc                                                                            | SJI 5.02 04/15/31                                           | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2580437.89   | 0.13%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                                        | CMLTI 2005-9 22A2                                           | CUSIP: 17307GL89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90082 | PA      | $91662.34     | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV2                                                                     | JPMMT 2019-INV2 A15                                         | CUSIP: 46651DAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     189517 | PA      | $172023.87    | 0.01%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2781 SB                                                 | CUSIP: 31394XDQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     608978 | PA      | $46545.18     | 0.00%             | 2034-04-15      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LND MTG TR 2019-1                                                                           | CHASE 2019-1 B3                                             | CUSIP: 16159WBW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1072192 | PA      | $953915.37    | 0.05%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                                              | BANCO V7.95 PERP 144A                                       | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | NUSS              | CL        |     984000 | PA      | $1035965.04   | 0.05%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                            | GSAA 2006-4 4A3                                             | CUSIP: 362334FK5<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    1710491 | PA      | $1014535.35   | 0.05%             | 2036-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                                                 | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-382.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAYWARD INDUSTRIES, INC.                                                                               | HAYWARD INDUSTRIES, INC.                                    | CUSIP: 421300AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     545936 | PA      | $547641.73    | 0.03%             | 2028-05-30      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                                   | POLGB 5 10/25/35 1035                                       | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   93201000 | PA      | $23521816.41  | 1.18%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Symetra Life Insurance Co.                                                                             | SYA 6.55 10/01/55 144A                                      | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |     470000 | PA      | $471399.67    | 0.02%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 23 LLC                                                                                    | FLAT 2023-1A CR                                             | CUSIP: 33883DAU8<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |    2100000 | PA      | $2088078.30   | 0.10%             | 2036-04-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                                 | BX 2026-VLT9 A                                              | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1994207.80   | 0.10%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2006-S3 1A30                                          | CUSIP: 46629ABF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     389145 | PA      | $126464.94    | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC 06/21/2031                                                                              | VFH PARENT LLC 06/21/2031                                   | CUSIP: 91820UAV2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     287100 | PA      | $287458.88    | 0.01%             | 2031-06-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                       | PR 5.875 07/01/29 144A                                      | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     455000 | PA      | $455787.61    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BETCLIC 12/09/2031                                                                                     | BETCLIC 12/09/2031                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     185000 | PA      | $185173.53    | 0.01%             | 2031-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                                        | ACHC 5.5 07/01/28 144A                                      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3636847.96   | 0.18%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare 09/29/2028                                                                              | CHG Healthcare 09/29/2028                                   | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |     278260 | PA      | $278718.30    | 0.01%             | 2028-09-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-1 LTD                                                                  | PSTAT 2025-1A D                                             | CUSIP: 69703VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3150000 | PA      | $2977597.35   | 0.15%             | 2033-02-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DI1081                                                   | CUSIP: 3618NJFW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21176280 | PA      | $22737317.72  | 1.14%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-CCM1                                                                     | JPMMT 2024-CCM1 A3                                          | CUSIP: 46658NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     458863 | PA      | $456930.31    | 0.02%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5036 CI                                                 | CUSIP: 3137F6T49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   14622722 | PA      | $3017377.51   | 0.15%             | 2049-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                   | CUSIP: 01F062648<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -25000000 | PA      | $-25866500.75 | -1.29%            | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4182 IL                                                 | CUSIP: 3137B0WV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     717041 | PA      | $14558.88     | 0.00%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                                              | SPRO 2024-1A A2                                             | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2205000 | PA      | $2260864.12   | 0.11%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ION Group 09/30/2032                                                                                   | ION Group 09/30/2032                                        | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     705000 | PA      | $569790.87    | 0.03%             | 2032-10-07      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                                    | MEDIND 5.25 10/01/29 144A                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1522410.39   | 0.08%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                                       | GMABDC 7.25 12/15/33 144A                                   | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     600000 | PA      | $628587.60    | 0.03%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                           | MEXPCP 5.5 08/17/30 144A                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    1775000 | PA      | $1781212.50   | 0.09%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2023-24 ID                                              | CUSIP: 38383WBY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   17255886 | PA      | $3319566.58   | 0.17%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Latham Pool Pr 02/17/2029                                                                              | Latham Pool Pr 02/17/2029                                   | CUSIP: 51822LAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     443672 | PA      | $442377.36    | 0.02%             | 2029-02-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                                                | LGENSO 5.875 04/02/36 144A                                  | CUSIP: 50205MAN9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    1725000 | PA      | $1713356.25   | 0.09%             | 2036-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-4                                                                        | JPMMT 2017-1 B4                                             | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     657992 | PA      | $589414.98    | 0.03%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                       | PARA 7.875 07/30/30                                         | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     500000 | PA      | $522174.06    | 0.03%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                                                  | PLTK 4.25 03/15/29 144A                                     | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     535000 | PA      | $418049.00    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2004-53 UC                                              | CUSIP: 31394ABR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     601163 | PA      | $58254.72     | 0.00%             | 2034-07-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE VII LTD                                                                                     | OMIR 2021-2 M1C                                             | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    1300000 | PA      | $1313171.08   | 0.07%             | 2034-04-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                                                        | PFP 2024-11 A                                               | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     871143 | PA      | $873044.45    | 0.04%             | 2039-09-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | EUR CALL VERSUS GBP PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |     813000 | NC      | $60379.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-5                                                                          | SEMT 2021-5 B3                                              | CUSIP: 81748XCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1122766 | PA      | $941560.23    | 0.05%             | 2051-07-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 I 01/30/2031                                                                              | Wand NewCo 3 I 01/30/2031                                   | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     862164 | PA      | $855966.92    | 0.04%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                                     | VEGLPL 6.5 01/15/34 144A                                    | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     695000 | PA      | $724940.10    | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2010-15 FD                                              | CUSIP: 31398MQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      88617 | PA      | $88952.07     | 0.00%             | 2040-03-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| COMM 2016-COR1 MORTGAGE TRUST                                                                          | COMM 2016-COR1 XA                                           | CUSIP: 12594MBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8616156 | PA      | $24164.44     | 0.00%             | 2049-10-13      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                      | HRI 7.25 06/15/33 144A                                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     305000 | PA      | $312805.56    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Bo 03/07/2033                                                                              | ProAmpac PG Bo 03/07/2033                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2754 | PA      | $2666.46      | 0.00%             | 2033-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                               | EA 8.75 07/01/34 144A                                       | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     550000 | PA      | $576150.67    | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ2                                                           | GSMBS 2024-PJ2 B3                                           | CUSIP: 36271PBW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1443486 | PA      | $1421372.71   | 0.07%             | 2054-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2025-FL4 LTD                                                                       | GSTNE 2025-FL4 A                                            | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2501020.50   | 0.13%             | 2043-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4287 CI                                                 | CUSIP: 3137B6Y70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     206574 | PA      | $16929.64     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-8 TRUST                         | WMALT 2005-5 CB3                                            | CUSIP: 93934FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     371464 | PA      | $350252.37    | 0.02%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-1                                                                        | JPMMT 2016-1 B4                                             | CUSIP: 46646BBB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2095000 | PA      | $1578334.87   | 0.08%             | 2046-05-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| EG Group (Euro 01/29/2031                                                                              | EG Group (Euro 01/29/2031                                   | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    1135000 | PA      | $1137837.50   | 0.06%             | 2031-02-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Simmons Foods Inc / Simmons Prepared Foods Inc / Simmons Pet Food Inc / Simmons Feed (Ingredients Inc) | SIMFOO 4.625 03/01/29 144A                                  | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1073835.33   | 0.05%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Peru (Republic Of)                                                                                     | PERUGB 5.35 08/12/40                                        | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   78967000 | PA      | $19054456.40  | 0.95%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2020-1                                                                             | RCKT 2020-1 B2A                                             | CUSIP: 749389BH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1408018 | PA      | $1273199.19   | 0.06%             | 2050-02-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Belron U.K Finance PLC                                                                                 | BELRON 5.75 10/15/29 144a                                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     535000 | PA      | $538726.28    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVIC 06/22/2030                                                                              | ARAMARK SERVIC 06/22/2030                                   | CUSIP: 03852JBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     279277 | PA      | $279974.85    | 0.01%             | 2030-06-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-INV3                                                                                    | CIM 2019-INV3 A3                                            | CUSIP: 12557LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     179562 | PA      | $163440.26    | 0.01%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | CAS 2022-R05 2B2                                            | CUSIP: 20754DAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3045000 | PA      | $3211227.16   | 0.16%             | 2042-04-25      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5049 UI                                                 | CUSIP: 3137F7BU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   21380933 | PA      | $3862384.26   | 0.19%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2024-2                                                                         | MSAIC 2024-2A A                                             | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5001804 | PA      | $4754927.64   | 0.24%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hertz Corporat 06/15/2028                                                                              | Hertz Corporat 06/15/2028                                   | CUSIP: 42804VBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     290475 | PA      | $212046.49    | 0.01%             | 2028-06-30      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                       | Duke Energy Corp 0% CP 05/06/2026                           | CUSIP: 26244JF53<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |    1499000 | PA      | $1487974.41   | 0.07%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R04                                                           | CAS 2023-R04 1B1                                            | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1000000 | PA      | $1069814.60   | 0.05%             | 2043-05-26      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-13T1                                          | CWALT 2006-13T1 A9                                          | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      27837 | PA      | $12940.33     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV5 TRUST                                                                                   | GCAT 2025-INV5 B3                                           | CUSIP: 36173VCV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1495063 | PA      | $1534865.13   | 0.08%             | 2055-12-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Aegion 01/27/2033                                                                                      | Aegion 01/27/2033                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     216471 | PA      | $214621.50    | 0.01%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                                 | COLOM 7.75 11/07/36                                         | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     900000 | PA      | $922972.50    | 0.05%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANA 02/10/2032                                                                              | CLEARWATER ANA 02/10/2032                                   | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     149250 | PA      | $149281.04    | 0.01%             | 2032-04-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                           | AM 5.375 06/15/29 144A                                      | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     340000 | PA      | $339103.66    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                                          | UBSCM 2019-C16 XA                                           | CUSIP: 90276YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20763682 | PA      | $717414.29    | 0.04%             | 2052-04-17      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL17 LLC                                                                                      | MF1 2025-FL17 A                                             | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3001993.50   | 0.15%             | 2040-02-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -115350000 | NC      | $113212.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Home 09/11/2032                                                                              | Essential Home 09/11/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     224438 | PA      | $221491.76    | 0.01%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2009-25 SN                                              | CUSIP: 31397NRL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     113715 | PA      | $10650.48     | 0.00%             | 2039-04-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B7 MORTGAGE TRUST                                                                       | BMARK 2018-B7 XA                                            | CUSIP: 08162TBC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   93046439 | PA      | $698053.00    | 0.03%             | 2053-05-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2019-2                                                                      | JPMMT 2019-2 B2                                             | CUSIP: 46650TAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2222543 | PA      | $2099604.22   | 0.10%             | 2049-08-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD                                                 | ARCLO 2021-FL4 D                                            | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500835.05    | 0.03%             | 2036-11-17      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H062636<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46700000 | PA      | $48511765.73  | 2.43%             | 2056-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2020-7 EI                                               | CUSIP: 38382DAQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   16580860 | PA      | $3173948.85   | 0.16%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPLITERO TRUST 2025-1                                                                                  | SPLTO 2025-1 A1                                             | CUSIP: 848948AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3932717.60   | 0.20%             | 2055-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLI 05/28/2032                                                                              | AMERICAN AIRLI 05/28/2032                                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1225000 | PA      | $1215939.90   | 0.06%             | 2032-05-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                                                 | NYC 2025-3BP C                                              | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1496452.20   | 0.07%             | 2042-02-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $21904.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2016-66 ES                                              | CUSIP: 38379YBK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    4263281 | PA      | $463869.01    | 0.02%             | 2046-05-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3031 BP                                                 | CUSIP: 31396AAN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      86584 | PA      | $88420.21     | 0.00%             | 2035-08-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                                        | CMLTI 2006-AR2 1A1                                          | CUSIP: 17307G6K9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      58401 | PA      | $43301.08     | 0.00%             | 2036-03-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| MIZUHO CAPITAL MARKETS LLC                                                                             | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: OV6W8S6QX2D1J857QP30 | N/A              | DIR              | CORP              | US        |  243320000 | NC      | $-142537.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                                              | FMBT 2024-FBLU D                                            | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2511360.00   | 0.13%             | 2039-12-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| PSMC 2019-3 TRUST                                                                                      | PSMC 2019-3 A12                                             | CUSIP: 69375BAM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121950 | PA      | $112773.26    | 0.01%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                                                           | PSDO 7.5 06/01/31 144A                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     545000 | PA      | $542328.68    | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| BENCHMARK 2025-V17 MORTGAGE TRUST                                                                      | BMARK 2025-V17 C                                            | CUSIP: 081934AW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1003596.00   | 0.05%             | 2058-09-17      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                        | ACRISU 8.5 06/15/29 144A                                    | CUSIP: 00489LAM5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     240000 | PA      | $237944.35    | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V18 MORTGAGE TRUST                                                                      | BMARK 2025-V18 C                                            | CUSIP: 08164EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1996723.80   | 0.10%             | 2058-10-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4273 PS                                                 | CUSIP: 3137B66N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   14729967 | PA      | $1112317.23   | 0.06%             | 2043-11-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                              | MGM 4.75 10/15/28                                           | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     270000 | PA      | $265090.48    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46700000 | PA      | $48539378.97  | 2.43%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6 01/15/33 144A                                         | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     645000 | PA      | $645357.07    | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BellRing Intermediate Holdings Inc.                                                                    | BRBR 7 03/15/30 144A                                        | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     555000 | PA      | $555552.23    | 0.03%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS PLN                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1304983.76   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                              | ALSN 5.875 12/01/33 144A                                    | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     350000 | PA      | $348045.04    | 0.02%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MAREX CAPITAL MARKETS INC.                                                                             | MAREX CAPITAL MARKETS INC                                   | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | Long             | RA               | CORP              | US        |    5990466 | PA      | $5990466.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLEMEADE RE 2025-1 LTD                                                                               | BMIR 2025-1 M1B                                             | CUSIP: 07876NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1005388.00   | 0.05%             | 2035-10-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                                    | SIRI 4 07/15/28 144A                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2970006.89   | 0.15%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DAWN BIDC 10/07/32                                                                                     | DAWN BIDC 10/07/32                                          | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     372289 | PA      | $353301.98    | 0.02%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CALI COMMERCIAL MORTGAGE TRUST 2024-SUN                                                                | CALI 2024-SUN A                                             | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4005639.20   | 0.20%             | 2041-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1                                                 | ACE 2007-D1 A2                                              | CUSIP: 00083BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1514850 | PA      | $1244095.64   | 0.06%             | 2038-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| VERRA MOBILITY 10/03/2032                                                                              | VERRA MOBILITY 10/03/2032                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     124375 | PA      | $124685.94    | 0.01%             | 2032-10-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1999-3                                                              | CWL 2005-AB2 M1                                             | CUSIP: 126673S94<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     483495 | PA      | $478748.11    | 0.02%             | 2035-09-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Macys Retail Holdings LLC                                                                              | M 6.125 03/15/32 144A                                       | CUSIP: 55617LAR3<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |     590000 | PA      | $580152.78    | 0.03%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bombardier Rec 01/12/2031                                                                              | Bombardier Rec 01/12/2031                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     477628 | PA      | $478590.34    | 0.02%             | 2031-01-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2921 PF                                                 | CUSIP: 31395LRK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     142632 | PA      | $141712.85    | 0.01%             | 2035-01-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-8 TRUST                         | WMALT 2005-8 1A2                                            | CUSIP: 93934FCF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      74066 | PA      | $64426.84     | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE ( 07/30/2031                                                                              | BMC SOFTWARE ( 07/30/2031                                   | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     272250 | PA      | $252979.87    | 0.01%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                                                         | NGDCN 6.875 04/01/32 144A                                   | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    1025000 | PA      | $1060186.20   | 0.05%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VSE Corporatio 03/17/2033                                                                              | VSE Corporatio 03/17/2033                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     230000 | PA      | $230000.00    | 0.01%             | 2033-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B23 MORTGAGE TRUST                                                                      | BMARK 2021-B28 XA                                           | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9375562 | PA      | $437983.13    | 0.02%             | 2054-08-17      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 DM4185                                                   | CUSIP: 3618LTUJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37948065 | PA      | $40762771.57  | 2.04%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST 2024-HT2                                                                 | KSL 2024-HT2 B                                              | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4456048 | PA      | $4455396.25   | 0.22%             | 2039-12-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                                | BEEFBZ 8.875 09/13/33 144A                                  | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     675000 | PA      | $721075.50    | 0.04%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Verscend (Cotiviti)                                                                                    | Verscend (Cotiviti) Term Loan B 450 2025-07-28              | CUSIP: 22164MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     788960 | PA      | $729295.23    | 0.04%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                                                       | THPT 2023-THL A                                             | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4168239 | PA      | $4199337.67   | 0.21%             | 2034-12-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                          | SM 6.75 08/01/29 144A                                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3123545.03   | 0.16%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chobani, LLC 10/23/2032                                                                                | Chobani, LLC 10/23/2032                                     | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     802988 | PA      | $804191.98    | 0.04%             | 2032-10-28      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2021-6                                                                             | RCKT 2021-6 B3                                              | CUSIP: 74939KCB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5009152 | PA      | $4025950.84   | 0.20%             | 2051-12-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46700000 | PA      | $48582999.57  | 2.43%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 9 LTD                                                                                  | BGCLO 2024-9A C                                             | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | JE        |    1600000 | PA      | $1601881.60   | 0.08%             | 2037-10-22      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | BRL CALL VERSUS USD PUT                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | GB        |   18010000 | NC      | $1442471.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-4                                                  | MSRM 2024-4 B3                                              | CUSIP: 61777BBH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     978504 | PA      | $1011616.44   | 0.05%             | 2054-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                                    | SIRI 5.875 04/15/32 144A                                    | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     560000 | PA      | $556841.82    | 0.03%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VTR COMMERCIAL MORTGAGE TRUST 2025-STEM                                                                | VTR 2025-STEM A                                             | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2975601.00   | 0.15%             | 2039-10-14      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                                             | NOG 8.75 06/15/31 144A                                      | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2398168.10   | 0.12%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-6                                                                        | JPMMT 2018-6 1A10                                           | CUSIP: 46650JAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      77653 | PA      | $70856.19     | 0.00%             | 2048-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $836397.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PRA Group Inc.                                                                                         | PRAA 5 10/01/29 144A                                        | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     865000 | PA      | $799349.70    | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CF 2019-CF2 MORTGAGE TRUST                                                                             | CF 2019-CF2 XA                                              | CUSIP: 12528YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30167787 | PA      | $945631.90    | 0.05%             | 2052-11-18      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.625 03/01/32 144A                                     | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     370000 | PA      | $377814.40    | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2019-1                                                                      | JPMMT 2019-1 A3                                             | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     126508 | PA      | $118366.29    | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2021-2 PI                                               | CUSIP: 3136BDJ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   15737189 | PA      | $1640488.63   | 0.08%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | USD CALL VERSUS EUR PUT                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DFE              | CORP              | US        |   22619000 | NC      | $185310.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                                           | CAS 2025-R02 1B1                                            | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    2000000 | PA      | $2004302.80   | 0.10%             | 2045-02-27      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Broad Street P 05/10/2031                                                                              | Broad Street P 05/10/2031                                   | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     265161 | PA      | $258896.81    | 0.01%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | INVESCO EXCHANGE TRADED FUND TRUST II SR LN ETF             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |   -1740000 | NC      | $-150282.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCURY BORROW 08/02/2028                                                                              | MERCURY BORROW 08/02/2028                                   | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     564119 | PA      | $556274.82    | 0.03%             | 2032-11-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Nova Securitisation S.a r.l.                                                                           | SBSPAB 6.5 02/03/36 144A                                    | CUSIP: 66984FAB3<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |    1100000 | PA      | $1046375.00   | 0.05%             | 2036-02-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                                             | ACA 6.875 08/15/32 144A                                     | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     615000 | PA      | $630629.00    | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| L&W/Autokiniton Grp                                                                                    | L&W/Autokiniton Grp                                         | CUSIP: 05278HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     344802 | PA      | $341267.67    | 0.02%             | 2028-04-06      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-121 DI                                             | CUSIP: 3136A9XX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     135930 | PA      | $1821.29      | 0.00%             | 2027-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOMESERVE 10/13/2030                                                                                   | HOMESERVE 10/13/2030                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     294750 | PA      | $292907.81    | 0.01%             | 2030-10-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                            | TRS VOL USDZAR                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-198656.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2024-BRVE                                                                                     | BX 2024-BRVE A                                              | CUSIP: 05612KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2391012 | PA      | $2394796.02   | 0.12%             | 2041-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                                   | GTLS 7.5 01/01/30 144A                                      | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     575000 | PA      | $598090.28    | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-1                                                                        | JPMMT 2016-1 B3                                             | CUSIP: 46646BBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     333639 | PA      | $318092.49    | 0.02%             | 2046-05-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2006-46 SP                                              | CUSIP: 31395D5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      77492 | PA      | $91298.36     | 0.00%             | 2036-06-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                 | OCPMR 6.7 03/01/36 144A                                     | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     700000 | PA      | $722750.00    | 0.04%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UWM MORTGAGE TRUST 2021-INV4                                                                           | UWM 2021-INV4 B3                                            | CUSIP: 918307BH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2303237 | PA      | $1897259.54   | 0.09%             | 2051-12-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| ExamWorks Group, Inc.                                                                                  | ExamWorks Group, Inc.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1752443 | PA      | $1751484.53   | 0.09%             | 2033-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4625 BI                                                 | CUSIP: 3137BS7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1178217 | PA      | $206924.91    | 0.01%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WCI HOLDINGS, 08/13/2031                                                                               | WCI HOLDINGS, 08/13/2031                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     354490 | PA      | $350945.06    | 0.02%             | 2031-08-13      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-271059.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PRA Group Inc.                                                                                         | PRAA 8.375 02/01/28 144A                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3098483.78   | 0.15%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                                        | GEN 6.25 04/01/33 144A                                      | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     725000 | PA      | $705356.56    | 0.04%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                         | CURRENCY CONTRACT - USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-76016.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                                       | DTMINC 4.125 06/15/29 144A                                  | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     185000 | PA      | $181161.35    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-92363.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4136 QI                                                 | CUSIP: 3137AWLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     239507 | PA      | $7653.93      | 0.00%             | 2032-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | CAS 2024-R03 2B1                                            | CUSIP: 207941AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3300000 | PA      | $3408060.48   | 0.17%             | 2044-03-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA3                                                                | STACR 2023-HQA3 M2                                          | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-O            | USGSE             | US        |    2500000 | PA      | $2609569.00   | 0.13%             | 2043-11-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4                                                                  | BX 2024-XL4 A                                               | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1598366 | PA      | $1602157.90   | 0.08%             | 2039-02-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | 5-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       3756 | NC      | $-5196521.90  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-LTV1                                                                     | JPMMT 2020-LTV1 A15                                         | CUSIP: 46591NBH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10156 | PA      | $10113.89     | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                                   | NCLH 5.875 01/15/31 144A                                    | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     525000 | PA      | $510387.06    | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                                       | BANK5 2024-5YR10 C                                          | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2483321.00   | 0.12%             | 2057-10-17      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                                                    | CMPCCI V6.7 12/09/57 144A                                   | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    1750000 | PA      | $1713250.00   | 0.09%             | 2057-12-09      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                                    | HNDLIN 3.875 08/15/31 144A                                  | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     405000 | PA      | $361126.15    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 6.875 02/15/33 144A                                    | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     990000 | PA      | $948070.43    | 0.05%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUND 08/15/2031                                                                              | ALLIANCE LAUND 08/15/2031                                   | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |     363373 | PA      | $363486.85    | 0.02%             | 2031-08-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5074 GI                                                 | CUSIP: 3137F9G54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   11660459 | PA      | $1298880.70   | 0.06%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2013-130 SB                                             | CUSIP: 38378UBM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    9966577 | PA      | $348297.97    | 0.02%             | 2043-09-16      | Floating      | 1.27%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2019-CH1                                                                        | SEMT 2019-CH1 B2B                                           | CUSIP: 81747MCF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     639238 | PA      | $626969.15    | 0.03%             | 2049-03-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Signature Avia 06/09/2029                                                                              | Signature Avia 06/09/2029                                   | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     162530 | PA      | $162974.51    | 0.01%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2021-21M E                                               | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4970000 | PA      | $4969964.71   | 0.25%             | 2036-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Alliant Holdin 09/19/2031                                                                              | Alliant Holdin 09/19/2031                                   | CUSIP: 01881UAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     479721 | PA      | $476447.88    | 0.02%             | 2031-09-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BXMT 2026-FL6 LTD                                                                                      | BXMT 2026-FL6 A                                             | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000438.20   | 0.05%             | 2043-08-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-J3                                                                                 | PMTLT 2025-J3 A29                                           | CUSIP: 69392XBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     840397 | PA      | $831631.12    | 0.04%             | 2056-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-LTV1                                                                     | JPMMT 2019-LTV1 B2                                          | CUSIP: 46650PAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     879914 | PA      | $842969.64    | 0.04%             | 2049-06-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| THE KNOT WORLD 01/31/2028                                                                              | THE KNOT WORLD 01/31/2028                                   | CUSIP: 94847DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     451326 | PA      | $387764.19    | 0.02%             | 2028-01-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                                                                        | GNR 2019-86 HI                                              | CUSIP: 38381WN38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     253604 | PA      | $57587.37     | 0.00%             | 2049-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | KRW CALL VERSUS USD PUT                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |  -22321000 | NC      | $-315.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                               | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -46700000 | PA      | $-48582999.57 | -2.43%            | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST 2024-2                                                                                | UNLOK 2024-2 A                                              | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     884533 | PA      | $882814.82    | 0.04%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                                         | OPEN TEXT CORP                                              | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     235693 | PA      | $231162.90    | 0.01%             | 2030-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                           | THC 6 11/15/33 144A                                         | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1265795.00   | 0.06%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Edelman Financ 04/07/2028                                                                              | Edelman Financ 04/07/2028                                   | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     525645 | PA      | $525677.77    | 0.03%             | 2028-04-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                      | RHP 6.5 06/15/33 144A                                       | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     285000 | PA      | $290411.01    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-R02                                                           | CAS 2020-R02 2B1                                            | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    3540000 | PA      | $3586165.49   | 0.18%             | 2040-01-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | USD CALL VERSUS KRW PUT                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |   22321000 | NC      | $369141.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Voya Funds Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration